Différences
Ci-dessous, les différences entre deux révisions de la page.
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| en:opti [2019/01/10 17:15] – cpouet | en:opti [2019/01/10 17:15] (Version actuelle) – cpouet | ||
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| + | =====Course unit: Optimization===== | ||
| + | * Title in French: Optimisation | ||
| + | * Course code: tba | ||
| + | * ECTS credits: 1 | ||
| + | * Teaching hours: 25h | ||
| + | * Type: elective course | ||
| + | * Language of instruction: | ||
| + | * Coordinator: | ||
| + | * Instructor(s): | ||
| + | * 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, | ||
| + | - 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 | ||