=====Course unit: Optimization=====

  * Title in French: Optimisation
  * Course code: tba
  * ECTS credits: 1
  * Teaching hours: 25h
  * Type: elective course
  * Language of instruction: French
  * Coordinator: Magali Tournus
  * Instructor(s): Olivier Lafitte, Magali Tournus
  * Remark(s): shared course with 3r year track DIGITAL.e

**Brief description**

This course is an elective course aimed at anyone interested in optimization. 

**Learning outcomes**

  * Know how to solve a problem of functional minimization using Lagrange multipliers
  * Understand the application to classical problems of calculus of variations
  * Know how to build some minization algorithms

**Course content**

  - Gâteaux and Fréchet derivatives, Euler inequations, Taylor formula, Farkas lemma, Local inversion and Lagrange multiplier. 
  - Convex programs (up to Kuhn & Tucker), application to the quadratic case and to the equivalence with the symmetric variational formulation.
  - Algorithms: relaxation and the four gradients; convergence rate
  - Introduction to optimal control