• ECTS

    5 credits

  • Component

    Faculty of Science

Description

Learn the basics of mathematical optimization and its applications.

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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:

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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

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Further information

Hourly volumes :

            CM: 18

            TD : 15

            TP: 12

            Land: -

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