Master in Optimization


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
5 Q. Mérigot, Orsay
J.-C. Pesquet, CentraleSupélec
Game theory
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
5 J.-F. Babadjian, Orsay
Derivative-free optimization
5 A. Auger, Inria/X
Stochastic optimization
5 O. Fercoq, Télécom
V. Leclère, Ponts ParisTech
Tropical algebra,
optimization and games
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
3 J.-M. Mirebeau, CNRS/ENS Saclay
Optimal transport 3 Y. Brenier, CNRS/Orsay
Optimization and statistics
4 F. Bach, Inria Paris
A. Dieuleveut, Polytechnique
Optimal control of PDEs
3 F. Bonnans
Information design, persuasion, and strategic communication
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.