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M2 Optimization

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  • Places available
    30
  • Language(s) of instruction
    English
Présentation
Objectives

Optimization is at the confluence of mathematics, computer science and economics, and its importance is growing both in academia and in industry. The Optimization master program deals with all components of mathematical optimization understood in the broadest sense, with a particular focus on those specific to Paris-Saclay, which is strenghtened by the presence of the Gaspard Monge Program for Optimization (PGMO). The themes include: optimal control (discrete and continuous time, deterministic and stochastic), game theory (theory, modeling in economics and networks), calculus of variations (and more generally optimization in analysis and PDE), stochastic optimization and stochastic methods for optimization, operation research. A significant part of the courses are shared with other programs and specialties in mathematics, computer science and economics.

For more information, please visit the M2 Optimization website.

Location
ORSAY
GIF SUR YVETTE
PALAISEAU
Course Prerequisites

M1-level in mathematics or applied mathematics.

Additional information

Watch the video below to know more about the M2 Optimization.

Skills
  • Understand and mathematically model a problem in order to resolve it.

  • Clearly explain a theory and mathematical results.

  • Be proficient in the use of digital tools and major programming languages.

  • Analyse a research paper with a view to summarising it and using it.

  • Analyse data and implement digital simulations.

  • Understand and proficiently use high-level mathematical tools and methods.

Post-graduate profile

The programme aims to prepare graduates to deal with the matters that arise in the applied sciences surrounding optimisation, optimal control and game theory: the mathematical modeling of a problem in terms of minimisation, maximisation or equilibrium, its mathematical analysis (existence, uniqueness, etc.), algorithmic approaches to determine such a problem or tackle it, and the effective implementation of those methods. Students are not necessarily expected to have a perfect command of all these aspects, since that depends on their previous studies and their chosen path: but they are expected to know how to position themselves faced with such problems, and they should have advanced experience in at least one.

Career prospects

Most students go on to do a thesis at the end of the programme, often in connection with a company (CIFRE industry contract or other contract). A minority enter working life at the end of the Master's.

Collaboration(s)
Laboratories

Laboratoire de mathématiques d'Orsay
Laboratoire des Signaux et Systèmes.

Centre de Mathématiques Appliquées (Ecole Polytechnique)
Unité de Mathématiques Appliquées (ENSTA)
Fédération de Mathématiques (CentraleSupélec).

Programme

Les étudiants doivent suivre des cours parmi la liste ci-dessous.

Subjects ECTS Lecture directed study practical class Lecture/directed study Lecture/practical class directed study/practical class distance-learning course Project Supervised studies
Analyse et optimisation convexe 5 30
Calcul des variations 3 18
Contrôle des EDO 5 30
Introduction à la RO et la combinatoire 5 30
Méthodes tropicales pour les jeux à somme nulle 5 30
Non-smooth and non-convex optimization 5 30 40
Optimisation dans les Graphes 5 30
Optimisation sans gradient 5 30
Optimisation stochastique 5 30
Programmation dynamique 5 30
Théorie des Jeux 5 30
Théorie des jeux avancée et applications 5 30

Les étudiants doivent valider 9 ECTS de cours et un stage ou un mémoire pour 21 ECTS.

Subjects ECTS Lecture directed study practical class Lecture/directed study Lecture/practical class directed study/practical class distance-learning course Project Supervised studies
Compte-rendus de séminaires d'optimisation 2 15
Contrôle des EDP 3 18
Contrôle géométrique 3 18
Cours invité PGMO 2 10
Dynamique de l'information et de la communication dans les jeux 3 18
EDPs numériques pour le traitement d'image 3 21
Français Langue étrangère 2 24
Optimisation et statistique 4 20
Transport optimal 3 18
Subjects ECTS Lecture directed study practical class Lecture/directed study Lecture/practical class directed study/practical class distance-learning course Project Supervised studies
Stage ou Mémoire 21 0
Modalités de candidatures
Application period
From 01/03/2024 to 16/07/2024
Compulsory supporting documents
  • Motivation letter.

  • All transcripts of the years / semesters validated since the high school diploma at the date of application.

  • Curriculum Vitae.

Additional supporting documents
  • Supporting documents (TOEFL, TOEIC, certificate of a teacher ...) of a level of a foreign language.

  • VAP file (obligatory for all persons requesting a valuation of the assets to enter the diploma).

  • The application procedure, which depends on your nationality and your situation is explained here : https://urlz.fr/i3Lo.

  • Supporting documents :
    - Residence permit stating the country of residence of the first country
    - Or receipt of request stating the country of first asylum
    - Or document from the UNHCR granting refugee status
    - Or receipt of refugee status request delivered in France
    - Or residence permit stating the refugee status delivered in France
    - Or document stating subsidiary protection in France or abroad
    - Or document stating temporary protection in France or abroad.

Contact(s)
Course manager(s)
Administrative office
Admission