Outils

INFO4105 : Optimisation

Optimization

Responsable(s) :
  • Daniel Hirschkoff
Enseignant(s) :
  • Stephan Thomasse
  • Elisa Riccietti

Niveau

M1+M2

Discipline

Informatique

ECTS
5.00
Période
1e semestre
Localisation
Site Monod
Année
2026
Langue d'enseignement
Anglais

Public externe (ouverts aux auditeurs de cours)

Informations générales sur le cours : INFO4105

Content objectif

The course is divided into two parts: nonlinear optimization and linear optimization.  

In the first part of the course you will discover basics of unconstrained optimization in the convex and nonconvex cases, necessary and sufficient conditions for optimality, gradient descent, Newton method, quasi Newton methods, nonlinear least squares, basics on constrained optimization, KKT and brief introduction to stochastic optimization for machine learning.