Laurent Dumas
Summary: Optimization problems are encountered in many fields of engineering for which the associated cost
function may be of various type : black box or explicit, heavy or not to compute, etc…
In many cases, the gradient of the cost function is dificult or even impossible to compute, leading to
consider Derivative Free Optimization (DFO) methods.
This course deals with a large number of Optimization methods that have been recently developped,
either local or global. A mathematical approach (convergence results) will be proposed. Computer
sessions will also be organised (in Matlab or Python) to illustrate the course.