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Lectures

Selected Topics on Continuous Optimization and Nonsmooth Systems

Abstract : This course starts with the presentation of the optimality conditions of an optimization problem described in a rather abstract manner, so that these can be useful for dealing with a large variety of problems. Next, the course describes and analyzes various advanced algorithms to solve optimization problems (nonsmooth methods, linearization methods, proximal and augmented Lagrangian methods, interior point methods) and shows how they can be used to solve a few classical optimization problems (linear optimization, convex quadratic optimization, semidefinite optimization (SDO), nonlinear optimization). Along the way, various tools from convex and nonsmooth analysis will be presented. Everything is conceptualized in finite dimension. The goal of the lectures is therefore to consolidate basic knowledge in optimization, on both theoretical and algorithmic aspects.
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https://hal.inria.fr/cel-01249369
Contributor : Jean Charles Gilbert <>
Submitted on : Sunday, March 21, 2021 - 12:47:27 PM
Last modification on : Thursday, March 25, 2021 - 8:55:28 AM

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  • HAL Id : cel-01249369, version 3

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Jean Charles Gilbert. Selected Topics on Continuous Optimization and Nonsmooth Systems. Master. Palaiseau, France. 2019, pp.184. ⟨cel-01249369v3⟩

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