Book (in french)
Objectif Agrégation,
V. Beck, J. Malick, G. Peyré,
Obviously, this is a book to help people
who want to get the "Agrégation".
Visit the
book's web site (in french) !
Editions
H&K, distribué par Vuibert
First edition Sep. 2004
Second edition Oct. 2005,
ISBN : 2-9140-10-58-3.
Courses
- [Fall 2011] Numerical optimization (around 90 students and 50 hours)
(master 1 of ENSIMAG and Grenoble University)
Written exercises (in french): td1 td2 td3 td4 td5
Exercises on computer (in french): tp1 tp2 tp3 tp4 tp5
- [Jan 2011] Optimization and convexity
(master of computer sciences of ENS Lyon)
Summary/web page of the course here
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)
- [Falls 2006, 2007, 2008, 2009, 2010] Numerical Optimization
(master of ENSIMAG and Grenoble University)
Expanded summary: Summary (4 pages)
lecture notes (in english with abstract in french)
Written exercises: td1 td2 td3 td4 td5 td6
Exercises on computer: tp1 tp2 tp3 tp4 tp5
Best of mistakes at the exam here
