Olivier Fercoq

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Preprints

arXiv:1609.07358 Restarting accelerated gradient methods with a rough strong convexity estimate O. Fercoq and Z. Qu, 2016.

arXiv:1507.06243v4 A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization Q. Tran-Dinh, O. Fercoq and V. Cevher, 2016.

arXiv:1606.02702 Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression, E. Ndiaye, O. Fercoq, A. Gramfort, V. Leclère and J. Salmon, 2016.

arXiv:1508.04625 A Coordinate Descent Primal-Dual Algorithm with Large Step Size and Possibly Non Separable Functions, O. Fercoq and P. Bianchi, 2015.

arXiv:1309.5885 Smooth minimization of nonsmooth functions with parallel coordinate descent methods, O. Fercoq and P. Richtárik, 2013.

Papers and book chapters

journal paper Physiologically structured cell population dynamic models with applications to combined drug delivery optimisation in oncology, J. Clairambault and O. Fercoq. Mathematical Modelling of Natural Phenomena, 11(6), 2016.

conference paper Using Big Steps in Coordinate Descent Primal-Dual Algorithms, P. Bianchi and O. Fercoq. In Proc. of the Conference on Decision and Control, 2016.

conference paper Joint quantile regression in vector-valued RKHSs, M. Sangnier, O. Fercoq and F. d'Alché-Buc. In Proc. of the conference on Neural Information Processing Systems, 2016

conference paper GAP Safe Screening Rules for Sparse-Group-Lasso, E. Ndiaye, O. Fercoq, A. Gramfort and J. Salmon. In Proc. of the conference on Neural Information Processing Systems, 2016

conference paper SDNA: Stochastic Dual Newton Ascent for Empirical Risk Minimization, Z. Qu, P. Richtárik, M. Takáč and O. Fercoq. In Proc. of the International Conference on Machine Learning, 2016.

journal paper Accelerated, parallel and proximal coordinate descent, O. Fercoq and P. Richtárik. SIAM J on Optimization, 25(4), 1997–2023, 2015. This paper was awarded the second prize of the 2015 IMA Leslie Fox Prize in numerical analysis and will be also published in the SIGEST section of SIAM Review.

conference paper GAP Safe screening rules for sparse multi-task and multi-class models, E. Ndiaye, O. Fercoq, A. Gramfort and J. Salmon. In Proc. of the conference on Neural Information Processing Systems, 2015.

conference paper Mind the duality gap: safer rules for the Lasso, O. Fercoq, J. Salmon and A. Gramfort. In Proc. of the International Conference on Machine Learning, 2015.

conference paper Fast Distributed Coordinate Descent for Non-Strongly Convex Losses. O. Fercoq, Z. Qu, P. Richtárik and M. Takáč. In Proc. of the IEEE international workshop on Machine Learning for Signal Processing (MLSP), 6 pages, 2014.

journal paper Synchronisation and control of proliferation in cycling cell population models with age structure, F. Billy, J. Clairambault, O. Fercoq, S. Gaubert, T. Lepoutre, T. Ouillon and S. Saito, Mathematics and Computers in Simulation, 96, pages 66-94, 2014, doi:10.1016/j.matcom.2012.03.005

journal paper Perron vector optimization applied to search engines, O. Fercoq, Applied Numerical Mathematics, 75, pages 77-99, 2014. doi:10.1016/j.apnum.2012.12.006

journal paper Ergodic Control and Polyhedral approaches to PageRank Optimization, O. Fercoq, M. Akian, M. Bouhtou and S. Gaubert, IEEE Transactions on Automatic and Control, 58(1), pages 134-148, 2013. doi:10.1109/TAC.2012.2226103.

conference paper Parallel coordinate descent for the Adaboost problem, O. Fercoq, in Proc of the International Conference on Machine Learning and Applications (ICMLA), 2013.

conference paper PageRank optimization applied to spam detection, O. Fercoq, in 6th International conference on NETwork Games, COntrol and OPtimization (Netgcoop), 2012.

book chapter Optimisation of Cancer Drug Treatments Using Cell Population Dynamics, F. Billy, J. Clairambault and O. Fercoq, pp.257-299 in: Mathematical Methods and Models in Biomedicine, edited by U. Ledzewicz, H. Schättler, A. Friedman and E. Kashdan, Springer, 2013.

conference paper Proliferation in Cell Population Models with Age Structure, F. Billy, J. Clairambault, O. Fercoq, S. Gaubert, T. Lepoutre and T. Ouillon, Numerical Analysis and Applied Mathematics ICNAAM 2011, AIP Conf. Proc. 1389, 1212-12 15

PhD thesis

Optimization of Perron eigenvectors and applications: from web ranking to chronotherapeutics, 17 September 2012, Ecole Polytechnique, France. Jury: Marianne Akian (co-supervisor), Konstantin Avratchenkov (reviewer), Mustapha Bouhtou (co-supervisor), Jean Clairambault (president of the jury), Michel De Lara (examiner), Stephane Gaubert (supervisor), Roberto Tempo (examiner) and Paul Van Dooren (reviewer). Slides

Best PhD Thesis Prize awarded by the Gaspard Monge Program for Optimization and Operations Research, sponsored by ROADEF (French Operations Research Society) and SMAI (French Society for Industrial and Applied Mathematics).

Technical reports

arXiv:1205.6727: Convergence of Tomlin's HOTS algorithm, O. Fercoq, 2012.

Universal coordinate descent and line search for parallel coordinate descent. O. Fercoq and P. Richtárik. Available on request.

Design by Marion Chagne-Fercoq