Continuous Optimization : GERAD

Group for Research in Decision Analysis

Optimization methods for problems possessing continuous first derivatives and for which evaluating those derivatives is affordable.

Jun 2020

A symmetric formulation of the linear system arising in interior methods for convex optimization with bounded condition number

Alexandre Ghannad, Dominique Orban, and Michael A. Saunders

G-2020-37

Apr 2020

DMulti-MADS: Mesh adaptive direct multisearch for blackbox multiobjective optimization

Jean Bigeon, Sébastien Le Digabel, and Ludovic Salomon

G-2020-25

Feb 2020

Computational study of a branching algorithm for the maximum \(k\)-cut problem

Vilmar Jefté Rodrigues De Sousa, Miguel F. Anjos, and Sébastien Le Digabel

G-2020-11

Jan 2020

Numerical certification of Pareto optimality for biobjective nonlinear problems

Charles Audet, Frédéric Messine, and Jordan Ninin

G-2020-01

Oct 2019

The complex-step derivative approximation on matrix Lie groups

Charles Champagne Cossette, Alex Walsh, and James Richard Forbes

G-2019-80

See all 32 Cahiers…

Dec 2020

Scaled projected-directions methods with application to transmission tomography

Guillaume Mestdagh, Yves Goussard, and Dominique Orban

Optimization and Engineering, 21(4), 1537–1561, 2020 BibTeX reference

Jul 2020

A regularization method for constrained nonlinear least squares

Dominique Orban and Abel Soares Siquiera

Computational Optimization and Applications, 76(3), 961–989, 2020 BibTeX reference

Jun 2020

Implementing a smooth exact penalty function for equality-constrained nonlinear optimization

Ron Estrin, Michael P. Friedlander, Dominique Orban, and Michael A. Saunders

SIAM Journal on Scientific Computing, 42(3), 1809–1835, 2020 BibTeX reference

Apr 2020

A regularized interior-point method for constrained linear least squares

Mohsen Dehghani, Andrew Lambe, and Dominique Orban

INFOR: Information Systems and Operational Research , 58(2), 202–224, 2020 BibTeX reference

Apr 2020

The complex-step derivative approximation on matrix Lie groups

Charles Champagne Cossette, Alex Walsh, and James Richard Forbes

IEEE Robotics and Automation Letters, 5(2), 906–913, 2020 BibTeX reference

See all 15 publications…

10:45 AM–12:00 PMNov 23, 2016 10:45 AM

Stochastic data envelopment analysis

GERAD seminar
Mostafa Davtalab-Olyaie – University of Kashan, Iran

Canada Excellence Research Chair in Data Science for Real-Time Decision-Making

Room 4488, André-Aisenstadt Building, Université de Montréal Campus

03:00 PM–04:00 PMFeb 17, 2017 03:00 PM

A two-phase gradient algorithm for quadratic programming problems with a single linear constraint and bounds on the variables

GERAD seminar
Daniela di Serafino – University of Campania "Luigi Vanvitelli", Italy

Room 4488, André-Aisenstadt Building, Université de Montréal Campus

10:45 AM–12:00 PMMar 23, 2017 10:45 AM

A decomposition method for convex optimization problems, the Bienstock-Zuckerberg (BZ) algorithm revisited

GERAD seminar
Renaud Chicoisne – University of Colorado Denver, United States

Room 4488, André-Aisenstadt Building, Université de Montréal Campus

10:30 AM–11:30 AMMay 29, 2017 10:30 AM

A distributed Jacobi algorithm for large-scale constrained convex optimization

GERAD seminar
Dang Doan – University of Freiburg, Germany

Room 4488, André-Aisenstadt Building, Université de Montréal Campus

10:45 AM–12:00 PMJul 6, 2017 10:45 AM

An \(l_1\)-augmented Lagrangian algorithm and why, at least sometimes, it is a very good idea

GERAD seminar
Andrew R. Conn – IBM TJ Watson Research Center, United States

Room 4488, André-Aisenstadt Building, Université de Montréal Campus

See all 15 events…