ECTS
5 credits
Component
Faculty of Science
Description
To acquire the basic notions of mathematical optimization and its applications.
Objectives
This EU will address the following:
- Unconstrained extrema: notion of convexity, optimality conditions, descent methods, separable functionals, stochastic gradient
- Extremums with constraints: strong and weak formulation, bound extrema, Lagrange multipliers and implementation with Newton. KKT conditions, duality, Uzawa. Linear programming
- Introduction to Mathematical Learning
- Some fields of application:
Necessary pre-requisites
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
Additional information
Hourly volumes:
CM : 18
TD : 15
TP : 12
Land: -