RandOpt Team - Inria Saclay - Île-de-France
CMAP, Ecole Polytechnique
Route de Saclay, 91128 Palaiseau - France
+33 (0)1 69 33 45 91
anne _dot_ auger _at_ inria _dot_ fr
Since December 2016, we are part of a new Inria team, RandOpt
, located at the CMAP
applied mathematics laboratory of Ecole Polytechnique
I defended my HDR ("Habilitation à Diriger des Recherches") entitled ''Analysis of Comparison-based Stochastic Continuous Black-Box Optimization Algorithms
Friday, February 5th 2016 at 10am in the building 660 of the Paris-South University.
The manuscript can be found here
Open positions - Thesis and Internship proposals
If you are a motivated student with a strong interest in research and a strong theoretical background do not hesitate to contact me for possible master's thesis, internships and PhD thesis.
A list of possible topics proposed within the RandOpt team is also presented here (non exhaustive).
I am interested in numerical black-box optimization where derivatives are not available.
I am focusing especially on adaptive stochastic black-box optimization algorithms or randomized search methods like Evolution Strategies whose probably most prominent
algorithm is the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). My research interests include:
Derivative-Free and Function-Value Free Optimization
- theoretical analysis of stochastic optimization algorithms (in particular using Markov chains). I am particularly interested in theory that supports rigorous understanding of real algorithms
- benchmarking of continuous black-box algorithms (see the COCO platform)
- design of new algorithms
- applications (as a source of inspiration for interesting problems)
- multi-objective optimization
The methods I am focusing on are Derivative-Free Optimization methods, i.e. address the question of solving an optimization problem in a black-box scenario without derivatives. However most often the methods do not exploit
exact function values but just the intrinsic ranking of candidate solutions. The methods are called rank-based, comparison-based or function-value free (FVF)
. Example of FVF methods are the Nelder Mead simplex algorithm or Pattern search methods and Evolution Strategies.
- Derivative Free Optimization class of the Paris-Saclay Optimization master, 2016 - 2017 (shared with L. Dumas)
- Advanced Optimization, Paris-Saclay Master 2 Informatique - Parcours Apprentissage, Information et Contenu (AIC) 2016 - 2017 (shared with D. Brockhoff)
- Introduction to Optimization, Paris-Saclay Master 2 Informatique - Parcours Apprentissage, Information et Contenu (AIC) 2016 - 2017 (shared with D. Brockhoff)
Special Sessions & Workshop Organizations
Black-Box Optimization Benchmarking (BBOB) Workshops
- BBOB 2017 workshop at GECCO in Berlin, Germany, July 2017
- BBOB 2016 workshop at GECCO in Denver, USA, July 2016
- CEC BBOB workshop 2015 workshop at CEC 2015 in Japan, 25th-28th of May 2015
- BBOB 2013 workshop as part of ACM GECCO 2013 conference in Amsterdam, July 06, 2013
- BBOB 2012 workshop as part of ACM GECCO 2012 conference in Philadelphia, July 07, 2012
- BBOB 2010 workshop as part of ACM GECCO 2010 conference in Portland, July 07, 2010
- BBOB 2009 workshop as part of ACM GECCO 2009 conference in Montreal, July, 2009
PhD Students and Postdocs
- Asma Atamna 2013 - 2017. Now postdoc at Inria.
- Ouassim Ait El Hara 2012 -
- Alexandre Chotard 2011 - 2015. Now postdoc at KTH Royal Institute of Technology, Stockholm.
- Youhei Akimoto 2011 - 2013. Now Assistant professor in Sinshu University.
- Zyed Bouzarkouna 2008 - 2012 (Cifre PhD with IFP). Now Reservoir Engineer TOTAL.
- Jebalia Mohamed (2004 - 2008). Now assistant Professor at King Faisal University, Saudi Arabia.
I am a permanent researcher at Inria in the Saclay-Ile-de-France center located 30 kilometers south from Paris. Since December 2016, I am the head of the RandOpt team, joint team between Inria and the applied mathematics department of Ecole polytechnique (CMAP).
Before starting as a researcher at Inria in 2006, I was a postdoctoral researcher at ETH (in Zurich) in the Computational Laboratory (CoLab).
Prior to that, I studied Mathematics in Toulouse and then Paris. I received the diploma degree in Mathematics from the University of Paris 6 in 2001,
with a specialisation in Numerical Analysis for my Master. I also spent one year (1999-2000) preparing the high school teaching competition in
Mathematics (Agrégation de Mathématiques) at the University Paris 11 (Orsay)-highest competitive exam for teachers in mathematics. I obtained the agregation of mathematics in 2000. I pursued a Ph.D. (2001-2004)
under the supervision of C.Le Bris and M.Schoenauer. I obtained the Dr. Mathematics degree from the University Paris 6 in 2004.