Vincent Guigues

Classes taught

Undergraduate teaching:

• graph theory,
• numerical linear algebra,
• probability,
• nonlinear optimization,
• statistical inference,
• linear algebra,
• linear programming.

Graduate teaching:

• stochastic optimization,
• measure theory,
• time series and econometrics,
• probability and stochastic processes,
• nonlinear optimization: Lecture notes, algorithms Lecture notes, convex analysis Exercice list, conic programs Exercice list, convexity Exercice list, Robust Optimization Exercice list, SDP Exercice list, duality Exercice list, optimality conditions
• functional analysis.

Books

In preparation:

• Learn functional analysis through practice
• Learn measure theory through practice