Applied mathematics : Optimization I [ LINMA1702 ]
5.0 crédits ECTS
30.0 h + 22.5 h
2q
Teacher(s) |
Blondel Vincent ;
Glineur François (coordinator) ;
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Language |
French
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Place of the course |
Louvain-la-Neuve
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Main themes |
Introduction to the theory and applications of linear and non-linear optimization.
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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.
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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.
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Other information |
no special information
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Cycle et année d'étude |
> Bachelor in Mathematics
> Bachelor in Engineering
> Master [120] in Electrical Engineering
> Master [120] in Electro-mechanical Engineering
> Master [120] in Mechanical Engineering
> Master [120] in Biomedical Engineering
> Master [120] in Computer Science and Engineering
> Master [120] in Computer Science
> Master [120] in Chemical and Materials Engineering
> Master [120] in Mathematical Engineering
> Bachelor in Information and Communication
> Bachelor in Philosophy
> Bachelor in Pharmacy
> Bachelor in Engineering : Architecture
> Bachelor in Computer Science
> Bachelor in Psychology and Education: General
> 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 Religious Studies
> Master [120] in Statistics: General
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Faculty or entity in charge |
> MAP
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