I obtained my Engineer degree in Computer Science and Applied Mathematics from the French Engineering School INP-ENSEEIHT, as well as my Master Degree in Computer Science.
Main topics: Probabilistic properties and complexity analysis in derivative-free optimization.
The first axis of my thesis was the introduction of randomness in derivative-free optimization methods. I was particularly interested in the theoretical guarantees one could provide for such frameworks by considering probabilistic properties, yet the impact on practical performance was also of critical importance.
The second main interest of my thesis is the extraction of relevant information from the complexity analysis of derivative-free algorithms, either in a deterministic or a probabilistic context. The goal was to identify possible issues with those methods and provide a guidance for developing new variants.
I successfully defended my thesis, entitled Derivative-Free Optimization Methods based on Probabilistic and Deterministic Properties: Complexity Analysis and
Numerical Relevance, on November 4th in Toulouse. Jean-Baptiste Hiriart-Urruty was the president of the evaluation committee, which also included my two reviewers, Samir Adly and Amir Beck, Anne Gazaix (AIRBUS - IRT Saint Exupéry), Jean-Baptiste Caillau as well as my advisors, Serge Gratton and Luís Nunes Vicente.
My thesis is still in press, but you can contact me to receive a copy. The defence slides are available here.
Articles in refereed journals
A second-order globally convergent direct-search method and its worst-case complexity
S. Gratton , C. W. Royer and L. N. Vicente.
Optimization , 65(6):1105-1128, 2016.
Direct search based on probabilistic descent
S. Gratton , C. W. Royer, L. N. Vicente and Z. Zhang.
SIAM Journal on Optimization, 25(3):1515-1541, 2015.
On the injectivity and nonfocal domains of the ellipsoid of revolution
J.-B. Caillau and C. W. Royer.
Geometric Control Theory and Sub-Riemannian Geometry, 73-86, Springer, 2014
Proceedings of the INDAM meeting on Geometric Control and sub-Riemannian geometry, May 2012.
Derivative-Free Optimization Methods based on Probabilistic and Deterministic Properties: Complexity Analysis and Numerical Relevance.
C.W. Royer, University of Toulouse, Novembre 2016 (In press).
Probabilistic Analysis of Derivative-Free Methods Slides
WID-DOW Seminar, Wisconsin Institute for Discovery, 2016, Madison, WI, USA.
LANS Seminar, Argonne National Laboratory, 2016, Lemont, IL, USA.
This talk is based on joint works with S. Gratton, L. N. Vicente and Z. Zhang.
From First to Second-Order Quality Measures in Direct-Search Methods Slides
Days of the GDR MOA (CNRS Optimization activity group), 2015, Dijon, France.
13th EUROPT Workshop, 2015, Edinburgh, United Kingdom.
Co-authors : S. Gratton and L. N. Vicente.
Direct Search Using Probabilistic Descent Slides (A French version)
ISMP 2015 , Pittsburgh, PA, USA.
Optimization 2014 , Guimarães, Portugal.
Convex Optimization and Beyond (Poster), 2014, Edinburgh, United Kingdom.
ICCOPT 2013 , Lisbon, Portugal.
Co-authors : S. Gratton, L. N. Vicente and Z. Zhang.
My teaching activities took place from 2013 to 2016 in the Computer Science and Applied Mathematics Department (IMA in French) at INP-ENSEEIHT. They were supported by the CIMI Excellence Laboratory.
Unless otherwise stated, I was involved in those activities during the three years of my Ph.D.
INP-ENSEEIHT, 1st year IMA
Practical in MATLAB based on linear algebra aspects from the course of Hilbertian Analysis.
Analysis Tutorials (2015-2016)
Tutorial classes focused on ensembles, studies of functions of one variable and topology.
Differential Calculus (2013-2015)
Tutorial sessions related to the associated course, covering aspects of differential calculus in finite and infinite dimension.
INP-ENSEEIHT, 2nd year IMA
Krylov Space methods
MATLAB Project on variants of the GMRES method.
PDE Discretization techniques
Practical, finite element implementations in MATLAB.
Practical parallel programming using OpenMP.
MATLAB Practical and Project on continuous optimization.
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