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Theory and algorithms

• Plea for a semidefinite optimization solver in complex numbers, with Cédric Josz. Submitted to Mathematical Programming Computation.
• On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery. Journal of Optimization Theory and Applications, online (2016). [doi]
• How the augmented Lagrangian algorithm can deal with an infeasible convex quadratic optimization problem, with A. Chiche. Journal of Convex Analysis, 23:2 (2016) 425-459.
• Optimisation Différentiable, Techniques de l'Ingénieur, document AF-1-252 (2008). [pdf]
• Global linear convergence of an augmented Lagrangian algorithm for solving convex quadratic optimization problems, with F. Delbos. Journal of Convex Analysis, 12 (2005) 45-69. [pdf]
• Examples of ill-behaved central paths in convex optimization, with C.C. Gonzaga and E. Karas. Mathematical Programming, 103 (2005) 63-94. [pdf]
• A truncated SQP algorithm for solving nonconvex equality constrained optimization problems, with L. Chauvier and A. Fuduli. Proceedings of the conference ``High Performance Algorithms and Software for Nonlinear Optimization", Erice, Italy, G. Di Pillo and A. Murli (eds), Kluwer Academic Publishers B.V. (2003) 146-173. [ps.gz]
• A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach, with P. Armand and S. Jan, Mathematical Programming, 92 (2002) 393-424.
• A feasible BFGS interior point algorithm for solving strongly convex minimization problems, with P. Armand and S. Jan-Jégou. SIAM Journal on Optimization, 11 (2000) 199-222. [pdf]
• A trust region method based on interior point techniques for nonlinear programming, with R.H. Byrd and J. Nocedal. Mathematical Programming, 89 (2000) 149-185.
• A piecewise line-search technique for maintaining the positive definiteness of the matrices in the SQP method, with P. Armand. Computational Optimization and Applications, 16 (2000) 121-158. [doi]
• Piecewise line-search techniques for constrained minimization by quasi-Newton algorithms. Advances in Nonlinear Programming, 1998, pg 73-103. Proceedings of the International Conference on Nonlinear Programming, Beijing, Y.-X. Yuan (ed), Kluwer. [pdf]
• 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]
• A family of variable metric proximal methods, with F. Bonnans, Cl. Lemaréchal, and Cl. Sagastizábal. Mathematical Programming, 68 (1995) 15-47.
• Superlinear convergence of a reduced BFGS method with piecewise line-search and update criterion, INRIA Research Report, RR-2140 (December 1993).
• Global convergence properties of conjugate gradient methods for optimization, with J. Nocedal. SIAM Journal on Optimization, 2 (1992) 21-42. [pdf]
• Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization. Mathematical Programming, 50 (1991) 1-28. [pdf]
• 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.
• Some numerical experiments with variable-storage quasi-Newton algorithms, with C. Lemaréchal. Mathematical Programming, 45 (1989) 407-435. [pdf]
• On the local and global convergence of a reduced quasi-Newton method. Optimization, 20 (1989) 421-450.
• 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.
• 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.

• Application of the moment-SOS approach to global optimization of the OPF problem, with C. Josz, J. Maeght, and P. Panciatici. IEEE Transactions on Power Systems, 30:1 (2015) 463-470.
• Constrained optimization in seismic reflection tomography: a Gauss-Newton augmented Lagrangian approach, with F. Delbos, R. Glowinski, D. Sinoquet. Geophysical Journal International 164 (2006) 670-684. [doi]
• Optimal control of a deep-towed vehicle by optimization techniques (1998), with L. Chauvier, G. Damy, and N. Pichon. Proceedings of the IEEE/OES Conference "Oceans'98", Nice, September 1998, pg 1634-1639. [pdf]

• Fragments d'Optimisation Différentiable - Théorie et Algorithmes (2021). Lecture Notes of optimization courses given at ENSTA (Paris, next Saclay), ENSAE (Paris) and at the universities Paris I, Paris VI and Paris Saclay.
• Selected Topics on Continuous Optimization and Nonsmooth Systems (2021). Lecture notes of the Master-2 Optimization at University Paris-Saclay.
• Step by step design of an interior-point solver in self-dual conic optimization with applications (2020). Lecture notes of the Master-2 Optimization at University Paris-Saclay.

• SDOlab - A solver of real or complex number semidefinite optimization problem - Version 0.4. March, 2017. Available on Software Heritage.
• M1CG1 - A solver of symmetric linear systems by conjugate gradient iterations, using a BFGS or an l-BFGS preconditioner - Version 1.2. October 2011.
• SQPpro - A solver of nonlinear optimization problems, using an SQP approach - Version 0.5. May, 2009. INRIA Technical Report, RT-378 (December 2009). [pdf]
• QPAL - A solver of convex quadratic optimization problems, using an augmented Lagrangian approach - Version 0.6.1 INRIA Technical Report, RT-377 (May 2009).
• The module M1QN3 - Version 3.3, with C. Lemaréchal. October 2009.
• SQPlab - A Matlab software for solving nonlinear optimization problems and optimal control problems - Version 0.4.4. February 2009. [pdf]
• LIBOPT - An environment for testing solvers on heterogeneous collections of problems - The manual, version 2.1, with X. Jonsson. INRIA Technical Report, RT-331 revised (January, 2009). [pdf]
• LIBOPT - An environment for testing solvers on heterogeneous collections of problems, with X. Jonsson. Submitted to ACM Transactions on Mathematical Software, January, 2009. [pdf]
• Organization of the Modulopt collection of optimization problems in the Libopt environment - Version 2.1. INRIA Technical Report, RT-329 revised (January, 2009).