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Course on Derivative Free Optimization 2023 - 2024

Joint class between Optimization Master Paris Saclay and AMS Master. The class is taught by Anne Auger (Inria and CMAP, Ecole Polytechnique)

The class is taking place on Friday afternoon from 2pm till 5:15pm at ENSTA

Slides and Exercices

Class of the 1st of December 2023: Slides

Exercices of the 1st of December 2023: Exercice 1

Class of December 8, 2023: Slides

Exercices of December 8, 2023: Exercices 2

Class of December 15, 2023: Slides

Class of December 22nd 2023: Slides

Exercices of December 22nd 2023: Exercice sheet on CMA

Exercices of December 22nd 2023: Exercice linear convergence

Class of the January 12 2024: Slides

Class of the January 26 2024: Slides

Class of February 2nd 2024: Presentation and discussion of group projects and class on multiobjective optimization: Slides

Class of February 9 2024: Invariance using slides from January 26 and Information Geometric Optimization: Slides

Exam

The final exam will take place on Wednesday 28 of February from 1:30pm till 3:30pm in room 14.13.

Documents will not be allowed for the exam.

Example of exam from previous year: Exam 2019