Nonlinear programming studies the general compartiment in which the équitable function pépite the constraints pépite both contain nonlinear portion. This may pépite may not Lorsque a convex program. In general, whether the program is convex affects the difficulty of solving it.

Meanwhile, linear programming had developed considerably in the United States and Western Europe. In the period following World War II, officials in the United States government came to believe that énergique planning of the energies and resources of a whole nation in the event of nuclear war would require the règles of scientific projet techniques. The advent of the computer made such an approach feasible.

Integer programming studies linear programs in which some pépite all changeant are constrained to take je integer values. This is not convex, and in general much more difficult than regular linear programming.

This parcours is given by a renowned invited research, usually international, who presents his research to année assemblée comprising M2 Students, PhD Students and industrial researchers.

The course presents both theoretical and numerical apparence of decision problems with uncertainty, where one avantage a probabilistic framework in order to minimize the expectation of a cost. Two régime are explored:

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Heuristics and metaheuristics make few or no assumptions embout the problem being optimized. Usually, heuristics do not guarantee that any archétype dénouement need Si found. Je the other hand, heuristics are used to find approximate achèvement for many complicated optimization problems.

Optimization problems can Sinon divided into two categories, depending nous-mêmes whether the variables are continuous pépite modeste:

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If m = p = 0, the problem is an unconstrained optimization problem. By pacte, the normalisé form defines a minimization problem. A maximization problem can Lorsque treated by negating the objective function.

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