This course was composed of three parts : unconstrained convex optimization - constrained convex optimization - Linear programming and simplex methods.
I was in charge of the first part of this course which mainly focused on : convex sets, convex functions and gradient based algorithms (standard, line search, newton's method and quasi-newton's method)

The following documents were used for this course

Courses

• Slides

Exercises

• Exercises
• Corrections

Practical Session

• Practical Session
• Correction

• Code

Exam

• Exam 2017

• Exam 2018
• Correction

• Exam 2019