Optimization Techniques II

This book in two volumes provides an overview of continuous, discrete and functional optimization techniques. This second volume is devoted to discrete optimization (problems with integer variables) and functional optimization (problems where the unknown is a function). The topics covered are: • mixed linear programming: cutting methods and tree methods; • combinatorial optimization based on graphs: path, flow, assignment problems ... ; • the computation of variations based on Euler-Lagrange conditions and their extensions; • optimal control based on the Pontryaguin maximum principle and its extensions; • numerical methods: differential equations, direct and indirect methods. The emphasis is on understanding the principles rather than on mathematical rigor. Each concept or algorithm is accompanied by a detailed example to help you grasp the main ideas. This book is the result of 30 years of experience and is intended for students, researchers and engineers wishing to acquire a general knowledge in the field of optimization.

This book is the English translation of «Techniques d'optimisation tomes 1 et 2» which was part of the final selection of «Prix Roberval 2023» in the «Higher Education» category.

Max CERF est ingénieur à Ariane Group depuis 1990. Ses activités portent sur l’optimisation des trajectoires et véhicules de transport spatial. Ancien élève de l’Ecole Centrale de Paris (1989), il est titulaire d’une habilitation à diriger des recherches (2019) et exerce des fonctions d’enseignement à l’université. Il a reçu le grade de Chevalier de l’Ordre National du Mérite (2015).