Control Signal Image Stat.

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

  1. D. P. Bertsekas, Nonlinear Programming, 3rd Edition. Athena Scientific, 2016. ISBN:978-1-886529-05-2
  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