The Master in Optimization, jointly proposed by Université Paris-Saclay and Institut Polytechnique de Paris, provides students with a broad expertise in mathematical optimization, including game theory, optimal control, calculus of variations and machine learning. It proceeds from the basics of the field to some of the most recent research developments. Master in Optimization is a track of the Mathematics and applications joint master program between these universities. Presentation video

What is optimization? Optimization is a research field at the confluence of mathematics, computer science and economics. Its aim is to understand problems in which an agent wishes to maximize or minimize an objective function. It is thus strongly tied to several fields: calculus of variations, which covers infinite dimensional cases; optimal control, dealing with dynamical aspects; game theory, dealing with equilibria in the presence of several players; and also learning, in which modern optimization algorithms play a crucial role. Optimization relies on methods from a variety of fields of mathematics and computer science: convex geometry, partial differential equations, discrete mathematics (combinatorial aspects), and algorithmics. Stochastic aspects arise both at the methodological level (design of algorithms) and in applications; they are also covered by the program. The importance of optimization as a scientific field stems from its numerous applications – from planning trajectory of satellites to energy networks or analyzing auctions. It is growing because it lies at the heart of modern data science and also owing to its vivid interfaces with other areas of mathematics.

Careers: A majority of our students start a PhD after this program, either in the academic or industrial sector, while some are directly recruited as engineers at the end of the Master. Master in Optimization graduates are trained for careers in applied research in universities, in large research bodies (e.g. CNRS, CEA, INRIA, ONERA) or in the R&D centers of big companies like EDF, Air France, Orange, Thalès, etc. SMEs and innovative startups in the digital world, in France and abroad, are also increasingly looking for this kind of profile.

Contact

• Board: Quentin Mérigot (UPSaclay, Director), Sorin-Mihai Grad (ENSTA), Stéphane Gaubert (Polytechnique), Jean-Christophe Pesquet (CentraleSupélec).

• Administrative assistants: UPSaclay (Orsay): Séverine Simon and Florence Ferrandis
  Phone: 01.69.15.71.53 / 01.69.15.31.66 / Office: Institut de Mathématiques d’Orsay, 1A2

IP Paris (Polytechnique): Stéphanie Clevenot__ Phone 01.69.33.46.02 / Office: Département de Mathématiques Appliquées, École Polytechnique