Optimization
The main goal of this course is to provide basic concepts in optimization from theoretical and practical points of view. The focus is on continuous optimization methods that play a crucial role in signal and image processing and in automatic. These methods cover all areas of applications where one seeks to have a quantitative approach based on performance criteria. We will mention, in particular, resolution of inverse problems, machine learning, identification of complex systems, optimal control, … In all these domains, it is not only necessary to know how to use efficient optimization algorithms, but also to think about the structure of the problem.
References
- D. P. Bertsekas, Nonlinear Programming, 3rd Edition. Athena Scientific, 2016. ISBN:978-1-886529-05-2
- H. H. Bauschke and P. L. Combettes, Convex Analysis and Monotone Operator Theory in Hilbert Spaces, 2nd Edition. Springer, 2017. ISBN: 978-3-319-48311-5