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.
The main points are
Modelling a problem in a linear program
Resolution algorithms: geometrics, simplex and variants
Duality and economic interpretation
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
Basic courses on linear algebra and matrices.
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
The course exists in the following branches:
Curriculum - Engineer IPID apprentice program - Semester 6