Research interests
My research interests are related to mathematical optimization, in particular nonsmooth analysis and optimization. Nonsmoothness typically arises in a highly structured way (from e.g. duality, min-max, penalization...). I study the underlying geometry of nonsmooth optimization problems to get a better understanding of algorithms, or to design new ones. I illustrate this with my personal top-5 papers.
Research topics
- Nonsmooth optimization: theory and algorithms
- Optimization under uncertainty: stochastic and (distributionnaly) robust optim.
- Distributed optimization for machine learning
- (formerly) Convex optimization for combinatorial optimization
Highlight: good conferences...
With P. Mertikopoulos, I organized the conference SMAI-MODE 2018,
which is the most important conference in continuous optimization in France.
In a ski resort lost in the middle of Vercors, it was all-inclusive: lodging, maths and fun.
With a good group, we welcome, one year out of two, in a ski resort close to Mont Blanc,
some of the leading researchers in optimization and learning, for the serie of workshops OSL;
we had a great fifth edition
OSL2023 in January 2023.