TC2: Introduction to Optimization


Université Paris-Saclay, Sept.-Nov. 2019

Home

Exam

Schedule&Material

Schedule


Here is the overview of the topics, covered in the lecture. With each lecture, we will provide all lecture materials, in particular the slides, here on a timely basis.



Date Lecturer Topic  
Fri, 27.9.2019 Dimo Brockhoff Introduction to (Continuous) Optimization slides
Fri, 4.10.2019 (4hrs!) Anne Auger Continuous Optimization I: differentiability, gradients, convexity, optimality conditions slides
Fri, 11.10.2019 (4hrs!) Anne Auger Continuous Optimization II: constrained optimization, gradient-based algorithms, stochastic gradient slides 40-end of last week plus these slides
Fri, 18.10.2019 (4hrs!) Dimo Brockhoff Continuous Optimization III: stochastic algorithms, derivative-free optimization, critical performance assessment, intermediate exam 1 slides
Wed(!), 30.10.2019 Dimo Brockhoff Discrete Optimization I: graph theory, greedy algorithms slides
Fri, 15.11.2019 Dimo Brockhoff Discrete Optimization II: greedy algorithms part 2, dynamic programming, intermediate exam 2 slides
Fri, 22.11.2019   Final exam  
Last updated: Mon, 18 Nov 2019 22:12