Optimisation linéaireMathématiques et Informatique 6 (MRI)

Give a general and simplified presentation to familiarize yourself with principles of linear optimization.

The techniques presented result in simple methods of simplexe type.

The resolution of linear systems and matrix calculations.

Introduction, Linear programming, Graphic resolution, Duality in linear programming, Bases and basic solutions, Dictionaries, Simplex algorithm, Simplex algorithm: phase I, Dual algorithm of the simplex, Post optimization and sensitivity analysis, Branch and Bound.

Monitoring table duty, non-programmable calculator and a double-sided A4 sheet are allowed.

G.B. Dantzig (1990). Origins of the simplex method. In G. Nash, Editor, A History of Scientific Computing, ACM Press Hist. Ser., pages 141–151. ACM Press, Reading, MA, USA.

K.G. Murty (1983). Linear programming. John Wiley & Sons Inc., New York. (ISBN 0-471-09725-X). MR 720547.

Mr. Padberg (1999). Linear Optimization and Extensions, second edition, Springer-Verlag.