Charlie Vanaret

I just published the paper Interval constraint programming for globally solving catalog-based categorical optimization in Journal of Global Optimization! It describes a novel way to handle categorical variables within a continuous branch and bound solver:http://link.springer.com/article/10.1007/s10898-023-01362-0 It comes with a (simple) Julia prototype: http://github.com/cvanaret/CateGOrical.jl#optimization #mixedcategoricaloptimization #structuralengineering #julia

Uno, my next-generation solver for nonconvex optimization, has been starred 100 times on Github 💫https://github.com/cvanaret/UnoThanks for your interest and stay tuned!Further developments (interfaces to Python and JuMP, L-BFGS Hessian approximation, iterative linear solvers, and more) starting in March.#nonconvexoptimization #nonlinearoptimization #cpp #UnoSolver

I will be giving the talk Unifying Nonlinear Optimization at the Zuse-Institut Berlin on May 10 at 12:00 in the lecture hall. Abstract: Iterative methods for nonlinearly constrained optimization usually share common ingredients, such as strategies for computing a descent direction or mechanisms that promote global convergence.We start by introducing…

Sven Leyffer is visiting me at ZIB on Feb 20-24 and will be giving the talk “Solving Massive MIPs Arising in Mixed-Integer Optimal Control” at ZIB on Feb 22 at 4pm. Abstract:Many optimal design and control problem involve the interplay of discrete design variables and physical models that are expressed…

I gave the talk “Unifying nonlinear optimization – a cake metaphor” during the Berlin Postdoc Day 2022 that took at place at the Humboldt Graduate School, Berlin on Nov 3.Thanks to the fantastic organization team for their great work!The slides can be found on ResearchGate.Abstract:Nonlinear optimization is ubiquitous in applications…

My solver Uno (Unifying Nonlinear Optimization) goes open source under the MIT license!Check out https://github.com/cvanaret/Uno Uno is a modular C++17 solver in which nonlinear optimization methods are constructed by combining four generic ingredients:– a constraint relaxation strategy: a systematic way to relax the constraints;– a subproblem: a local approximation of…

You’ll find my ICCOPT slides here. Title: Uno: a modular open-source solver for unifying nonlinear optimizationAbstract:Iterative methods for nonlinear optimization usually share common ingredients, such as strategies to compute a descent direction or mechanisms that promote global convergence. We propose a four-ingredient abstract framework to describe nonlinear optimization methods and…

I will give the talk “Uno: a modular open-source solver for unifying nonlinear optimization” at the ICCOPT conference in July 2022 in Pennsylvania, during which I will release Uno 1.0 as open-source software. After that, I will be headed for Illinois for a week to work with Sven Leyffer at…

J’ai déposé une pétition au Sénat pour que l’élection présidentielle de 2027 soit la première à se dérouler au jugement majoritaire. Le principe du scrutin à jugement majoritaire : chaque candidat(e) reçoit une mention indépendamment des autres, et le/la candidat(e) qui reçoit la mention médiane la plus haute remporte l’élection.…

The first version of the Uno (Unifying Nonlinear Optimization) solver will be released during the ICCOPT 22 conference in July. I will give a talk “Uno: a modular open-source solver for unifying nonlinear optimization” in a session organized by my coauthor Sven Leyffer.