Optimisation, théorie et aspects numériques

C. Lage

Jul 18, 2020

Ce cours a lieu de mi- à fin septembre (3 séances de 3h par semaine sur deux semaines).

Objective

The objective of this course is to cover the main theoretical and practical aspects of optimization. The course will focus in Convex Optimization. The main theorems will be mathematically demonstrated as well as the theoretical approach of practical methods. Numerical aspects of optimization methods will also be discussed.

Bibliographie

  • Boyd, S.; Vandenberghe L. Convex Optimization. Cambridge. Cambridge University Press. 2004.

  • Rockafellar, R. Tyrrell. Convex analysis. Princeton landmarks in mathematics. Princeton. 1997.

  • Nesterov, Yurii. Lectures on Convex Optimization, Springer, 2018.