Group for Research in Decision Analysis

Member, GERAD

Full professor, Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada

514 340-6053 x4510
514 340-5665
Office 5453

Cahiers du GERAD

See all 115 Cahiers…


See all 98 publications…


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.

See all 37 news postings…


01:30 PM–07:00 PMOct 16, 2019 01:30 PM
Salle A-416, Main Building, Polytechnique Montréal
03:30 PM–04:30 PMApr 18, 2017 03:30 PM
“Meet a GERAD researcher!” seminar
Charles Audet Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
See all 17 events…