MDI210--Telecom-Paris

This course is divided into two parts. The first is devoted to methods for solving continuous optimization problems. More specifically, the aim is to determine the minimum or maximum of a continuous function, linear or not, on a subset of R^n (where R denotes the set of real numbers and n is a given integer representing the dimension of the space under consideration), with or without constraints. Practical exercises, based on programs written in C to be completed, illustrate these methods. The second part deals with two classic problems in numerical analysis: solving linear systems and calculating the eigenvalues and eigenvectors of linear applications.