Jean Charles GILBERT

ESTIME team
INRIA Rocquencourt
Domaine de Voluceau, BP 105    
78153 Le Chesnay Cedex
France

Tel:    (33) [0]1 39 63 55 24
Fax:    (33) [0]1 39 63 58 84
E-mail: Jean-Charles.Gilbert@inria.fr

Version française

Interests

Current activities

• Numerical optimization
  • Augmented Lagrangian approaches in quadratic optimization and nonlinear optimization
  • Interior-point methods for solving nonlinear problems with inequality constraints
  • Sequential quadratic programming: quasi-Newton versions, solving nonconvex problems
  • Algebraic methods in derivative-free optimization
  • Decomposition-coordination algorithms for large-scale problems
• Numerical methods for complementarity problems
  • Newton-min algorithm for linear and nonlinear problems
• Software development
  • See below
• Applications
  • Diphasic flow in porous media with phase exchange, using a complementarity problem formulation, with I. Ben Gharbia (Paris Dauphine, Inria), Jérôme Jaffré (Inria)
  • Short and mid term optimization of the electricity production by decomposition-coordination methods, with A. Chiche (Cifre EdF-Inria), K. Barty (EdF)
• Teaching
  • ????-2010: École Nationale Supérieure de Techniques Avancées (ENSTA): Optimisation Différentiable: Théorie et Algorithmes
  • 1996?-2007: University Paris I (Panthéon-Sorbonne): DEA ``Modélisation et Méthodes Mathématiques en Économie''
  • 1995?-2007: University Paris VI (Pierre et Marie Curie): DEA ``Optimisation, Jeux et Modélisation en Économie''

Publications

• All of them
• Books
• Journals, book chapters
• Proceedings
• Unpublished reports

• All of them
• Optimization
• Complementarity
• Automatic Differentiation
• Partial differential equations
• Applications
• Software

• How the augmented Lagrangian algorithm can deal with an infeasible convex quadratic optimization problem, Erice, Sicily, Italy, July 2-10, 2010.

• Paul Armand, Ibtihel Ben Gharbia, Jacques Blum, Frédéric Bonnans, Richard Byrd, Laurent Chauvier, Alice Chiche, Gilbert Damy, Frédéric Delbos, Carole Duval, Patrick Erhard, Christèle Faure, T. Feng, Antonio Fuduli, J. Gabarro-Arpa, Roland Glowinski, Clovis Gonzaga, Sophie Jan-Jégou, Patrick Joly, Xavier Jonsson, Elisabeth Karas, Marc Le Bret, J. Le Foll, Claude Lemaréchal, Georges Le Vey, John Masse, Jorge Nocedal, Nicolas Pichon, Claudia Sagastizábal, Delphine Sinoquet, Bernard Thooris.

Software development

• 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.
• M1QN3: large-scale unconstrained optimization by a limited memory BFGS method (with C. Lemaréchal).
• Libopt: an environment for testing solvers on heterogeneous collections of problems (with X. Jonsson).
• QPlab, QPal: a suite of solvers of convex quadratic optimization problems based on an augmented Lagrangian approach.
• SQPlab, SQPlight et SQPpro: a suite of optimization solvers based on the SQP Newtonian approach.

PhD thesis direction

• Laurent Chauvier (in co-direction with Frédéric Bonnans): Commande Optimale d'Engins Sous-Marins avec Contraintes, presented on the 24th of January 2000 at the University Paris I. Laurent has next worked for IFP (Rueil-Malmaison), Artelys (Paris), and EDF Trading (London).
• Xavier Jonsson: Méthodes de Points Intérieurs et de Régions de Confiance en Optimisation non Linéaire - Application à la Conception Optimale de Verres Ophtalmiques Progressifs, presented on the 23th of January 2002 at the University Paris VI. Xavier has next worked for Mentor Graphics (Grenoble).
• Elisabeth Karas (in co-direction with Clovis Gonzaga): Exemples de Chemins Centraux Non Réguliers et un Algorithme de Filtre pour l'Optimisation Non Linéaire, presented on the 28th of June 2002 at the University Paris I. Elisabeth has received the price of the best PhD thesis in 2003, granted by the Brasilian Society of Applied Mathematics. Elisabeth has next been Professor in the Departement of Mathematics at the Federal University of Paraná, Brasil.
• Frédéric Delbos (in co-direction with Roland Glowinski, IFP direction: Delphine Sinoquet): Problèmes d'Optimisation de Grande Taille avec Contraintes en Tomographie de Réflexion 3D, presented on the 17th of November 2004 at the University Paris VI. Frédéric has next worked for Artelys (Paris) and IFP (Rueil-Malmaison).

• Ibtihel Ben Gharbia (in co-direction with Jérôme Jaffré), since October 2008: Résolution numérique de problèmes non-linéaires singuliers - Application aux écoulements diphasiques; contribution:
  • Nonconvergence of the plain Newton-min algorithm for linear complementarity problems with a P-matrix, Mathematical Programming (to appear).
• Alice Chiche (EdF direction: Kengy Barty), since November 2008: Résolution numérique de problèmes d'optimisation de très grande taille - Application à la gestion de la production d'électricité.