Optimization, Control, and Data
Graduate course (niveau M2)
This course studies the relationship between data, deep neural networks, optimization, and control
theory. Its goal is to present a unified perspective and show how optimization and control naturally
apply to modern artificial intelligence.
Teached since 2025 at Sorbonne Université.
Outline of the course
Optimization
- Convex analysis: convex conjugation, subdifferentials, convex optimization.
- Lagrange multipliers.
- Numerical optimization methods: gradient descent, stochastic gradient, primal and dual methods.
Control
- Introduction to control theory.
- Linear systems: Kalman criterion, pole placement, Luenberger observer.
- Optimal control.
- Linear-quadratic systems: Riccati equation, Kalman filter.
Data
- Linear and nonlinear neural networks, backpropagation, residual networks.
- Neural ODEs and the link between backpropagation and Pontryagin's maximum principle.
- Control-theoretic formulations: ensemble control and flow-matching generative models via control of
the transport equation.
Old assignments
See the TA (Kevin Le Bal'ch) website for the
exercises.