Dr. Michel Baes
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.
List of publications
Spectral Functions and Smoothing Techniques on Jordan Algebras
Book edited by Lambert Academic Publishing, ISBN 978-3-8383-1210-1, 268p.
- (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.
- (With M. Buergisser), An acceleration procedure for optimal first-order methods, submitted.
- (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.
- (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.
- (With G. Pope and C. Studer), Coherence-Based Recovery Guarantees for Generalized Basis-Pursuit De-Quantizing, Proceedings of ICASSP 2012, pp 3669-3672.
- (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.
- (With A. Fertis and H.-J. Luethi) Robust Risk Management, European Journal of Operations Research 222(3), pp 663-672, 2012.
- (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.
- (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.
- 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.
- (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.
- (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.
- 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.
- A good stochastic approach for the Iterative Prisoner's Dilemma, Proceedings of the 7th Workshop on Dynamics and Computations, Leuven, October 2003, p 6.
- Estimate sequence methods: extensions and approximations, Internal report, IFOR, ETH. ((Very) extended version of Estimate sequence methods)
- (With M. Buergisser), A fresh view on multiplicative weights update method, Internal report, IFOR, ETH.
- (With M. Buergisser), Smoothing techniques for solving semidefinite programs with many constraints, Internal report, IFOR, ETH.
- Estimate sequence methods, ESAT-SISTA Internal report No. 08-164, KULeuven.
- Bouligand and Clarke subdifferentials of spectral mappings in Euclidean Jordan algebras, ESAT-SISTA Internal report No. 08-162, KULeuven.
- Smoothing techniques on Jordan algebras, CORE Discussion Paper 2006/13.
- Spectral functions on Jordan algebras: differentiability and convexity properties, CORE Discussion Paper 2004/16.
Note: CORE Discussion Papers are subject to a reviewing process
I am currently giving a course on Convex Optimization. Please check the webpage of the course for slides and other stuffs.