English version
Théorie et algorithme
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Plea for a semidefinite optimization solver in complex numbers,
avec Cédric Josz.
Soumis à Mathematical Programming Computation.
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On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery.
Journal of Optimization Theory and Applications, online (2016).
[doi]
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How the augmented Lagrangian algorithm can deal with an infeasible convex quadratic optimization problem,
avec A. Chiche.
Journal of Convex Analysis, 23:2 (2016) 425-459.
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Optimisation Différentiable, Techniques de l'Ingénieur, document AF-1-252 (2008).
[pdf]
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Global linear convergence of an augmented Lagrangian algorithm for
solving convex quadratic optimization problems,
avec F. Delbos.
Journal of Convex Analysis, 12 (2005) 45-69.
[pdf]
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Examples of ill-behaved central paths in convex optimization,
avec C.C. Gonzaga et E. Karas.
Mathematical Programming, 103 (2005) 63-94.
[pdf]
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A truncated SQP algorithm for solving nonconvex equality constrained
optimization problems,
avec L. Chauvier et A. Fuduli.
Actes de la conférence ``High Performance Algorithms and Software for Nonlinear Optimization", Erice, Italie, G. Di Pillo et A.
Murli (eds), Kluwer Academic Publishers B.V. (2003) 146-173.
[ps.gz]
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A BFGS-IP algorithm for solving strongly convex optimization problems
with feasibility enforced by an exact penalty approach,
avec P. Armand et S. Jan.
Mathematical Programming, 92 (2002) 393-424.
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A feasible BFGS interior point algorithm for solving strongly convex
minimization problems,
avec P. Armand et S. Jan-Jégou.
SIAM Journal on Optimization, 11 (2000) 199-222.
[pdf]
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A trust region method based on interior point techniques for nonlinear
programming,
avec R.H. Byrd et J. Nocedal.
Mathematical Programming, 89 (2000) 149-185.
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A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method,
avec P. Armand.
Computational Optimization and Applications, 16 (2000) 121-158.
[doi]
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Piecewise line-search techniques for constrained minimization by quasi-Newton algorithms.
Advances in Nonlinear Programming, 1998, pg 73-103.
Actes de l'International Conference on Nonlinear Programming,
Pékin, Y.-X. Yuan (ed), Kluwer.
[pdf]
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On the realization of the Wolfe conditions in reduced quasi-Newton methods for equality constrained optimization.
SIAM Journal on Optimization, 7 (1997) 780-813.
[pdf]
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A family of variable metric proximal methods, avec F. Bonnans, Cl.
Lemaréchal et Cl. Sagastizábal.
Mathematical Programming, 68 (1995) 15-47.
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Superlinear convergence of a reduced BFGS method with piecewise
line-search and update criterion
Rapport de Recherche INRIA, RR-2140 (décembre 1993).
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Global convergence properties of conjugate gradient methods for optimization,
avec J. Nocedal.
SIAM Journal on Optimization, 2 (1992) 21-42.
[pdf]
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Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization.
Mathematical Programming, 50 (1991) 1-28.
[pdf]
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Numerical methods for large-scale minimization
Proceedings of the 1991 ECMWF Seminar on "Numerical Methods in Atmospheric Models" (Reading, United-Kingdom), 2 (1991) 93-113.
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Some numerical experiments with variable-storage quasi-Newton algorithms,
avec C. Lemaréchal.
Mathematical Programming, 45 (1989) 407-435.
[pdf]
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On the local and global convergence of a reduced quasi-Newton method.
Optimization, 20 (1989) 421-450.
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A step-size selection procedure for equality constrained optimization.
Analysis and optimization of systems (Antibes, 1988), 309-320,
Lecture Notes in Control and Inform. Sci., 111, Springer, Berlin, 1988.
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Mise à jour de la métrique dans les méthodes de quasi-Newton réduites en optimisation avec contraintes d'égalité.
Modélisation Mathématique et Analyse Numérique,
22 (1988) 251-288.
Applications
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Application of the moment-SOS approach to global optimization of the OPF problem,
avec C. Josz, J. Maeght et P. Panciatici.
IEEE Transactions on Power Systems, 30:1 (2015) 463-470.
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Constrained optimization in seismic reflection tomography: a Gauss-Newton augmented Lagrangian approach,
avec F. Delbos, R. Glowinski et D. Sinoquet.
Geophysical Journal International 164 (2006) 670-684.
[doi]
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Optimal control of a deep-towed vehicle by optimization techniques (1998),
avec L. Chauvier, G. Damy et N. Pichon.
Actes de la conférence IEEE/OES "Oceans'98", Nice, septembre 1998, pg 1634-1639.
[pdf]
Syllabus de cours
Logiciels
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SDOlab - A solver of real or complex number semidefinite optimization problem - Version 0.4.
Mars 2017.
Disponible sur Software
Heritage.
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M1CG1 - A solver of symmetric linear systems by conjugate gradient iterations, using a BFGS or an l-BFGS preconditioner - Version 1.2.
Octobre 2011.
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SQPpro - A solver of nonlinear optimization problems, using an SQP approach - Version 0.5.
Mai, 2009.
Rapport Technique INRIA, RT-378 (décembre 2009).
[pdf]
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QPAL - A solver of convex quadratic optimization problems, using an augmented Lagrangian approach - Version 0.6.1
Rapport Technique INRIA, RT-377 (mai 2009).
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The module M1QN3 - Version 3.3,
avec C. Lemaréchal.
Octobre 2009.
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SQPlab - A Matlab software for solving nonlinear optimization problems and optimal control problems - Version 0.4.4.
Février 2009.
[pdf]
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LIBOPT - An environment for testing solvers on heterogeneous collections of problems - The manual, version 2.1,
avec X. Jonsson.
Rapport Technique INRIA, RT-331 révisé (janvier 2009).
[pdf]
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LIBOPT - An environment for testing solvers on heterogeneous collections of problems,
avec X. Jonsson.
Soumis à ACM Transactions on Mathematical Software, janvier 2009.
[pdf]
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Organization of the Modulopt collection of optimization problems in the Libopt environment - Version 2.1.
Rapport Technique INRIA, RT-329 révisé (janvier 2009).