Presentation

I am a CNRS researcher, member of the applied math department of University Grenoble Alps (LJK, Lab. Jean Kunztmann), head of the team DAO.

I work on mathematical, algorithmic, and computational aspects of optimization and the mathematics of decision. I try to keep a balance between theory and practice, believing that both are richer from their interactions.

Paper on regularized Wasserstein DRO accepted in COCV

Inspired by OT, we propose to regularize WDRO problems: we get nice duality and approximations results; see the preprint or the slides of my talk at SMAI-MODE. Check out the appendix: some advanced constructions of spaces give us duality results without compactness assumptions! Congrats to Waiss who has led this work!

Contact information

Email jerome.malick@univ-grenoble-alpes.fr
Phone (+33) 4 57 42 17 62
to find me Office 155 at the first floor (LJK) of building IMAG
on the Grenoble Campus
Postal address Equipe DAO - Laboratoire LJK - Batiment IMAG
Universite Grenoble Alpes
700 Avenue Centrale
Campus de Saint Martin d'Heres
38401 Domaine Universitaire de Saint-Martin-d'Heres