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.

Aug 2017

CCGO: Fast heuristic global optimization

Mubashsharul Shafique and John W. Chinneck

G-2017-71

Aug 2017

Numerical methods for stochastic dynamic programming with application to hydropower optimization

Pascal Côté, Kenjy Demeester, Dominique Orban, and Mehdi Towhidi

G-2017-64

Jan 2017

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

Ron Estrin, Dominique Orban, and Michael A. Saunders

G-2017-05

Nov 2016

Efficient distributed online prediction and stochastic optimization with approximate distributed averaging

Konstantinos I. Tsianos and Michael Rabbat

G-2016-88

Jun 2016

Efficient solution of quadratically constrained quadratic subproblems within a direct-search algorithm

Nadir Amaioua, Charles Audet, Andrew R. Conn, and Sébastien Le Digabel

G-2016-45

See all 12 Cahiers…

Dec 2016

Efficient distributed online prediction and stochastic optimization with approximate distributed averaging

Konstantinos I. Tsianos and Michael Rabbat

IEEE Transactions on Signal and Information Processing over Networks, 2(4), 489–506, 2016 BibTeX reference

Oct 2016

Algorithmic construction of the subdifferential from directional derivatives

Charles Audet and Warren Hare

Set-Valued and Variational Analysis, 1–17, 2016 BibTeX reference

Feb 2016

Use of a biobjective direct search algorithm in the process design of material science applications

Aïmen E. Gheribi, Jean-Philippe Harvey, Ève Bélisle, Christian Robelin, Patrice Chartrand, Arthur D. Pelton, C.W. Bale, and Sébastien Le Digabel

Optimization and Engineering, 17(1), 27–45, 2016 BibTeX reference

Apr 2015

CUTEst: A constrained and unconstrained testing environment with safe threads for mathematical optimization

Nick Gould, Dominique Orban, and Philippe Toint

Computational Optimization and Applications, 60(3), 545–557, 2015 BibTeX reference

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 6 events…