Book (in french)

Right Align

Objectif Agrégation
V. Beck, J. Malick, G. Peyré

Editions H&K, distribué par Vuibert
First edition Sep. 2004
Second edition Oct. 2005
ISBN : 2-9140-10-58-3

to succeed in getting "l'Agrégation de mathématiques" !


  • [Fall 2017] Basics on Matrix Analysis and Optimization (with F. Iutzeler)
    (master 2 of CS of University Grenoble Alpes)
    presentation of the course;
    Exercices; material for practical session on github

  • [Winter 2017] Convex and Distributed Optimization (with F. Iutzeler and Y. Vernaz) (Grenoble master 2 of Applied Maths, option Data Sciences)
    presentation of the course; more material on the dedicated website

  • [Winter 2017] Advanced Operations Research (within a team)
    (Grenoble master 2 of CS, option operations research); Exercises

Previous courses

  • [Spring 2016] Optimization (master of ENSIMAG)
    Tutorials: td1 -- td2 -- td3 -- td4 -- td5
    Tutorials on machines (jupyter-notebook): tp1 -- tp2 -- tp3
    This is a old-school course on black-board, except one session with slides

  • [Summer 2015] lecture on proximal bundle methods at the summer school on large-scale optimization: proximal algorithms and applications (BigOptim)

  • [Winter 2013, 2014, 2015] Mixed-integer linear programming
    (master 2 of CS of Grenoble University, option operations research)
    Web page of the course here, List of research articles to study

  • [Jan 2011] Optimization and convexity
    (master of computer sciences of ENS Lyon)
    Expanded summary/web page of the course here
    Slides of introduction
    Tutorials: TP basis of numerical optimization --
    TD convex analysis -- TD duality -- Exam

  • [Winter 2010] Optimization methods in finance
    (master 2 Math-Fi of ENSIMAG)
    Expanded summary (in french): Summary (4 pages)

  • [2009] Basic numerical tools of optimization
    Winter School of fluid mechanics (OCET), organized LIMSI, CNRS
    lecture notes (in english with abstract in french)

  • [Every 1st semester from 2007 to 2015] Numerical Optimization
    (master of ENSIMAG and Grenoble University)
    Expanded summary: Summary (4 pages)
    lecture notes (in english with abstract in french)
    Last two exams here and there
    Best of the mistakes at previous exams

  • cheminement de l'algorithme de
quasi-newton BFGS avec recherche linéaire sur la fonction de Rosenbrock
- l'algo converge en 26 itérations