Level
Baccalaureate +4
ECTS
6 credits
Component
UFR IM2AG (informatique, mathématiques et mathématiques appliquées)
Semester
Printemps
Description
This program combines case studies coming from real life problems or models and lectures providing the mathematical and numerical backgrounds.
Contents:
- Introduction, classification, examples.
- Theoretical results: convexity and compacity, optimality conditions, KT theorem
- Algorithmic for unconstrained optimisation (descent, line search, (quasi) Newton)
- Algorithms for non differentiable problems
- Algorithms for constrained optimisation: penalisatio, SQP methods
- Applications
Course parts
- CM/TDLectures (CM) & Teaching Unit (UE)33h
- TPPractical work (TP)16,5h
Recommended prerequisites
linear algebra, differential calculus
Period
Semester 8
Évaluation initiale / Session principale - Épreuves
| Libellé | Nature de l'enseignement | Type d'évaluation | Nature de l'épreuve | Durée (en minutes) | Nombre d'épreuves | Coefficient de l'épreuve | Remarques |
|---|---|---|---|---|---|---|---|
| Teaching Unit (UE) | CC | 100/100 | Ecrit et/ou TP | ||||
| Teaching Unit (UE) | CT | Written - supervised work | 120 | 100/100 |
Seconde chance / Session de rattrapage - Épreuves
| Libellé | Nature de l'enseignement | Type d'évaluation | Nature de l'épreuve | Durée (en minutes) | Nombre d'épreuves | Coefficient de l'épreuve | Remarques |
|---|---|---|---|---|---|---|---|
| Teaching Unit (UE) | CC | Calculation report | 100/100 | ||||
| Teaching Unit (UE) | CT | Written or Oral | 120 | 100/100 |
Skills
Recognise and classify optimisation problems
Solve optimisation problems using adequate algorithms and methods
Practical implementation