Optimization

Description and Scopes

This master program is meant to provide students with a broad expertise in Mathematical Optimization and related topics, and to train them for academic and industrial research, or for Mathematical Engineering jobs after high-level studies in a strongly research-oriented environment. In our program, we wish to be as wide as possible in this large subject which is optimization, with a special attention to those topics which are specific to the research of Paris-Saclay, very lively at the moment because, for instance, of the presence of the PGMO (Programme Gaspard Monge pour l’Optimisation et la recherche opérationnelle, funded by EDF and directed by FMJH).
Some recurrent topics can be identified in the program we propose, and in particular

  • Optimal control (dynamical programming in continuous and discrete time, both deterministic and stochastic) ;
  • Game theory, its connections with optimization and its applications in economics ;
  • Calculus of variations and other applications of mathematical analysis to advanced optimization problems, in connection with PDEs ;
  • Stochastic optimization and stochastical methods for optimization, which are a specific feature of applied maths in Saclay ;
  • Operational research (in collaboration with MPRO) ;
  • Advanced algorithms for continuous optimization in convex and non-convex frameworks.

Even if this program is mainly centered on applied mathematics, both computer scientists and economists will participate in the training ; interdisciplinary courses between mathematics, informatics and economics will be an important part of the cursus of the students.

Board of the program :

Partner Institutions :

Paris-Saclay participates through Univ. Paris-Sud (Maths and Computer Sciences Department), École Polytechnique (Maths, Computer Sciences and Economics), ENSTA, Centrale-Supélec and HEC (NEW, starting 2017 : Centrale-supélec joins this master program !). Collaborations and joint courses will be organized with Institutions from Downtown Paris. The Master Degree will be conferred by Université Paris-Saclay.

Partner Programs :

Some courses will be in common with the program AMS (Analysis and Modeling), MA (probability and statistics), FIIL (theoretical computer science), MPRO (operational research) and with the master program in Economics of Paris-Saclay.