ADVANCED OPTIMIZATION METHODS

Année du cours : 3 année(s)

Etablissement : IÉSEG School of Management

Langue : English

Période : S2

– Being able to model single objective problems
– Mastering the solving methods (graphical, spreadsheet, simplex, Big M…)
– Being able to conduct a sensibility analysis.

– Take optimal decisions in the presence of trade-offs between two or more conflicting objectives.
– Be able to solve a transportation problem
– maximize performance whilst minimizing other counstaints at the same time.
– Find a representative set of Pareto optimal solutions, and/or quantify the trade-offs in satisfying the different objectives and/or finding a single solution that satisfies the subjective preferences of a human decision maker

– Mathematical foundations of optimization, modeling and solution techniques for very large and/or complex problems, algorithmic solution methods.
– Duality and transportation problem
– Network optimisation
– Integer programming
– Decision under risk and uncertainty
– Markov chains