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.

Apr 2019

Implementing a smooth exact penalty function for constrained nonlinear optimization

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

G-2019-27

Feb 2019

A regularization method for constrained nonlinear least squares

Dominique Orban and Abel Soares Siquiera

G-2019-17

Jan 2019

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

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

G-2019-04

Jun 2018

USYMLQR: A tridiagonalization method for symmetric saddle-point systems

Alfredo Buttari, Dominique Orban, Daniel Ruiz, and David Titley-Peloquin

G-2018-42

Oct 2018

Performance indicators in multiobjective optimization

Charles Audet, Jean Bigeon, Dominique Cartier, Sébastien Le Digabel, and Ludovic Salomon

G-2018-90

See all 23 Cahiers…

Apr 2019

The mesh adaptive direct search algorithm for granular and discrete variables

Charles Audet, Sébastien Le Digabel, and Christophe Tribes

SIAM Journal on Optimization, 29(2), 1164–1189, 2019 BibTeX reference

Jan 2019

LSLQ: An iterative method for linear least-squares with an error minimization property

Ron Estrin, Dominique Orban, and Michael A. Saunders

SIAM Journal on Matrix Analysis and Applications, 40(1), 254–275, 2019 BibTeX reference

Dec 2018

A regularized interior-point method for constrained linear least squares

Mohsen Dehghani, Andrew Lambe, and Dominique Orban

To appear in: INFOR: Information Systems and Operational Research , 2018 BibTeX reference

Sep 2018

Algorithmic construction of the subdifferential from directional derivatives

Charles Audet and Warren Hare

Set-Valued and Variational Analysis, 26(3), 431–447, 2018 BibTeX reference

Jul 2018

A regularized factorization-free method for equality-constrained optimization

Sylvain Arreckx and Dominique Orban

SIAM Journal on Optimization, 28(2), 1613–1639, 2018 BibTeX reference

See all 8 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 12 events…