Optimisation methods

Catalogue des cours de Télécom SudParis

Code

MAT 7006

Niveau

PostGraduate (MSc)

Domaine

Mathématiques

Langue d'enseignement

Anglais

Crédits ECTS

6

Heures programmées / Charge de travail

45 / 90

Responsable(s)

  • NETO José

Département

- Réseaux et Services Multimédia Mobiles

Equipe pédagogique

  • PARROT Christian
  • PETROWSKI Alain
  • GARCIA Sonia
  • NETO José

Objectifs

Acquiring some notions of optimization in continuous, discrete or mixed spaces and their relationship with concrete applications.

Contenu

- Dynamic programming
- Branch and Bound methods
- B&B and the Travelling Salesman problem : the Little algorithm
- Linear Programming : the simplex algorithm
- Unconstrained non-linear Programming : gradient methods, Newton method, quasi-Newton methods
- Metaheuristics for hard optimization : Taboo Search, Evolutionary Computation, Simulated Annealing
- Applications to Pattern Recognition : elastic distance, Dynamic Time Warping, gradient methods in neural networks, etc.

Prérequis

Basic Calculus, Basic Algebra

Mots-clés

 

Evaluation

continuous exam
written examination

Approches pédagogiques

 

Programme

Master of Science

Fiche mise à jour : 08/12/2017 09:48:10