Current courses

Books (in French)

Right Align

Objectif Agrégation
V. Beck, J. Malick, G. Peyré
Editions H&K, 2005
(towards success in "Agrégation de maths")

Data Science (cours et exercices)
9 co-authors from Grenoble
Editions Eyrolles, 2018
(overview of the foundations of data science)

Previous courses

  • [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

  • [Fall 2017,2018] Convex and Distributed Optimization (long version) (track Data Science of master2 of Applied Maths and CS)
    See the dedicated website

  • [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)
    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