Voie du Roman Pays, 34
1348  Louvain-la-Neuve
Belgium
Olivier Devolder

 
2004-2007
B.S. Engineer in Applied Mathematics, Université catholique de Louvain, Belgium
F.R.S.-FNRS Research Fellow

Université catholique de Louvain
ICTEAM Research Institute
Center for Operations Research and Econometrics
Honors: Summa cum Laude
Biography.
  
Papers
Posters




Teaching
2007-2009
First-order Methods for Smooth Convex Optimization with Inexact Oracle: Classical, Fast and Intermediate Gradient Methods
ISyE Seminar (60 min. talk), Georgia Institute of Technology, Atlanta, November 1, 2011.





Teaching assistant for the course INMA2471: Optimization 2, Models and Methods.
1st year of Master in Applied Mathematics Engineering, Fall 2009, 2010 and 2011.
Subjects: Linear optimization and duality, conic optimization and duality, interior-point methods for linear, conic ( quadratic and semi-definite) and convex optimization.
Professor: François Glineur.


2009 - 2013
PhD Student at CORE  
Thesis Topic :First-Order Methods for Large-Scale Structured Convex Optimization Problems.
PhD Supervisors: Prof. François Glineur and Prof. Yurii Nesterov.
Conference and Seminar Presentations
Specializations: Continuous and Discrete Optimization, Operational Research, ODE and PDE r 2011/70.
Honors: Summa Cum Laude
M.A. Engineer in Applied Mathematics, Université catholique de Louvain, Belgium
Master Thesis: 'Approximation polynomiale pour problèmes d'optimisation en dimension infinie dans les espaces de Lebesgue'.
Supervisors: Prof. François Glineur and Prof. Yurii Nesterov
First-order Methods of Smooth Convex Optimization with Inexact Oracle
2011,with François Glineur and Yurii Nesterov.
Submitted to Mathematical Programming (earlier version in CORE Discussion Papers (2011/02)).

 Stochastic First-order Methods in Smooth Convex Optimization.
2011, CORE Discussion Paper 2011/70.
A Double Smoothing Technique for Constrained Convex Optimization Problems and Applications to Optimal Control ,
2011,with François Glineur and Yurii Nesterov.
Submitted to SIAM Journal on Optimization (earlier version in CORE Discussion Papers (2010/34).
Solving infinite-dimensional Optimization Problems by Polynomial Approximation,
2010, with François Glineur and Yurii Nesterov,
Published in M. Diehl et al. (eds.), Recent Advances in Optimization and its Applications in Engineering, DOI 10.1007/ 978-3-642-12598-03, Springer-Verlag Berlin Heidelberg (earlier version in CORE Discussion Papers (2010/29).)
Polynomial Approximation forInfinite-Dimensional Optimization Problems in Lebesgue Spaces.
14th Belgian-French-German Conference on Optimization, Leuven, September 14-18, 2009.
Double Smoothing Algorithm for a class ofInfinite-dimensional Optimization Problems.
FNRS Workshop on Mathematical Programming, Blankenberge, Belgium, March 11-12, 2010.
Double Smoothing technique for Infinite-dimensional Optimization problems
8th EUROPT Workshop Aveiro, Advances in Continuous Optimization,Aveiro, Portugal, July 9-10, 2010.
Double Smoothing Algorithm for a class of Optimal Control problems
24th European Conference on Operational Research (EURO),Lisbon, Portugal, July 11-14, 2010.
First-order Methods for Convex Optimization with Inexact Oracle
OPTEC Workshop on large scale convex quadratic programming: Algorithms, Software and Application,Leuven, Belgium, November 25-26, 2010.
Double Smoothing technique for Convex Optimization Problems with Linear Constraints
ORBEL 25: 25th Annual Conference of the Belgian Operations Research Society, Gent, Belgium, February 11, 2011.
First-order Methods for Convex Optimization with Inexact Oracle
CORE Mathematical Programming Seminar (60 min talk),Louvain-la-neuve, Belgium, March 15, 2011.
First-order Methods for Convex Optimization with Inexact Oracle
SIAM conference on Optimization,Darmstadt, Germany, May 16-19, 2011.
The Fast-gradient method as a Universal Optimal First-order Method
Minisymposium Optimization: complexity and applications, 24th Biennial Conference on Numerical Analysis,Glasgow, United-Kingdom, July 1, 2011.






Teaching assistant for the course FSAB1102: Mathematics 2.
1st year of Bachelor in Civil Engineering, Spring 2010, 2011 and 2012,
Subjects: Subjects: Euclidean spaces, eigenvalues and eigenvectors, linear ODE, differential calculus, multiple integrals, vector calculus.
Professor: François Glineur, Enrico Vitale, Camille Debiève (2010) and Roland Keunings (2011).
Email: Olivier.Devolder@uclouvain.be

Tel:+32 10 47 94 22

Between Gradient and Fast Gradient Methods: a Family of Intermediate First-Order Methods.
OR 2011 International Conference on Operations Research, Invited Session on Fast Gradient Methods,
Zurich, Switzerland, September 1, 2011.



Solving infinite-dimensional Optimization Problems using Polynomial Approximation
DYSCO Study Day,Leuven, Belgium, November 27, 2009.
First-order Methods for Convex Optimization with Inexact Oracle
Modern Trends in Optimization and Its Application. Workshop II: Numerical Methods for Continuous Optimization. IPAM, University of California, Los-Angeles, USA, October 11-15, 2010.
Fall 2011
Research Stay at ISyE, Georgia Institute of Technology, Atlanta to work with Prof. Arkadi Nemirovski.