Linear Programming - 3GMA0435

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Number of hours
- Lectures : 15.0
- Tutorials : 15.0
- Laboratory works : -
- Projects : -
- Internship : -
- Written tests : 3.0
ECTS : 2.5
Officials : Olivier BRIANT

Goals

This is an introductory course on the basic techniques of mathematical programming. It is a basic course in linear programming in continuous variables.
At the end of the course, students will be able to model a simple problem using a linear program, including translating the constraints of the problem through a system of linear equations or inequalities. Students will also be able to solve the program using the simplex algorithm and give different economic interpretations of the output of this algorithm, using the duality theory.
For more complex problems, students will know how to model it by a linear integer or mixed program. Resolution methods such as Branch & Bound algorithm and the quality of the models will be studied to solve these problems efficiently.
Students will use linear solvers such as Excel and OPL Studio.

Content

The main points are

Modelling a problem in a linear program
Resolution algorithms: geometrics, simplex and variants
Duality and economic interpretation
Sensitivity analysis
Modelling a problem in linear programming in mixed or integer variables
Branch & Bound algorithm
Quality of the various modellisations
Modelling logical constraints
Using commercial solver

Prerequisites

Basic courses on linear algebra and matrices.

Tests

Two written exams 1:30, accounting respectively for 60% and 40% of the rating of the EU.
Authorized documents: GI calculator and handwritten double-sided A4 paper.

N1 = 0.4*CC + 0.6*E1

N2 = E2

Calendar

The course exists in the following branches:

Curriculum - Engineer IPID apprentice program - Semester 6

see the course schedule for 2022-2023

Additional Information

Course ID : 3GMA0435
Course language(s):

You can find this course among all other courses.

Bibliography

Linear Programming, Vasek Chvatal, Freeman & co, 1983, ISBN 0716715872
Programmation Linéaire, Christelle Guéret, Christian Prins et Marc Sevaux, Eyrolles, 2000, ISBN 2-212-09202-4

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Date of update June 27, 2016