Optimization

Instructors: Stéphane Thomassé, Elisa Riccietti

Institution: ENS de Lyon

Year: 2025–2026

Course notes

You can find course notes by Elisa Riccietti (teaching this course) for the second part of the course (non-linear optimization) here.

Course chapters

  1. Linear Optimization
  2. Integer Polytopes & Total unimodularity
  3. Non-linear Optimization
    • Introduction
    • Iterative Methods
    • Line-search Strategies
    • Quasi-Newton Methods
    • Nonlinear Least-squares Problems
    • Constrained Optimization
    • Optimization Methods for Machine Learning