Repository for the Fall 2024 course on optimization at Mines Nancy
Classes are given each Tuesday afternoon in Fall 2024 from 13:30 to 16:45. Classes usually comprise lecture slides, plus some time for exercises and / or practical lab work in Python notebooks.
Evaluation modalities (subject to slight change)
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40% intermediate exams (lecture tests and lab work report)
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60% final exam, on January, 7th 2025.
Course material is provided in English. Lectures will be given in French or English, depending on the audience. After each session, lectures slides will be uploaded to the Université de Lorraine server (Arche) and this GitHub repository.
For any questions or inquiries, write me an email directly.
- 24/09/24: session 1 - general introduction
- 01/10/24: session 2 - existence, uniqueness, optimality conditions
- 08/10/24: session 3 - least squares problems
- 22/10/24: session 4 - unconstrained optimization: first and second-order descent algorithms
- 12/11/24: session 5 - about convergence
- 19/11/24: session 6 - conjugate gradient methods
- 03/12/24: session 7 - theory of constrained convex optimization
- 10/12/24: session 8 - algorithms for constrained convex optimization
- TP1: solving least squares problems .ipynb file
- TP2: first and second-order descent methods.ipynb file
- TP3: using CVXPY .ipynb file
