Cours PGMO

15-16 février 2024 Real algebraic geometry and optimization The purpose of the course is to provide a comprehensive access to interesting and important techniques in the interplay of real algebraic geometry and optimization. In the modern developments, these methods are …

Correa José (Universidad de Chile) Mardi 11 avril et Jeudi 13 avril, 2023 "Prophet Inequalities" A prophet inequality refers to the existence of an online algorithm for a stochastic optimization problem whose outcome is, in expectation, close to that of …

Gabriele Steidl (Technische Universität Berlin) Website Mardi 7 février et Jeudi 9 février 2023 "Splitting Algorithms and Generalized Normalizing Flows" Variational methods are a quite universal and flexible approach for solving inverse problems, in particular in imaging sciences. Taking into …

PGMO Cours 2022 François Delarue (Université Côte d'Azur) "Jeux à champ Moyen" 7-8 Mars, 2022 "Jeux à champ moyen" L’objectif du cours est de donner un panorama de la théorie des jeux à champ moyen, initiée par J.M. Lasry et …

PGMO Course 2021 February 3rd and 10th, 2021 "DYNAMICS IN GAMES: ALGORITHMS AND LEARNING" Sylvain Sorin Game theory studies interactions between agents with specific aims, be they rational actors, genes, or computers. This course is intended to provide the main …

PGMO Course 2020 September 10-11, 2020 PGMO Lecture "Algorithmic game theory : from multi-agent optimization to online learning" Roberto Cominetti (Universidad Adolfo Ibáñez, Santiago) Biography and Panayotis Mertikopoulos (LIG, Grenoble) Biography A satellite event of the SMAI-MODE 2020 conference organized …

PGMO Course 2019 January 14-15, 2019 - " A VU-point of view of nonsmooth optimization " Claudia SAGASTIZABAL (Unicamp, Brazil) - Ensta Abstract Slide 1 Slide 2 PGMO Course 2019 March 20-21, 2019 - STOCHASTIC PROGRAMMING Alexander SHAPIRO (Georgia Tech) …

PGMO Course 2018 January 24-216, 2018 - "Interior Point Methods for Very Large Scale Optimization" Jacek GONDZIO (University of Edinburgh) Biography Abstract Lecture 1 Lecture 2 Lecture 3 Lecture 4 Lecture 5 PGMO Course 2018 March, 13-14, 2018 - "BANDIT …

PGMO Course 2017 January, 25-26, 2017 - "First Order Optimization Methods" Marc TEBOULLE (Tel Aviv University) Abstract Poster PGMO Course 2017 February 21st, 2017 March 7th, 2017 - "Discrete convexity and applications : from stable matchings to quantum groups" Gleb …

PGMO Course 2016 December 13, 2016 - "The technician routing problem with conventional and electric vehicles" Jose A. Montoya Abstract PGMO Course 2016 October 19, 2016 - "Smart Grids and Optimization: A Winning Combination" Miguel F. Anjos Abstract PGMO Course …

PGMO Course 2014 May 5th, 2014, Ensta - "Bi-level stochastic programming" Georg Pflug (University of Vienna) Quite often, the result of our decisions depend on the action of others. A typical example is the setting of contracts, where the price …