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Applied mathematics : Optimization [ LINMA1702 ]


5.0 crédits ECTS  30.0 h + 22.5 h   2q 

Teacher(s) Glineur François (compensates Blondel Vincent) ; Blondel Vincent ; Glineur François (coordinator) ;
Language French
Place
of the course
Louvain-la-Neuve
Main themes Introduction to the theory and applications of linear and non-linear optimization.
Aims The goal of the course is to initiate the students to problem formulation, analysis and resolution of optimization problems arising in engineering and to illustrate the usefulness of optimization theory with practical applications. The course includes an introduction to the use of specialized optimization software.
Content 1. Linear programming (formulation, simplex algorithm, duality). Linear programming software. 2. Convex programming. Properties of convex sets, important engineering models (quadratic programming, semi-definite programming), optimality conditions, solution algorithms. 3. For the exercises: description and modeling of optimization problems arising in different engineering areas: filter design, structure optimization, Markovitz model in finance, antenna design, optimization of chemical processes, circuit design, traffic planning, etc.
Other information no special information
Cycle et année
d'étude
> Bachelor in Mathematics
> Master [120] in Chemical and Materials Engineering
> Bachelor in Psychology and Education: General
> Bachelor in Information and Communication
> Bachelor in Philosophy
> Bachelor in Engineering : Architecture
> Bachelor in Computer Science
> Bachelor in Economics and Management
> Bachelor in Motor skills : General
> Bachelor in Human and Social Sciences
> Bachelor in Sociology and Anthropology
> Bachelor in Political Sciences: General
> Bachelor in Biomedicine
> Bachelor in Engineering
> Bachelor in Pharmacy
> Bachelor in Religious Studies
> Master [120] in Statistics: General
> Master [120] in Computer Science and Engineering
> Master [120] in Computer Science
> Master [120] in Mathematical Engineering
> Master [120] in Electrical Engineering
> Master [120] in Electro-mechanical Engineering
> Master [120] in Mechanical Engineering
> Master [120] in Physical Engineering
Faculty or entity
in charge
> MAP


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