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.