creator: Hudry, Olivier
description: Continuous linear programming with linear onstraints. Simplex algorithm in the form of dictionaries and in matrix form. Duality theorem. Non-linear optimization with or without linear constraints. Lagrangian optimality condition. Kuhn and Tucker optimality condition. Lagrangian relaxation.
description: This course offers an introduction to continuous optimization methods and Lagrangian relaxation. In this way it is, at least partially, an extension of the part of the Data structures and algorithms course devoted to combinational optimization. There is a particular emphasis on optimization of linear functions subject to linear constraints and on the simplex algorithm, which can be used to solve these types of problems. A second part of the course concerns optimization of any functions, whether subject to linear constraints or not. The last part deales with Lagrangian relaxation methods.
description: Level: Licence 3ème année
description: Level: Ingénieur 1ère année
description: Course: Ingénieur
description: Duration of the course: 15h00
publisher: Institut Télécom
contributor: Charon, Irène
contributor: Yvon, François
contributor: Randriambololona, Hugues
contributor: Denoeud, Lucile
contributor: Auger, David
contributor: Madore, David