TutorialsAdvanced Computing for Operational Research (Fall 2015)
Calculus and its Applications (Spring 2013, 2014)
Credit Scoring (Fall 2014)
Fundamentals of Operational Research (Fall 2013, 2015)
Fundamentals of Optimization (Fall 2012, 2015)
Introduction to Linear Algebra (Fall 2012, 2013, 2014)
Optimization Methods in Finance (Spring 2013, 2015)
Proofs and Problem Solving (Spring 2013)
LecturesMDI210 Optimization et Analise numeric (Summer 2017). Here are some good lecture notes on linear programming by Marco Chiarandini. I also have some preliminary lecture notes for this course on numerical linear algebra and optimization. (WARNING: these notes are a work in progress!). My slides on linear programming.
Master2 statistique et optimisation (Summer 2017) . Lecture Slides 1 (into machine learning), Lecture Slides 2 (gradient descent), Lecture Slides 3 (prox methods) Lecture notes, exercises on convexity and smoothness (with answers), exercises on gradient descent and stochastic gradient descent (with answers) exercises on proximal operator, soft-threstholding (with answers)
Mathematics Revision for M.Sc. OR (Fall 2014, 2015). Revision Slides
Support Calculus Workshop (Spring 2013) Exercises: Sequences and Series (solutions), Limits and quotient derivatives (solutions), Differentiation Review , Anti-derivatives (solutions), Substitution and Integration by parts (solutions), Partial Fractions and Trigonometric Substitution (solutions), Ordinary Differential Equations (solutions),
Introduction to Machine Learning and Stochastic Gradient Methods: part I, part II and an exercise. Part of the Spring School on Optimization and Data Science.