François Glineur
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Teaching
- Spring 2008
- 2004-2005
- Mémoires
- Pierre-Yves Barriat: Bases de données de fin de parties au jeu d'échecs
- Cédric Druck: Positionnement GPS précis et moindre carrés en nombres entiers
- Gilles Mouzon: Optimisation topologique de structures en treillis
- Vincent Onclinx: Classification des nœuds dans un graphe et moteurs de recherche sur internet
- Benoît Roland: Classification à l’aide d’ellipsoïdes
- Spring 2005
- Modèles et méthodes d'optimisation (INMA2471)
- Spring 2004
- Nonlinear optimization (with Michael
Overton), Spring 2004 (March 11-16-25 and April 1-22-29), part of the Graduate school in systems and control
- Part I - Convex optimization (slides for lecture 1
and lecture 2, updated on April 29)
- Part II - (Traditional) Nonlinear optimization
(slides for lecture 3 and lecture 4, updated on April 29)
- Part III - Stability optimization (by Michael Overton)
- Evaluation
Recommended papers:
- Positive polynomials: Global optimization of rational functions: a semidefinite programming
approach, D. Jibetean and E. de Klerk (download) or Semidefinite programming
relaxations for semialgebraic problems, P. Parrilo (download)
- MAX-CUT: Improved Approximation Algorithms for Maximum Cut and Satisfiability Problems Using
Semidefinite Programming, M.X. Goemans and D.P. Williamson (download)
- Euclidean Distance Matrices and the Molecular Conformation Problem, A.Y. Alfakih and H. Wolkowicz (download)
Your goal is to implement (in MATLAB), test and if possible extend one of the methods using semidefinite optimization and the SeDuMi toolbox
- Modèles et méthodes d'optimisation (INMA2471)
- Spring 2003
- Modèles et méthodes d'optimisation (INMA2471)
- Fall 2003
- Projet intégré en ingénierie mathématique (INMA2375)
This BIB file contains bibliographical data for the following publications and technical reports.
- Improving complexity of structured convex optimization problems using self-concordant barriers,
EJOR, European Journal of Operational Research,
vol. 143
(2), December 2002, pp. 291-310,
Abstract, PDF file, Journal
link.
- Conic optimization: an elegant framework for convex optimization,
JORBEL, Belgian Journal of Operations Research, Statistics and Computer Science, vol. 41 (1-2)
01, pp. 5-28,
Abstract, PDF file.
- Proving strong duality for geometric optimization using a conic formulation,
AOR, Annals of Operations Research, vol.
105, July 2001, pp. 155-184,
Abstract, DVI file, PS file, Journal link.
- An extended conic formulation for geometric optimization,
FCDS, Foundations of Computing and Decision
Sciences, vol. 25 (3) 00, pp. 161-174,
Abstract, DVI file, PS file.
- Topics in convex optimization: interior-point methods, conic duality and approximations,
PhD thesis, Faculté Polytechnique de Mons, Belgium, December 2000,
Abstract, DVI file, PS file, PDF file.
- Interior-point methods for linear programming: a guided tour,
JORBEL, Belgian Journal of Operations Research, Statistics and Computer Science, vol. 38 (1) 98,
pp. 3-30,
Abstract, DVI file, PS file.
- Pattern separation via ellipsoids and conic programming,
Mémoire de D.E.A. (Master's thesis), Faculté Polytechnique de
Mons, Belgium, September 1998,
Abstract, DVI file, PS file.
- Étude des méthodes de point intérieur appliquées à la programmation linéaire et à la programmation
semidéfinie (in French),
Travail de fin d'études (Engineering thesis), Faculté
Polytechnique de Mons, Belgium, June 1997,
Abstract, Word 97 file, PS file.
- Prédire la réussite en première candidature en Sciences Appliquées: mathématiques ou médiumnité,
with B. Diricq,
Image Technical Report 0103, Faculté Polytechnique de Mons, Belgium, September 2001,
Abstract, Word 97 file.
- Improving complexity of structured convex optimization problems using self-concordant barriers,
Image Technical Report 0102, Faculté Polytechnique de Mons, Belgium, August 2001,
Abstract, DVI file, PS file.
- Conic optimization: an elegant framework for convex optimization,
Image Technical Report 0101, Faculté Polytechnique de Mons, Belgium, May 2001,
Abstract, DVI file, PS file.
- Approximating geometric optimization with l_p-norm optimization,
Image Technical Report 0008, Faculté Polytechnique de Mons, Belgium, November 2000,
Abstract, DVI file, PS file.
- Self-concordant functions in structured convex optimization,
Image Technical Report 0007, Faculté Polytechnique de Mons, Belgium, October 2000,
Abstract, DVI file, PS file.
- An extended conic formulation for geometric optimization,
Image Technical Report 0006, Faculté Polytechnique de Mons, Belgium, May 2000,
Abstract, DVI file, PS file.
- A conic formulation for l_p-norm optimization, with Tamás Terlaky,
Image Technical Report 0005, Faculté Polytechnique de Mons, Belgium, May 2000,
Abstract, DVI file, PS file.
- Polyhedral approximation of the second-order cone: computational experiments,
Image Technical Report 0001, Faculté Polytechnique de Mons, Belgium, January 2000 (revised November 2000),
Abstract, DVI file, PS file.
- Deriving duality for l_p-norm optimization using conic optimization, with Tamás Terlaky,
Image Technical Report 9904, Faculté Polytechnique de Mons, Belgium, December 1999,
Abstract, DVI file, PS file.
- Proving strong duality for geometric optimization using a conic formulation,
Image Technical Report 9903, Faculté Polytechnique de Mons, Belgium, October 1999,
Abstract, DVI file, PS file.
- Interior-point methods for linear programming : a guided tour,
Image Technical Report 9901, Faculté Polytechnique de Mons, Belgium, January 1999,
Abstract, DVI file, PS file.
2008
- A symmetric primal-dual algorithm for conic optimization based on the power cone,
SIAM Conference on Optimization 2008, SIOPT 08,
Boston, May 2008.
Abstract, PDF file.
2007
- Solving convex problems involving powers using conic optimization and a new self-concordant barrier,
13th Czech-French-German Conference on Optimization Heidelberg, CFG 07,
University of Heidelberg, Heidelberg, Germany, September 2007.
Abstract, PDF file.
- A unified conic formulation for convex problems involving powers,
Second Mathematical Programming Society International Conference on Continuous Optimization, ICCOPT II & MOPTA 07,
McMaster University, Hamilton, Canada, August 2007.
Abstract, PDF file.
2006
(... to be added ...)
2005
(... to be added ...)
2004
2003
- Second-order cone optimization with a single second-order cone,
18th International Symposium on Mathematical Programming ISMP 2003,
Technical University of Denmark, Copenhagen, Denmark, August 2003.
Abstract, PS file.
- Polynomial optimization from an algebraic geometric viewpoint,
MOPTA-03, Hamilton, Canada, July 2003.
Abstract, PDF file.
- Les multiples facettes de l'optimisation,
Colloquium MAPA, UCL, Louvain-la-Neuve, Belgium, March 2003.
PDF file.
2002
- Representing and aggregating preferences using a stochastic interpretation,
CORE Mathematical Programming seminar, Louvain-la-Neuve,
Belgium, October 2002.
Abstract, PDF file.
- Duality and algorithms for separable convex optimization,
44th annual conference of the Canadian Operational Research Society,
CORS 2002, Toronto, Canada, June 2002.
Abstract, PS file.
- Analyzing conic problems involving a single second-order cone constraint,
McMaster Optimization Workshop, Hamilton, Canada, May
2002.
Abstract, PS file.
- An interior-point method for separable convex optimization,
SIAM 2002 Conference on
Optimization, Toronto, Canada, May 2002.
Abstract, PS file.
- Analyzing conic problems involving a single second-order cone constraint,
Optimization
seminars at the Fields Institute, Toronto, Canada, May 2002.
Abstract, PS file, web page.
- Pattern separation via ellipsoids and semidefinite optimization,
GERAD seminars,
Montreal, Canada, April 2002.
Abstract, PDF file.
- Recent advances in stuctured convex optimisation,
CESAME seminars,
Louvain-la-Neuve, Belgium, March 2002.
PDF file.
- Linearization of Second-Order Cone Optimization Problems and Application to Limit Analysis in
Mechanical Engineering, joint work with E. Loute, F.
Pastor and J. Pastor,
ORBEL16, Conference on
Quantitative Methods for Decision Making, Facultés Universitaires Saint-Louis, Brussels, Belgium, January 2002.
Abstract, PDF file.
2001
- Zero duality gap for a large class of separable convex problems,
High Performance Methods For Mathematical Optimization meeting, Tilburg University, The
Netherlands, December 2001.
PDF file.
- A conic approach for separable convex optimization,
INFORMS 2001
Annual meeting, Miami Beach, Florida, USA, November 2001.
Abstract, DVI file, PS file.
- Pattern separation via ellipsoids and conic programming,
Advanced Optimization Lab seminar, McMaster University, Canada, August 2001.
Abstract, DVI file, PS file.
- Zero duality gap for a large class of separable convex problems,
MOPTA-01, Hamilton, Canada, August 2001.
Abstract, PDF file.
- A conic approach for separable convex optimization,
BMS-DMV joint meeting, Liège, Belgium, June 2001.
Abstract, DVI file, PS file.
- A conic approach for separable convex optimization,
CORE Mathematical Programming seminar, Louvain-la-Neuve,
Belgium, April 2001.
Abstract, DVI file, PS file.
- A conic approach for separable convex optimization,
Journée 3e Cycle F.N.R.S en Programmation Mathématique '01,
Han-sur-Lesse, Belgium, February 2001.
Abstract, DVI file, PS file.
- Topics in convex optimization: interior-point methods, conic duality and approximations,
PhD dissertation (public defense), Faculté Polytechnique de Mons,
Belgium, January 2001,
PDF file.
2000
- Topics in convex optimization: interior-point methods, conic duality and approximations,
PhD dissertation (private defense), Faculté Polytechnique de Mons,
Belgium, December 2000,
PDF file.
- Solving geometric and l_p-norm optimization problems with a conic formulation,
17th International Symposium on Mathematical Programming, ISMP 2000, Atlanta, Georgia, USA, August 2000.
Abstract.
- Self-concordant barriers for structured convex problems,
Second Workshop on Interior Point Methods, IPM 2000,
Budapest, Hungary, July 2000.
Abstract, DVI file, PS file.
- Strong duality in geometric optimization using a conic formulation,
INFORMS 2000 Spring meeting, Salt Lake City, Utah,
USA, May 2000.
Abstract, DVI file, PS file.
- Strong duality in geometric optimization using a conic formulation,
Journée 3e Cycle F.N.R.S en Programmation Mathématique '00,
Han-sur-Lesse, Belgium, February 2000.
Abstract, DVI file, PS file.
- Proving strong duality in geometric optimization using a conic formulation,
14th Conference on Quantitative Methods for Decision Making, ORBEL 14, F.U.C.A.M., Mons, Belgium,
January 2000.
Abstract, DVI file, PS file.
1999
- Représenter et agréger des préférences à l'aide d'une interprétation markovienne (in
French),
Séminaire MCAD du LAMSADE, Université
Paris-Dauphine, Paris, France, November 99.
DVI file, PS file.
- Strong duality for geometric optimization and l_p-norm optimization using a conic formulation,
SSOR Operations Research Seminars, Delft University of Technology, The Netherlands, September 99.
Abstract.
- Deriving Duality for l_p-Norm Optimization Using Conic Optimization,
Third Scandinavian Workshop on Linear Programming, Technical
University of Denmark, Lyngby, Denmark, August 99.
Abstract, DVI file, PS file.
- Polyhedral approximation of the second-order cone: computational experiments,
4th International Conference on High Performance Optimization Techniques, HPOPT99, Rotterdam, The
Netherlands, June 99.
Abstract, DVI file, PS file.
- Pattern separation via ellipsoids and conic programming,
Journée 3e Cycle F.N.R.S. en Programmation Mathématique '99,
Han-sur-Lesse, Belgium, March 99.
- Pattern separation via ellipsoids and conic programming,
13th Conference on Quantitative Methods for Decision Making, ORBEL 13,
V.U.B., Brussels, Belgium, January 99.
1998
- Pattern separation using conic programming,
Seminars at the Institute of Computing Science, Poznan
University of Technology, Poland, December 98.
- Pattern separation via ellipsoids and conic programming,
SSOR Operations Research Seminars, Delft University of Technology, The Netherlands, December 98.
- Pattern separation via ellipsoids and conic programming,
9th Belgian-French-German Conference on Optimization, BFGConf9, Namur, Belgium, September 98.
Abstract, DVI file, PS file.
- Representing and aggregating preferences using a stochastic interpretation,
16th European Conference on Operational Research, EURO XVI, Bruxelles, Belgium, July 98.
Abstract, DVI file, PS file.
- Separation by ellipsoids using semidefinite programming,
16th European Conference on Operational Research, EURO XVI, Bruxelles, Belgium, July 98.
- Separation by ellipsoids using semidefinite programming,
3rd International Conference on High Performance Optimization Techniques, HPOPT98, Rotterdam, The Netherlands, June 98.
- Separation by ellipsoids using semidefinite programming,
Journée 3e Cycle F.N.R.S. en Programmation Mathématique 98,
Han-sur-Lesse, Belgium, May 98.
Abstract, DVI file, PS file.
- Une méthode d'évaluation multicritère basée sur une interprétation probabiliste (in
French),
Journée du Groupe de contact F.N.R.S. en Méthodes Quantitatives de
Gestion, U.L.B., Bruxelles, Belgium, March 98.
Abstract, DVI file, PS file.
1997
Using the free CPLEX from IBM Academic Initiative with AMPL on Windows
See the following guide to use the free CPLEX from IBM Academic Initiative with AMPL on Windows (which involves compiling cplex.exe or cplexampl.exe).