Courses
M2 Optimization is a one year-program, from September to September and is validated with 60 ECTS :
- The first two weeks of the program are devoted to intensive courses on functional analysis, optimization and probabilities. This period does not grant credits.
- The first semester is composed of two period : basic courses (mid-September / mid-November) and more advanced courses (mid-November / early February). Each course grants 5 ECTS, students need to validate 30 ECTS in the semester.
- The second semester is composed of specialized courses (mid-february / early april), counting 3 ECTS each, and of a 3+ months internship counting for 21 ECTS. In addition, the students are strongly encouraged to follow mini-courses jointly organized with PGMO, and given by prominent international researchers.
A precise calendar of the program can be found in the practical information page.
First semester (30 ECTS)
Basic courses:
| Course title | ECTS | Professor(s) |
|---|---|---|
| Convex analysis and optimization web |
5 | Q. Mérigot, Orsay J.-C. Pesquet, CentraleSupélec |
| Game theory web |
5 | B. Ziliotto, CNRS/Dauphine |
| Introduction to operations research and combinatorics |
5 | C. Gicquel, Orsay X. Allamigeon, Inria/X |
| Optimal control of ODEs web 1 web 2 |
5 | F. Bonnans, Inria/CentraleSupélec L. Pfeiffer, Inria/CentraleSupélec |
| Dynamic programming | 5 | M. Akian, Inria/X |
Advanced courses:
| Course title | ECTS | Professor(s) |
|---|---|---|
| Advanced game theory and applications |
5 | O. Beaude, EDF S. Lasaulce, CNRS/CRAN |
| Calculus of variations and geometric measure theory web |
5 | J.-F. Babadjian, Orsay |
| Derivative-free optimization web |
5 | A. Auger, Inria/X |
| Stochastic optimization web |
5 | O. Fercoq, Télécom V. Leclère, Ponts ParisTech |
| Tropical algebra, optimization and games web |
5 | S. Gaubert, Inria/X |
| Nonsmooth optimization | 5 | S-M. Grad |
External courses:
| Course title | ECTS | Master program name |
|---|---|---|
| Elliptic PDEs | 5 | AMS |
| Optimization in graphs | 5 | MPRO |
| Mathematical programming | 5 | MPRO |
Second semester (30 ECTS)
Specialized courses (9 ECTS)
| Course title | ECTS | Professor(s) |
|---|---|---|
| Geometric control | 3 | D. Prandi, (CNRS/CentraleSupélec) |
| Numerical PDEs for image processing web |
3 | J.-M. Mirebeau, CNRS/ENS Saclay |
| Optimal transport | 3 | Y. Brenier, CNRS/Orsay |
| Optimization and statistics web |
4 | F. Bach, Inria Paris A. Dieuleveut, Polytechnique |
| Optimal control of PDEs web |
3 | F. Bonnans |
| Information design, persuasion, and strategic communication web |
4 | Frédéric Koessler, CNRS/HEC |
| PGMO invited course | 2 | see here |
Internship (21 ECTS)
Students have to write a memoir on a 3+ months research internship, with can take place either in a university or a company research lab. Some example of internships are available on the alumni webpage
Research seminars
Students are encouraged to attend to research seminars in optimization, in complement to the ordinary lectures. These include the Parisian Seminar of Optimization. Students may also attend to the PGMO days, a conference in the field of optimization, held every year on the Paris-Saclay and IPP site.
External courses
It is possible, with the agreement of the board of the program, to validate at most one course per semester from another master programs in the Paris region.
Partner programs include:
- MPRO (operations research, in French),
- AMS (PDE and numerical analysis),
- MVA (vision and learning),
- StatML (statistics and machine learning), etc. Foreign students may also validate French as a foreign language for 2 credits.