Tangi Migot

Tangi Migot

Computational Mathematician

Summer 2020 Publications

less than 1 minute read

Published:

Two publications have been accepted this summer: On approximate stationary points of the regularized mathematical program with complementarity constraints in JOTA and The new butterfly relaxation method for mathematical programs with complementarity constraints in the proceedings of the Indo-French seminar. These works are the theoretical basis toward the computation of M-stationary points of the MPCC. I also continue to update the Julia:

  • MPCC.jl Set of tools to model the mathematical program with complementarity/switching/vanishing constraints following the NLPModels structure and with basic tools to use the Stopping framework.
  • MPCCSolver.jl A set of algorithms to solve the models from MPCC.jl.

I also had the pleasure to present A differential inclusion approach to mineral precipitation-dissolution reactions in geochemistry in collaboration with Jocelyne Erhel and Bastien Hamlat in the online Workshop Variational Methods in Nonlinear Phenomena. This work is part of Bastien’s Ph.D. thesis that he successfully defended this month, Congrats!!!

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ARCqK published in Mathematical Programming

3 minute read

Published:

I am thrilled to share that the article Scalable adaptive cubic regularization methods has been published in the journal Mathematical Programming, Series A. This has been a really exciting journey with my co-authors Jean-Pierre Dussault and Dominique Orban on this really exciting work that I hope will help explore the numerical possibilities of ARC methods. The proposed implementation is a perfect fit for large-scale application as it solves the subproblem inexactly and only required Hessian-vector products, so no need to evaluate and store the Hessian matrix. As usual, the code has been done in Julia and is available in the folder paper in the Github repository AdaptiveRegularization.jl. Full text published version available from here, enjoy!

Looking Back at the Winter Session

4 minute read

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In the world of numerical optimization, the quest for efficiency, accuracy, and innovation never ceases. At Polytechnique Montréal, students embarking on their educational journey have a unique opportunity to explore this dynamic field through the course MTH8408 Méthodes d’optimisation et contrôle optimal. This course, which I had the privilege of teaching during the winter session of 2023, delves into the depths of numerical methods for optimization, variational calculus, and optimal control.

Unveiling JuliaSmoothOptimizers at JuMP-dev Workshop, JuliaCon 2023

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I am thrilled to share my experiences from the recent JuMP-dev workshop that took place at the JuliaCon 2023, held at MIT in Boston, USA. As a passionate researcher in the field of numerical optimization, this year’s conference was particularly special for me, as it marked my first in-person attendance after the previous year’s online edition (read about it here). You can check the replay of my talk on youtube.

PDENLPModels.jl published in JOSS

4 minute read

Published:

I am very happy to announce the publication in the Journal of Open Source Software of the paper PDENLPModels.jl: A NLPModel API for optimization problems with PDE-constraints.