ECTS
5 credits
Component
Faculty of Science
Description
Learn the basics of mathematical optimization and its applications.
Objectives
This UE will cover the following points:
- Unconstrained extrema: notion of convexity, optimality conditions, descent methods, separable functionals, stochastic gradient
- Extremums with constraints: strong and weak formulation, linked extrema, Lagrange multipliers and implementation with Newton. KKT conditions, duality, Uzawa. Linear programming
- Introduction to Mathematical Learning
- Some areas of application:
Necessary prerequisites
Analysis courses in L1, L2 and the first semester of L3, in particular :
- HAX404X Topology of Rn and functions of several variables
- HAX502X Differential calculus and differential equations
Recommended prerequisites: first semester of L3
Further information
Hourly volumes :
CM: 18
TD : 15
TP: 12
Land: -