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2.12.15 (694)

Cours scientifiques - APM_4OPT2_TA : Optimisation différentiable 2

Descriptif

This second part follows OPT201. The course will be held in **English**. The OPT202 course covers the algorithmic aspects of optimization, and in particular first-order and second-order algorithms to solve optimization problems as well as their theoretical complexities and guarantees.

Objectifs pédagogiques

To be able : - to set up algorithms to solve optimization problems - to be able to prove their theoretical properties.

21 heures en présentiel

Diplôme(s) concerné(s)

Parcours de rattachement

Format des notes

Numérique sur 20

Littérale/grade européen

Programme détaillé

1. CM: **Into and unconstraint optimization I**: complexity classes, gradient and newton's method for non-convex problems 2. CM: **unconstraint optimization II (convex)**: Gradient, Nesterov's method, complexity classes, subgradient.3. CM: **constrained optimization I (first-order)**: proximal gradient, dual ascent, primal-dual.4. CM: **constrained optimization II (second-order)**: self-concordand barriers, interiorior-point method

Mots clés

Optimisation, Conditions d'optimalité, Méthodes Numériques, Algorithmes, Gradient, Newton, Quasi-Newton, Méthode de points intérieurs, Dualité
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