Algorithmics
-
Interpolation and regression of models made of a sum of squares of polynomials.
INRIA Research Report (2010, to appear).
-
How the augmented Lagrangian algorithm can deal with an infeasible convex quadratic optimization problem,
with A. Chiche.
INRIA Research Report (2010, to appear).
-
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.
10 citations,
according to Google Scholar (5-3-2010).
[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.
7 citations,
according to MathSciNet (14-01-2009);
26 citations,
according to Google Scholar (5-3-2010).
[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.
57 citations,
according to MathSciNet (14-01-2009);
214 citations,
according to Google Scholar (5-3-2010).
-
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.
[pdf]
-
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.
-
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.
16 citations,
according to MathSciNet (14-01-2009);
62 citations,
according to Google Scholar (5-3-2010).
-
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.
57 citations,
according to MathSciNet (14-01-2009).
341 citations,
according to Google Scholar (5-3-2010).
[pdf]
-
Maintaining the positive definiteness of the matrices in reduced secant methods for equality constrained optimization.
Mathematical Programming, 50 (1991) 1-28.
25 citations,
according to Google Scholar (5-3-2010).
[pdf]
-
Some numerical experiments with variable-storage quasi-Newton
algorithms, with C. Lemaréchal.
Mathematical Programming, 45 (1989) 407-435.
33 citations,
according to MathSciNet (14-01-2009);
448 citations,
according to Google Scholar (5-3-2010).
[pdf]
-
On the local and global convergence of a reduced quasi-Newton method.
Optimization, 20 (1989) 421-450.
15 citations,
according to Google Scholar (5-3-2010).
-
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.
9 citations,
according to Google Scholar (5-3-2010).
Applications
-
Constrained optimization in seismic reflection tomography: a
Gauss-Newton augmented Lagrangian approach,
with F. Delbos, R. Glowinski, and D. Sinoquet.
Geophysical Journal International 164 (2006) 670-684.
[pdf]
-
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]
Software
-
M1CG1 - A solver of symmetric linear systems by conjugate gradient iterations, using a BFGS or an l-BFGS preconditioner - Version 1.2.
October 2011.
[pdf]
-
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.
May 2009.
INRIA Technical Report, RT-377 (December 2009).
[pdf]
-
The module M1QN3 - Version 3.3,
with C. Lemaréchal.
October 2009.
[pdf]
-
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).
[pdf]