Full professor, Department of Mathematics and Industrial Engineering, Polytechnique Montréal
Several GERAD researchers appear in a ranking of research citations created in August 2021 and published on the Mendeley website, a search tool belonging to Elsevier, the Dutch scientific publisher.
Charles Audet published a book entitled "Optimisation continue" at the Presses internationales Polytechnique. The book is primarily intended for students of the MTH6420-Optimisation Continue course, which replaces the MTH6403-Programmation mathématique I course, but may be useful to a much broader audience. The book consists of three parts. The first contains two chapters dealing with fundamental notions in optimization. The second part contains five chapters dealing with algorithmic methods and linear optimization theory. The last part also contains five chapters and focuses on the presentation and on the analysis of constrained and unconstrained nonlinear optimization methods. The book presents the intuitions at the origin of various optimization techniques and rigorously demonstrates all the stated results, which allows to grasp the internal mechanisms of the methods and their operation. Many examples, figures and exercises facilitate understanding.
Title: Quantification de l’incertitude avec un ensemble de substituts pour l’optimisation de boîtes noires
Charles Audet – Full professor, Department of Mathematics and Industrial Engineering, Polytechnique Montréal
Cahiers du GERAD
This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are availabl...BibTeX reference