Latest news

2024.01.26: Modified the project deadline.
2024.01.19: Details and fix in the course project.
2024.01.03: Solutions for the lab sessions.
2023.12.10: Minor updates course project.
2023.12.05: Board from lecture 11 + course project.
2023.11.27: Board from lecture 10 online.
2023.11.21: Corrected board from lecture 9 + exercise notebook on conic programming.
2023.11.20: Board from lecture 9 online.
2023.11.14: Revised notebook from lab 2.
2023.11.13: Board from lecture 8 online.
2023.11.07: Sources for lab session 2 online.
2023.11.06: Board from lecture 7 online.
2023.10.31: Revised notebook from lab 1 + exercise notebook.
2023.10.30: Board from lecture 6 online.
2023.10.24: Notebook for lab session 1 online.
2023.10.23: Board from lecture 5 online.
2023.10.09: Board from lecture 4 online.
2023.10.02: Board from lecture 3 online.
2023.09.26: Board from lecture 2 online.
2023.09.19: Board from lecture 1 online.
2023.09.14: Course webpage for 2023-2024 online.

Instructors

Clément Royer
clement.royer@lamsade.dauphine.fr

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Computational methods in optimization

M1 IDD, Université Paris Dauphine-PSL, 2023-2024

Aim of the course

     Study the mathematical aspects of data science, particularly those involving optimization and statistics.

Course project (deadline : February 11, 2024)

     Assignment (revised) PDF

Course material

     Board from lecture 1 PDF
     Board from lecture 2 PDF
     Board from lecture 3 PDF
     Board from lecture 4 PDF
     Board from lecture 5 PDF
     Board from lecture 6 PDF
     Board from lecture 7 PDF
     Board from lecture 8 PDF
     Board from lecture 9 (corrected) PDF
     Board from lecture 10 PDF
     Board from lecture 11 PDF

Lab/Tutorial material

     Exercise notebook on linear programming ZIP
     Exercise notebook on conic programming ZIP
     Notebook for lab 1 (solution version) ZIP
     Notebook for lab 2 (solution version) ZIP


Materials on this page are available under Creative Commons CC BY-NC 4.0 license.
La version française de cette page se trouve ici.