Ability to model decision problems through linear programming and interpreting results.
Engineers, economists, scientists and developers interested in modeling decision problems and implementing optimization algorithms.
Artelys consultants specialized in modeling and solving large size optimization models applied to the domains of energy, transport and logistics.
Introduction to Linear Programming
• Introduction: history, set-up.
• Linear programming terminology: definitions, linear program formulation and graphical illustrations, classical reformulations.
• Notion of convexity.
• Simplex method: principle, dictionary form, tabular form, non-degeneration and cycling, initial base. Implementation through simple examples.
• Applying linear programming to scheduling problems. Illustrating the impact of modeling on solver results.
• Duality: building a dual program, fundamental results (equality constraints and Lagrange multipliers, inequality constraints and Farkas’ lemma, KKT conditions, weak duality).
• Economic interpretation of dual variables. Using dual variables to handle transportation and stock management problems.
• Post-optimality and sensitivity analysis.
• Variants of the simplex method: revised form, dual simplex.
• Interior-point methods: quality of nonlinear approaches, Karmarkar’ algorithm, primal-dual interior algorithm, affine algorithm, complexity and polynomial convergence.
Using a solver
• Taking advantage of a linear programming solver: tips and tricks, and good practices (illustrations with FICO® Xpress).
Training cost per person is 1 400 € excluding taxes.
Lunches, coffee breaks and documentation are supplied.
Artelys is a training institution, registered under n°11754066975.
81 rue Saint Lazare – 75009 Paris – France
+33 (0)1 44 77 89 00
Are you interested in this training ? Register now !