## M2 Optimization

#### Master Mathematics and Applications

### Fall 2016 at Ecole Polytechnique

#### ♦Lecture notes:

Cours magistral, Sep 8, 2016Cours magistral (Chapter 3), Sep 15, 2016

#### ♦Overview:

This course is devoted to optimization. Each slot features 3 hours of courses and 2 hours of working exercises. At the end of each class (except the first one) a short written exam will take place. The final grade will be a combination of the grades obtained at those short exams.The French version can be found here.

#### ♦Time and place:

- Time (lecture): Thursday, 9:30 - 12:30
- Time (exercise): Thursday, 13:30 - 15:30
- Place (lecture): Amphi Cauchy (Sep 8,15,22), Amphi Faurre (Sep 29, Oct 06) at Ecole Polytechnique
- Place (lecture): Amphi Lagarrigue (Oct 13) at Ecole Polytechnique
- Place (exercise): Amphi Curie (Sep 8) at Ecole Polytechnique
- Place (exercise): Amphi Gregory (Sep 15,22,29, Oct 6) at Ecole Polytechnique
- Place (exercise): Amphi Lagarrigue (Oct 13) at Ecole Polytechnique

#### ♦Contents:

- Banach spaces, duality, weak convergence
- Convex analysis, existence of minimizers
- Optimality conditions
- Algorithms

#### ♦Short bibliography:

- BONNANS J., Optimisation continue, MathÃ©matiques appliquÃ©es pour le Master / SMAI, Dunod, Paris (2006).
- NOCEDAL J., WRIGHT S., Numerical optimization. Second edition. Springer Series in Operations Research and Financial Engineering. Springer, New York (2006).

#### ♦Exercises:

- Exercise 1 with Answers (Sep 8, 2016)
- Exercise 2 with Answers (Sep 15, 2016)
- Exercise 3 with Answers (Sep 22, 2016)
- Exercise 4 with Answers (Sep 29, 2016)
- Exercise 5 with Answers (Oct 06, 2016)
- Exercise 6 (Oct 13, 2016)
- Examen 5 with answers (Oct 13, 2016)

#### ♦Written exam:

- Information will follow.

#### ♦Contact:

- Antonin Chambolle: antonin.chambolle@cmap.polytechnique.fr
- Thomas Wick: thomas.wick@cmap.polytechnique.fr

Design by freecsstemplates