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.
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 20Littérale/grade européenProgramme 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
