# Vincent Guigues

#### Researcher in optimization and statistics. Software engineer

## 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