Group for Research in Decision Analysis

Publication of a book by Professor Charles Audet

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.