Dr. Michel Baes

Research interests 

I am interested in Convex Optimization, and especially in the design of efficient algorithms for structured convex problems. I am also interested in convex modelling, with a particular emphasis on Semidefinite Optimization and, more generally, in Symmetric Programming.

CV

List of publications

Book

Spectral Functions and Smoothing Techniques on Jordan Algebras

Book edited by Lambert Academic Publishing, ISBN 978-3-8383-1210-1, 268p.

Papers

1. (With T.Oertel, C. Wagner, and R. Weismantel), Mirror-Descent Methods in Mixed-Integer Convex Optimization, in M. Jünger and G. Reinelt, "Facets of Combinatorial Optimization -
   Festschrift for Martin Grötschel", Springer, 2013, to appear.
2. (With M. Buergisser), An acceleration procedure for optimal first-order methods, submitted.
   
3. (With M. Buergisser and A. Nemirovski), A randomized Mirror-Prox method for solving structured large-scale matrix saddle-point problems, Accepted for publication in the SIAM Journal on Optimization.
   
4. (With M. Buergisser) Hedge algorithm and Dual Averaging schemes, Accepted for publication in Mathematical Methods of Operations Research; doi: 10.1007/s00186-012-0418-1.
5. (With G. Pope and C. Studer), Coherence-Based Recovery Guarantees for Generalized Basis-Pursuit De-Quantizing, Proceedings of ICASSP 2012, pp 3669-3672.
6. (With A. Del Pia, Y. Nesterov, S. Onn, and R. Weismantel) Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes. Mathematical Programming 134(1), pp 305-322, 2012.
7. (With A. Fertis and H.-J. Luethi) Robust Risk Management, European Journal of Operations Research 222(3), pp 663-672, 2012.
8. (With A. Fertis and H.-J. Luethi) The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios, Proceedings of the International Conference on Operations Research (OR 2011), pp 173-178, 2011.
9. (With D. Adjiashvili and P. Rostalski) Removing redundant quadratic constraints, Proceedings of the 3rd International Congress on Mathematical Software, Lecture Notes in Computer Science n. 6327, pp 270-281.
   
10. Semidefinite representability of the trace of totally positive Laurent polynomial matrix functions, Proceedings of Algorithmy 2009, 18th Conference on Scientific Computing, Podbanske, Slovakia, March 2009, pp 412-418.
11. (With M. Diehl and O. Agueldo) Positive Polynomial Constraints for POD-based Model Predictive Controllers, IEEE Trans. on Automatic Control 54(5), pp 988-999, 2009.
12. (With M. Diehl and I. Necoara) Every Continuous Nonlinear Control System Can Be Obtained by Parametric Convex Programming, IEEE Trans. on Automatic Control, 53(8), pp 1963-1967, 2008.
13. Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras, Linear Algebra and its Applications, 422(2-3), pp 664-700, 2007.
14. A good stochastic approach for the Iterative Prisoner's Dilemma, Proceedings of the 7th Workshop on Dynamics and Computations, Leuven, October 2003, p 6.

Manuscripts

1. Estimate sequence methods: extensions and approximations, Internal report, IFOR, ETH. ((Very) extended version of Estimate sequence methods)
   
2. (With M. Buergisser), A fresh view on multiplicative weights update method, Internal report, IFOR, ETH.
3. (With M. Buergisser), Smoothing techniques for solving semidefinite programs with many constraints, Internal report, IFOR, ETH.
4. Estimate sequence methods, ESAT-SISTA Internal report No. 08-164, KULeuven.
   
5. Bouligand and Clarke subdifferentials of spectral mappings in Euclidean Jordan algebras, ESAT-SISTA Internal report No. 08-162, KULeuven.
6. Smoothing techniques on Jordan algebras, CORE Discussion Paper 2006/13.
7. Spectral functions on Jordan algebras: differentiability and convexity properties, CORE Discussion Paper 2004/16.
   

Note: CORE Discussion Papers are subject to a reviewing process

Teaching

I am currently giving a course on Convex Optimization. Please check the webpage of the course for slides and other stuffs.