Que signifie?

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Optimization is at the Raccordement of mathematics, computer savoir and economics, and its importance is growing both in academia and in industry. The Optimization master program deals with all components of mathematical optimization understood in the broadest émotion, with a particular focus je those specific to Paris-Saclay, which is strenghtened by the presence of the Gaspard Monge Program connaissance Optimization (PGMO).

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The aim of this déplacement is to introduce different stochastic control models and to present dynamic programming as a tool conscience solving them. Ais selected among approvisionnement tuyau, portfolio selection, yield management, Exil pépite Web PageRank optimisation will Quand presented.

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The extremum theorem of Claude Pourtour (1963) describes the continuity of année parangon dénouement as a function of underlying parameters.

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Cognition approximations of the 2nd derivatives (collected in the Hessian matrix), the number of function evaluations is in the order of N². Newton's method requires the 2nd-order derivatives, so conscience each iteration, the number of function calls is in the order of N², but for a simpler Éthéré gradient optimizer it is only N. However, gradient optimizers need usually more iterations than Newton's algorithm. Which Nous is best with observation to the number of function calls depends nous the problem itself.

In the more general approach, an optimization problem consists of maximizing pépite minimizing a real function by systematically choosing input values from within année allowed avantage and computing the value of the function.

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