SMAI-MODE 2020: JOURNéES SMAI-MODE 2020

This page contains an index consisting of author-provided keywords.

A
Accelerated methods	On the Interplay between Acceleration and Identification for the Proximal Gradient algorithm
Adaptive therapy	Optimization of Palliative Cancer Therapy: the Logic of Containing Tumors
Adversarial learning	Optimal classifiers for adversarial settings under uncertainty
algebraic number	Paiement d'équilibres algébriques de jeux finis à paiement entier.
Auctions Theory	Optimization in Repeated Mechanisms: Challenges
augmented Lagrangian algorithm	Unconstrained relaxations and duality in global optimization
B
Bi-level optimization	Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem
Bilevel Programming	A DC approach for chance constrained problems
bouncing trajectory phenomenon	Pontryagin maximum principle for optimal sampled-data control problems
Branch-and-Bound	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
branch-and-bound algorithm	Nonconvex Quadratic Optimization with Gurobi
Branching diffusion process	Mean Field Games with Branching
C
Chamber Complex	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
Chance constraints	A DC approach for chance constrained problems
Chattering	Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem
Classification	Optimal classifiers for adversarial settings under uncertainty
closed measures	Long term dynamics of the subgradient optimization method in the non-smooth and non-convex case
Clustering	Spatial DTW: Optimal transport in space and time
Combinatorial Optimization	Algorithmic, Combinatorial, and Geometric Aspects of Linear Optimization
common noise	Finite State Mean Field Games: Common Noise and Selection of Equilibira
Complexity	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
Concavification	Long Information Design
Congestion	A lagrangian discretization for mean field games with congestion
conic	A practical primal-dual interior-point algorithm for nonsymmetric conic optimization
Constrained Nash Equilibrium	Stable Matching Games
Convergence linéaire	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
convex	A practical primal-dual interior-point algorithm for nonsymmetric conic optimization
Coordinate Descent	a Randomized Proximal Gradient Method with Structure-Adapted Sampling
cut locus	Abnormal Trajectory in Optimal Control with Application inHydrodynamics and Geometry
D
Decomposition	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
Decomposition-coordination	A Decomposition Method by Component for the Optimization of Maintenance Scheduling
Deflated Value Iteration	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
descente par coordonnée	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
diffusion	Diffusion on large networks
Discrete Geometry	Algorithmic, Combinatorial, and Geometric Aspects of Linear Optimization
Distance function	Prox-regular sets: separation and metric properties
Dynamic Games	Long Information Design
Dynamic Programming	Tropical dynamic programming for stochastic optimal control The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
dynamic programming principle	Two-player zero-sum deterministic differential game in infinite horizon involving impulse controls with a new QVI
Dynamical systems	Convergence and Dynamical Behavior of the ADAM Algorithm for Non Convex Stochastic Optimization
Déterminant fonctionnel	Maximisation de déterminants de Sturm-Liouville
E
Energy system	EMSx: an Energy Management System numerical benchmark
Entropic regularization	Sinkhorn Divergences for Unbalanced Optimal Transport
Equilibrium	Convergence Analysis of Single-call Extra-Gradient Methods
equilibrium refinement	The evolutionary dynamics of costly signaling
Extra-Gradient	Convergence Analysis of Single-call Extra-Gradient Methods
F
Feasible Games	Stable Matching Games
Fenchel-Moreau conjugacy	Constant Along Primal Rays Conjugacies Suitable for Functions of the Support}
financial equilibrium	Stability of marketable payoffs with re-trading
Finslerian Geometry	Abnormal Trajectory in Optimal Control with Application inHydrodynamics and Geometry
First Hitting Times	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
fonction $\zeta$ spectrale	Maximisation de déterminants de Sturm-Liouville
functional equations	Long Information Design
G
game theory	Paiement d'équilibres algébriques de jeux finis à paiement entier.
Games	Optimal classifiers for adversarial settings under uncertainty
Global Optimization	Unconstrained relaxations and duality in global optimization Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
H
Hamilton-Jacobi equations	Primal-Dual algorithm for Lambertian Shape from Shading
Hamiltonian continuity	Pontryagin maximum principle for optimal sampled-data control problems
Hitting time analysis	A stochastic Lanvegin sampling approach to Median of Means estimation
HJB Equations	HJB equations on stratified domains
Hopf extension theorem	On Sustainable Equilibria
Hyperparameter optimization	Interior point methods for logistic regression
Hyperparameter selection	Hyperparameter selection for the Lasso with gradient descent
I
Identification	a Randomized Proximal Gradient Method with Structure-Adapted Sampling On the Interplay between Acceleration and Identification for the Proximal Gradient algorithm
Impulse controls	Two-player zero-sum deterministic differential game in infinite horizon involving impulse controls with a new QVI
Incomplete information	Learning in Dynamic Routing Games with Symmetric Incomplete Information
Index of equilibria	On Sustainable Equilibria
index theory	The evolutionary dynamics of costly signaling
Infinite horizon optimal control problem	Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and reconstruction of optimal trajectories
Information Design	Long Information Design
Interior Point Methods	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
interior-point methods	A practical primal-dual interior-point algorithm for nonsymmetric conic optimization
K
Kernel methods	Hard Shape-Constrained Kernel Regression
Knitro	Interior point methods for logistic regression
L
Lagrangian discretization	A lagrangian discretization for mean field games with congestion
Langevin sampler	A stochastic Lanvegin sampling approach to Median of Means estimation
last iterate	Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
Layered Least Squares	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
Linear Matroid	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
Linear Programming	A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
Logistic regression	Interior point methods for logistic regression
long-term assets	Stability of marketable payoffs with re-trading
M
Machine learning	Optimization in Repeated Mechanisms: Challenges
Maintenance scheduling	A Decomposition Method by Component for the Optimization of Maintenance Scheduling
Mathematical economics	Stability of marketable payoffs with re-trading
Mathematical oncology	Optimization of Palliative Cancer Therapy: the Logic of Containing Tumors
Mean Field Games	A lagrangian discretization for mean field games with congestion Finite State Mean Field Games: Common Noise and Selection of Equilibira Mean Field Games with Branching Discrete-time MFGs with risk-averse agents
Mean Payoff Stochastic Games	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
Median of Means	A stochastic Lanvegin sampling approach to Median of Means estimation
Microbial growth	Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem
Model-based methods	A stochastic Levenberg-Marquardt Method Using Random Models
Multi-objective programming	Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and reconstruction of optimal trajectories
Multistage	A dynamic formulation for the crude oil procurement problem
Multistage Stochastic programming	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
méthode primale-duale	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
N
N-Vortex problem	Abnormal Trajectory in Optimal Control with Application inHydrodynamics and Geometry
Nash equilibrium	Paiement d'équilibres algébriques de jeux finis à paiement entier.
networks	Diffusion on large networks
Non cooperative finite games	On Sustainable Equilibria
Non-linear programming	Interior point methods for logistic regression
Non-parametric regression	Hard Shape-Constrained Kernel Regression
Non-smooth optimization	Hyperparameter selection for the Lasso with gradient descent
nonconvex optimization	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems Convergence and Dynamical Behavior of the ADAM Algorithm for Non Convex Stochastic Optimization Nonconvex Quadratic Optimization with Gurobi
nonlinear programming	Unconstrained relaxations and duality in global optimization
Nonsmooth Analysis	HJB equations on stratified domains
Nonsmooth Optimization	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems a Randomized Proximal Gradient Method with Structure-Adapted Sampling
Normal fan	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
Numerical benchmark	EMSx: an Energy Management System numerical benchmark
O
online convex optimization	Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
opinion dynamics	Diffusion on large networks
Optimal Control	Optimistic planning algorithm for some state-constrained optimal control problems Optimization of Palliative Cancer Therapy: the Logic of Containing Tumors About optimal crop irrigation planing under water scarcity Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem Pontryagin maximum principle for optimal sampled-data control problems HJB equations on stratified domains
Optimal Power Flow	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
optimal sampling times	Pontryagin maximum principle for optimal sampled-data control problems
optimal synthesis	Abnormal Trajectory in Optimal Control with Application inHydrodynamics and Geometry
Optimal transport	Sinkhorn Divergences for Unbalanced Optimal Transport Spatial DTW: Optimal transport in space and time A lagrangian discretization for mean field games with congestion
Optimisation globale	Calcul de bornes dans LocalSolver pour des problèmes non-linéaires mixtes et multi-objectifs
Optimistic Optimization	Optimistic planning algorithm for some state-constrained optimal control problems
Optimization	Long term dynamics of the subgradient optimization method in the non-smooth and non-convex case A practical primal-dual interior-point algorithm for nonsymmetric conic optimization Constant Along Primal Rays Conjugacies Suitable for Functions of the Support} Hyperparameter selection for the Lasso with gradient descent Optimal classifiers for adversarial settings under uncertainty Primal-Dual algorithm for Lambertian Shape from Shading
Optimization Algorithms	Algorithmic, Combinatorial, and Geometric Aspects of Linear Optimization
opérateur de Schrödinger	Maximisation de déterminants de Sturm-Liouville
P
Pairwise stability	Sequential network formation: new stability concepts
Pharmacoresistance	Optimization of Palliative Cancer Therapy: the Logic of Containing Tumors
Planning	Optimistic planning algorithm for some state-constrained optimal control problems
Polyhedron	The polyhedral structure and complexity of multistage stochastic linear programming with general cost distribution
Pontryagin Maximum Principle	Parameter Estimation for Dynamic Resource Allocation in Microorganisms: A Bi-level Optimization Problem Pontryagin maximum principle for optimal sampled-data control problems
potential games	Finite State Mean Field Games: Common Noise and Selection of Equilibira
Power System	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
Probabilistic properties	A stochastic Levenberg-Marquardt Method Using Random Models
Prox-regular sets	Prox-regular sets: separation and metric properties
Proximal Gradient	On the Interplay between Acceleration and Identification for the Proximal Gradient algorithm
Q
quadratic optimization	Nonconvex Quadratic Optimization with Gurobi
Quadratic Reformulation	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
R
Rational learning	Learning in Dynamic Routing Games with Symmetric Incomplete Information
re-traded assets	Stability of marketable payoffs with re-trading
Reeb foliation	Abnormal Trajectory in Optimal Control with Application inHydrodynamics and Geometry
regret analysis	Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
Relaxed control	Mean Field Games with Branching
Repeated games	Learning in Dynamic Routing Games with Symmetric Incomplete Information
replicator dynamics	The evolutionary dynamics of costly signaling
Risk measure	A dynamic formulation for the crude oil procurement problem Discrete-time MFGs with risk-averse agents
Robust estimation	A stochastic Lanvegin sampling approach to Median of Means estimation
Routing games	Learning in Dynamic Routing Games with Symmetric Incomplete Information
running state constraints	Pontryagin maximum principle for optimal sampled-data control problems
S
sampled-data control	Pontryagin maximum principle for optimal sampled-data control problems
selection	Finite State Mean Field Games: Common Noise and Selection of Equilibira
Semi-Definite Programming	Solving Alternative Current Optimal Power Flow to Global Optimality with Quadratic Reformulation Using Semi-Definite Programming and Branch-and-Bound
Semi-Lagrangian scheme	Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and reconstruction of optimal trajectories
Separation	Prox-regular sets: separation and metric properties
Sequential network formation	Sequential network formation: new stability concepts
Session industrielle	Optimization in Repeated Mechanisms: Challenges
Shape constraints	Hard Shape-Constrained Kernel Regression
Shape from Shading	Primal-Dual algorithm for Lambertian Shape from Shading
signaling games	The evolutionary dynamics of costly signaling
Sinkhorn divergence	Sinkhorn Divergences for Unbalanced Optimal Transport
Smart Grids	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids
Solveur	Calcul de bornes dans LocalSolver pour des problèmes non-linéaires mixtes et multi-objectifs
sous-régularité métrique	Sur la convergence de la méthode du gradient hybride primal-dual stochastique
sparse optimization	Constant Along Primal Rays Conjugacies Suitable for Functions of the Support}
Sparsity	Hyperparameter selection for the Lasso with gradient descent
stability	Stability of marketable payoffs with re-trading
Stable Matching	Stable Matching Games
state constraint	About optimal crop irrigation planing under water scarcity
State constraints	Optimistic planning algorithm for some state-constrained optimal control problems
Stochastic approximation with constant step	Convergence and Dynamical Behavior of the ADAM Algorithm for Non Convex Stochastic Optimization
Stochastic control	Decomposition of a high dimensional stochastic optimization problem and application to flexible devices in the context of Smart Grids Discrete-time MFGs with risk-averse agents
Stochastic Optimal Control	Tropical dynamic programming for stochastic optimal control
Stochastic optimization	A dynamic formulation for the crude oil procurement problem EMSx: an Energy Management System numerical benchmark A stochastic Levenberg-Marquardt Method Using Random Models A Decomposition Method by Component for the Optimization of Maintenance Scheduling Online and Stochastic Optimization Beyond Lipschitz Continuity: A Riemannian Approach
Stochastic Programming	A nonlinearly-constrained bundle method for nonconvex chance-constrained problems A DC approach for chance constrained problems
Stopping Problem	A dynamic formulation for the crude oil procurement problem
Subgame perfect equilibrium	Sequential network formation: new stability concepts
subgradient method	Long term dynamics of the subgradient optimization method in the non-smooth and non-convex case
T
Time series	Spatial DTW: Optimal transport in space and time
Trajectory reconstruction	Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and reconstruction of optimal trajectories
Tropical algebra	Tropical dynamic programming for stochastic optimal control
U
Unbalanced OT	Sinkhorn Divergences for Unbalanced Optimal Transport
unconstrained optimization	Unconstrained relaxations and duality in global optimization
V
Variables mixtes	Calcul de bornes dans LocalSolver pour des problèmes non-linéaires mixtes et multi-objectifs
Variance Reduction	Solving Perfect Information Mean Payoff Zero-sum Stochastic Games by Variance Reduced Deflated Value Iteration
Variational Analysis	Prox-regular sets: separation and metric properties
Variational formulation	A lagrangian discretization for mean field games with congestion
Variational Inequality	Convergence Analysis of Single-call Extra-Gradient Methods
viscosity solutions	Two-player zero-sum deterministic differential game in infinite horizon involving impulse controls with a new QVI
W
water management	About optimal crop irrigation planing under water scarcity
Web advertising	Optimization in Repeated Mechanisms: Challenges
Wolfe duality	Unconstrained relaxations and duality in global optimization

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