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Course on Derivative Free Optimization 2024 - 2025

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 November 29, 2024: Slides

Exercises of November 29, 2024: Exercise 1

Class of December 6, 2024: Slides

Exercices of December 6, 2024: Exercices 2

Class of December 13, 2024: Slides

Class of December 20, 2024: Slides

Class of January 10, 2025: Slides

Class of the January 17 2025: Slides

Exercices of January 17, 2025: Exercice sheet on CMA

Class of the January 24 2025: Slides

Class of January 31st. End of invariance and Information Geometric Optimization: Slides

Class of February 7. Group project presentations.

Example of exam from previous year: Exam 2019