Jean Charles GILBERT
INRIA (research center of Paris)
2, rue Simone Iff
75589 Paris Cedex 12
Telephone: +33 1 80 49 41 20
Identifiers: IdhaL (jean-charles-gilbert), IdRef (070361657), MathSciNet (73490), ORCID (0000-0002-0375-4663)
Networks: LinkedIn, Viadeo
Optimization, complementarity problems, computational differentiation, and applications.
Current and previous activities
Newton and quasi-Newton methods (smooth and nonsmooth)
Augmented Lagrangian approaches in quadratic optimization
Interior-point methods in convex optimization, nonlinear optimization, and semidefinite optimisation
Sequential quadratic programming (a Newton method in nonlinear optimization)
Algebraic methods in derivative-free optimization
Decomposition-coordination algorithms for large-scale problems, including in stochastic optimization
Stochastic optimisation: scenario decomposition
Positive semi-definie optimization: SDP relaxation of algebraic problems
Polynomial optimisation: moment-sos method
Convex optimization: convex quadratic optimization, L1 and gauge recovery
Numerical methods for complementarity problems
Linearization methods for linear and nonlinear complementarity problems
2013-2016: Global optimization of the power flow in an electricity transportation network, with Cédric Josz (RTE, Inria, Paris VI), Jean Maeght (RTE), and Patrick Panciatici (RTE).
Three representative publications:
Polyhedral Newton-min algorithms for complementarity
problems, PGMO Days 2019, EDF Lab, Paris Saclay, France, December 4, 2019.
How the augmented Lagrangian algorithm can deal with an infeasible convex quadratic optimization
problem - Motivation, analysis, implementation, séminaire de l'équipe EDP Analyse Numérique, laboratoire J.A. Dieudonné,
Nice, France, April 23, 2015.
Ibtihel Ben Gharbia,
Marc Le Bret,
J. Le Foll,
Georges Le Vey,
Lecture notes (some in French)
Libopt: an environment for testing solvers on
heterogeneous collections of problems (with X. Jonsson).
M1CG1: implements a CG algorithm for solving in sequence large
scale linear systems with similar positive definite matrices; the solver generates an l-BFGS preconditioning matrix that can be
used to accelarate finding the solution of the next linear system.
large-scale unconstrained optimization by a limited memory BFGS method
(with C. Lemaréchal).
Qpalm, Oqla (with Émilie
Joannopoulos): two solvers of convex quadratic optimization problems, with the following features:
written in Matlab (Qpalm) and C++ (Oqla),
augmented Lagrangian method, with minimization of the augmented Lagrangian by an active set method,
can deal with an infeasible problem, in which case a solution to the closest feasible problem is computed,
can deal with an unbounded problem, in which case an unboundedness direction is computed,
the speed of convergence prescribed by the user is ensured (provided rounding error does not prevail),
adaptation to an SQP solver of nonlinear optimizatin problems.
SQPlab, SQPlight et SQPpro: a suite of optimization
solvers based on the SQP Newtonian approach.
Sdolab (version 0.4): Matlab code that solves a semidefinite optimization problem in complex numbers (dense
Small pieces of software
- pgr (Matlab): polyhedral gauge recovery problem solver
(minimization of a polyhedral gauge on an affine subspace, with uniqueness detection).
- nmhp 1.1 (Matlab): linear complementarity
problem solver by the Newton-min algorithm with the Harker and Pang globalization technique.
François Akoa (2000),
Ibtihel Ben Gharbia,
Laurent Chauvier (1995),
Juan Pablo Contreras (2018, April 1 to August 31),
G. Do (1995),
Mathieu Frappier (2017), bourse Mitacs-Globalink from Canada,
Xavier Jonsson (1997),
Souaid Mezouar (2006),
Houssem Miled (2005),
Baptiste Plaquevent-Jourdain (2021, April 19 to Septembre 17),
Philippe Ségalat (1998),
Jan Stuchlý (2006),
SIAM Journal on Optimization (????-????),
De Gruyter Book Series on Optimization (2014-2019).
Member of the selection comity of post-doctoral students: Inria Paris-Rocquencourt (????-2011).
Member of the selection comities of maîtres de conférence: University of Limoges (????), Enseeiht in Toulouse (2013),
University Joseph Fourier, Grenoble I (2013).
Member of the scientific committee of the conference ISMP
2018 in Bordeaux, France.
PhD thesis examining committee:
Philippe Al Khoury (2005, Paris-Dauphine, reporter),
Ibtihel Ben Gharbia (2012, Paris-Dauphine, director),
Laurent Chauvier (2000, Paris I Sorbonne, director),
Alice Chiche (2012, Paris VI, director),
Frédéric Delbos (2004, Paris VI, director),
Gabriela Dobranszky (2005, Nice-Sophia Antipolis),
Marc Honnorat (2007, Grenoble, reporter),
Sophie Jan-Jégou (1997, Paris-Dauphine),
M. Joannides (1997, Marseille),
Xavier Jonsson (2002, Paris VI, director),
Cédric Josz (2016, Paris VI, director),
Elisabeth Karas (2002, Paris I Sorbonne, director),
Tangi Migot (2017, Rennes, president),
Adam Ouorou (2014, HDR, Paris I Sorbonne),
Anke Tröltzsch (2011, Toulouse, reporter),
D. Villard (1995, Rennes),