UE Efficient methods in optimization

Diplômes intégrant cet élément pédagogique :

Descriptif

The subject of this half-semester course are more advanced methods in convex optimization. It consists of 6 lectures, 2 x 1,5 hours each, and can be seen as continuation of the course “Non-smooth methods in convex optimization”.

This course deals with:

Evaluation : A two-hours written exam (E1) in December. For those who do not pass there will be another two-hours exam (E2) in session 2 in spring.

Pré-requis recommandés

Linear algebra: matrices, vector spaces, linear functions

Analysis: differentiability, gradients, convergence, continuity

Compétences visées

At the end of the course, the student will be able to convert optimization problems into a standard form amenable to a solution by a solver.

Bibliographie

S. Boyd, L. Vandenberghe. Convex Optimization. Cambridge University Press. 2004. http://stanford.edu/~boyd/cvxbook/

A. Ben-Tal, A. Nemirovski. Lectures on modern convex optimization. SIAM, Philadelphia, 2001.

R.T. Rockafellar. Convex analysis. Princeton University Press, Princeton, 1970

J.-B. Lasserre. An Introduction to Polynomial Optimization. Cambridge University Press, Cambridge, 2015

 

Informations complémentaires

Méthode d'enseignement : En présence
Lieu(x) : Grenoble
Langue(s) : Anglais