Différences

Ci-dessous, les différences entre deux révisions de la page.

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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: 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