Pagora rubrique Formation 2022

Numerical methods for mathematical optimization - 4FME1006

  • Number of hours

    • Lectures 9.0
    • Projects -
    • Tutorials 3.0
    • Internship -
    • Laboratory works -
    • Written tests -

    ECTS

    ECTS 12.0

Goal(s)

Learning outcomes :

  • To shape a linear or non-linear programming problem,
  • To understand and use the simplex algorithm,
  • To understand and use the classic algorithms of non-linear programming,
  • To shape and solve optimization problems in Excel using the solver.

Responsible(s)

Gerard MORTHA

Content(s)

1. Recalls
-Recalls on matrix calculation (simple matrix operations)
-Scalar multivariables functions and vectorial functions
-Gradient, Hessian, curvature of a space function.
-Linear and quadratic functions
-Taylor development of a multivariable function
2. Resolution of non-linear algebraic systems of equations
-Iterative method
-Newton Raphson method

3. Non-linear optimization
-Heuristic methods
-Methods using the gradient only
-Methods using the gradient and the Hessian (Newton type).
-Unidimensional optimization

4. Linear optimization
-Simplexe algorithm
-Application to production management

Laboratory work session (TD session) :
The discovery and use of the EXCEL Solver for the resolution of selected problems and case studies.

Targeted competence -> Develop innovative solutions

Prerequisites

Engineering Bachelor level - 1st year cursus in Mathematics

Test

Written (individual) examination during the TD session.
No examen in session 2

note = note du TD

The exam is given in english only FR

Calendar

The course exists in the following branches:

  • Curriculum - Pagora Engineer - Student - Semester 8 (this course is given in english only EN)
  • Curriculum - Master Bio2 - Semester 8 (this course is given in english only EN)
see the course schedule for 2022-2023

Additional Information

Course ID : 4FME1006
Course language(s): FR

You can find this course among all other courses.

Bibliography

MINOUX Michel Programmation mathématique, théorie et algorithmes. 2e éd. Paris : TEC/DOC Lavoisier, 2007.
MINOUX Michel Programmation mathématique, théorie et algorithmes. 2e éd. Paris : Dunod (2 vol.) 1987 - 1989 (294 p. - 276 p.).
FLETCHER Roger Practical methods of optimization. Chichester [etc.] : John Wiley & Sons, 1987