This degree program covers all aspects of optimization in the broadest sense of the word, paying special attention to areas specific to the research context of the Saclay Plateau.
A diverse range of topics are studied: optimal control (discrete and continuous time, deterministic and stochastic), game theory, variational calculus (and, more generally, optimization in analysis and partial differential equations), stochastic optimization and stochastic optimization methods, and operational research. A significant number of courses offered are pooled with the IT Master’s program. In particular, « Operational Research » courses are borrowed from the MPRO program.
This training prepares students for academic or industrial research, and to become mathematical engineers. Optimization is in great demand by companies, as proved by EDF’s involvement in the Gaspard Monge Program for Optimization (PGMO). PGMO supports the Master, by funding invited lectures of international experts.
Language of instruction: english
Oriented: Industry and research
Duration: 1 year
Courses Location: most of the courses are held in the campus of Polytechnique-ENSTA (Palaiseau), and at Université Paris-Sud (Orsay).
The aim of master program is to provide students with a broad expertise in mathematical optimization and related topics, including game theory, optimal control, calculus of variations, etc.
This program requires a strong background in mathematics, but computer scientists and economists will also participate in the training of the students. The following topics are covered, among others :
• Optimal control and dynamic programing, both deterministic and stochastic ;
• Game theory and its applications in economics and learning ;
• Calculus of variations, at the interface of optimization and PDEs ;
• Stochastic optimization ;
• Operation research (in collaboration with the MPRO program) ;
• Advanced optimization algorithms.
The first two weeks of september are devoted to optional training courses, granting no credits : Functional Analysis (D. Le Peutrec, U. Paris-Sud), Numerical Analysis / programming (J.-B. Apoung Kamga, U. Paris-Sud), Basic Optimization (B. Buet, U. Paris-Sud), Probability (C. Graham, Polytechnique). During the first term, students are expected to validate 30 credits from basic courses (September-November), advanced courses (November-January) and from a few selected courses from partner programs. During the second term, students are expected to validate 2 specialized courses or one selected external course. They must do an internship or research project, either in an academic department or in industry. This should last between 3 and 6 months, usually between April and August. Requirements include a research report and an oral defense (usually done in the first half of September, but defenses can be arranged in July, if needed).In addition, we validate credits for
• seminars: attending research and applied seminars on the different sides of mathematical optimization throughout the year, and writing a short report.
• invited course given by a prominent researcher of the field, followed by students but also by researchers.
IP Paris labs involved
• Applied Mathematics Center (CMAP) : CNRS, INRIA & Ecole Polytechnique
• Computer Science Laboratory (LIX) : CNRS, INRIA & Ecole Polytechnique
• PREG-CECO : CNRS & Ecole Polytechnique
• Applied Mathematics UER (UMA) : CNRS, INRIA & ENSTA Paris
• GREGHEC : CNRS & HEC Paris
• IDEX Paris-Saclay
• Université Paris-Saclay
• Air France
- Completion of the 1st year of a master program (Master 1)
- Admission to this master program is based on previous academic results, through transcripts and recommandation letters. The typical prerequisites to be admitted to the master program include 4 years of studies in mathematics and/or engineering schools with strong mathematical background.
European students can enroll in the same way as French students do. Students from outside Europe may need a visa and have to take care of their immigration issues as soon as possible. Pay attention that students coming from a list of countries need to pass through Campus France in order to prepare their visa application, and this may require to start the procedure way in advance.
Deadlines for the Master application sessions are as follows:
– First session: February 28, 2020
– Second session: April 30, 2020
– Third Session (optional): June 30, 2020 (only if there are availabilities remaining after the 2 first sessions)
Applications not finalized for a session will automatically be carried over to the next session.
You shall receive an answer 2 months after the application deadline of the session.
National Master: Official tuition fees of the Ministry of Higher Education, Research and innovation (2019-2020, EU students: 243 euros / Non-EU students: 3770 euros)
A number of scholarships are available for excellent students wishing to attend this master program:
• FMJH: Students can apply to the scholarships of Fondation Hadamard.
• IDEX Paris-Saclay: Université Paris-Saclay also offers master scholarships as well.
Quentin Mérigot (Paris Sud)
Stéphane Gaubert (Ecole Polytechnique)