Programmation Mathématique Avancée 2025-2026

Lectures

• Claudia D'Ambrosio
• Amélie Lambert

Calendar

251113 thu	09:00-12:30 - Lambert (students: take your laptop with you!)
251120 thu	09:00-12:30 - Lambert (students: take your laptop with you!)
251127 thu	09:00-12:30 - Lambert (students: take your laptop with you!)
251204 thu	09:00-12:30 - D'Ambrosio (students: take your laptop with you!)
251211 thu	09:00-12:30 - D'Ambrosio (students: take your laptop with you!)
251218 thu      10:00-12:00 - exam

Exam

• Documents/material allowed.
• Two parts, one per lecturer
• The exam lasts two hours

JuMP

• How to use Bonmin with JuMP
• How to use Gurobi with JuMP
• How to use IPOPT with JuMP
• How to use SCIP with JuMP

Material

• MINLP slides, lecture 1.
• To get to know more about undecidability and hardness in MINLP, click here.
• Exercises
• AMPL: Data for robust portfolio selection problem
• JuMP: Data for robust portfolio selection problem
• AMPL: Data for nonlinear knapsack problem
• JuMP: Data for nonlinear knapsack problem
• The solution for the exercise 1 of Lecture 1 can be found here.
• The solution for the exercise 2 of Lecture 1: Julia code calling Bonmin here: aggregated vs. disaggregated, while you can find Bonmin's output here: aggregated vs. disaggregated
• The solution for the exercise 3 s of Lecture 1 can be found here.

• Old exams (from former PMA class): 2013, Lambert 2019, D'Ambrosio 2019.
• Exercise book by Leo Liberti

Last update: Dec 2025.