Convex optimization
Undergraduate course, Ecole des Ponts, 2A, 2022
This is a 4th year course about continuous (mainly convex) optimization.
The course is in four parts:
- numerical linear algebra (1 class)
- convex analysis and optimization theory (4 classes)
- classical algorithms (3 classes)
- more advanced materials (3 classes)
Documents
DM
- DM 2024: without answers - with answers
- DM 2022: without answers - with answers
DS
- DS 2025: without answers - with answers
- DS 2024: without answers - with answers
- DS 2023: without answers - with answers
- DS 2022: without answers - with answers
- DS 2021: without answers - with answers
Timeline
13/02/26 - Numerical Linear Algebra
20/02/26 - Convex analysis 1
Answers - Answers for 20/02/26 Convex analysis 1
27/02/26 - Convex analysis 2
Answers - Answers for 27/02/26 Convex analysis 2
13/03/26 - Optimality conditions
Answers - Answers for 13/03/26 Optimality conditions
20/03/26 - Duality
Answers - Answers for 20/03/26 Duality
03/04/26 - Algorithm’s zoology
Answers - Answers for 03/04/26 Algorithm’s zoology
17/04/26 - Gradient and Newton’s algorithms
24/04/26 - Practical work on algorithms
22/05/26 - Constrained optimization
Answers - Answers for 22/05/26 Constrained optimization
29/05/26 - Interior points methods
slides Hands on (notebook) Exercises
Answers - Answers for 29/05/26 Interior points methods