‘Travaux dirigés’ of Optimisation

Practical sessions for M1 students of ENS Lyon, for the Optimization course

Topics covered

• Lesson 1: functions (strict) convexity, descent directions;
• Lesson 2: Gradient and Newton’s methods. TP here.
• Lesson 3: Line search and trust-region methods. TP here.
• Lesson 4: Finite-differences and Quasi-Newton methods. TP here.
• Lesson 5: Least-squares problems and Gauss-Newton method. TP here.
• Lesson 6: Constrained optimization. TP here.
• Lesson n: …