Olivier Fercoq

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 48

Top Topics

Semidefinite Programming

Quantile Regression

Convex Minimization

Top Venues

Publications

Olivier Fercoq
Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient. Open J. Math. Optim. 4 (2023)
Thomas Pethick, Olivier Fercoq, Puya Latafat, Panagiotis Patrinos, Volkan Cevher
Solving stochastic weak Minty variational inequalities without increasing batch size. CoRR (2023)
Thomas Pethick, Olivier Fercoq, Puya Latafat, Panagiotis Patrinos, Volkan Cevher
Solving stochastic weak Minty variational inequalities without increasing batch size. ICLR (2023)
Thomas Pethick, Puya Latafat, Panagiotis Patrinos, Olivier Fercoq, Volkan Cevher
Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems. CoRR (2023)
Ion Necoara, Olivier Fercoq
Linear Convergence of Random Dual Coordinate Descent on Nonpolyhedral Convex Problems. Math. Oper. Res. 47 (4) (2022)
Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher
On the Convergence of Stochastic Primal-Dual Hybrid Gradient. SIAM J. Optim. 32 (2) (2022)
Thomas Pethick, Puya Latafat, Panos Patrinos, Olivier Fercoq, Volkan Cevher
Escaping limit cycles: Global convergence for constrained nonconvex-nonconcave minimax problems. ICLR (2022)
Antoine Back, Paul Chollet, Olivier Fercoq, Patricia Desgreys
Power-aware feature selection for optimized Analog-to-Feature converter. Microelectron. J. 122 (2022)
Alp Yurtsever, Joel A. Tropp, Olivier Fercoq, Madeleine Udell, Volkan Cevher
Scalable Semidefinite Programming. SIAM J. Math. Data Sci. 3 (1) (2021)
Olivier Fercoq
A generic coordinate descent solver for non-smooth convex optimisation. Optim. Methods Softw. 36 (6) (2021)
Eugène Ndiaye, Olivier Fercoq, Joseph Salmon
Screening Rules and its Complexity for Active Set Identification. CoRR (2020)
Louis Faury, Marc Abeille, Clément Calauzènes, Olivier Fercoq
Improved Optimistic Algorithms for Logistic Bandits. CoRR (2020)
Antoine Back, Paul Chollet, Olivier Fercoq, Patricia Desgreys
Feature selection algorithms for flexible analog-to-feature converter. NEWCAS (2020)
Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher
Random extrapolation for primal-dual coordinate descent. ICML (2020)
Quoc Tran-Dinh, Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher
An adaptive primal-dual framework for nonsmooth convex minimization. Math. Program. Comput. 12 (3) (2020)
Olivier Fercoq, Zheng Qu
Restarting the accelerated coordinate descent method with a rough strong convexity estimate. Comput. Optim. Appl. 75 (1) (2020)
Louis Faury, Marc Abeille, Clément Calauzènes, Olivier Fercoq
Improved Optimistic Algorithms for Logistic Bandits. ICML (2020)
Ahmet Alacaoglu, Olivier Fercoq, Volkan Cevher
Random extrapolation for primal-dual coordinate descent. CoRR (2020)
Louis Faury, Clément Calauzènes, Olivier Fercoq, Syrine Krichene
Improving Evolutionary Strategies with Generative Neural Networks. CoRR (2019)
Eugène Ndiaye, Tam Le, Olivier Fercoq, Joseph Salmon, Ichiro Takeuchi
Safe Grid Search with Optimal Complexity. ICML (2019)
Olivier Fercoq, Pascal Bianchi
A Coordinate-Descent Primal-Dual Algorithm with Large Step Size and Possibly Nonseparable Functions. SIAM J. Optim. 29 (1) (2019)
Francesco Locatello, Alp Yurtsever, Olivier Fercoq, Volkan Cevher
Stochastic Frank-Wolfe for Composite Convex Minimization. NeurIPS (2019)
Olivier Fercoq, Ahmet Alacaoglu, Ion Necoara, Volkan Cevher
Almost surely constrained convex optimization. ICML (2019)
Alp Yurtsever, Olivier Fercoq, Volkan Cevher
A Conditional-Gradient-Based Augmented Lagrangian Framework. ICML (2019)
Louis Faury, Clément Calauzènes, Olivier Fercoq
Benchmarking GNN-CMA-ES on the BBOB noiseless testbed. GECCO (Companion) (2019)
Francesco Locatello, Alp Yurtsever, Olivier Fercoq, Volkan Cevher
Stochastic Conditional Gradient Method for Composite Convex Minimization. CoRR (2019)
Alp Yurtsever, Olivier Fercoq, Francesco Locatello, Volkan Cevher
A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming. ICML (2018)
Louis Faury, Flavian Vasile, Clément Calauzènes, Olivier Fercoq
Neural Generative Models for Global Optimization with Gradients. CoRR (2018)
Eugène Ndiaye, Tam Le, Olivier Fercoq, Joseph Salmon, Ichiro Takeuchi
Safe Grid Search with Optimal Complexity. CoRR (2018)
Mathurin Massias, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
Generalized Concomitant Multi-Task Lasso for Sparse Multimodal Regression. AISTATS (2018)
Quoc Tran-Dinh, Olivier Fercoq, Volkan Cevher
A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization. SIAM J. Optim. 28 (1) (2018)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
Gap Safe Screening Rules for Sparsity Enforcing Penalties. J. Mach. Learn. Res. 18 (2017)
Ahmet Alacaoglu, Quoc Tran-Dinh, Olivier Fercoq, Volkan Cevher
Smooth Primal-Dual Coordinate Descent Algorithms for Nonsmooth Convex Optimization. NIPS (2017)
Maxime Sangnier, Olivier Fercoq, Florence d'Alché-Buc
Data sparse nonparametric regression with ε-insensitive losses. ACML (2017)
Olivier Fercoq, Peter Richtárik
Optimization in High Dimensions via Accelerated, Parallel, and Proximal Coordinate Descent. SIAM Rev. 58 (4) (2016)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
GAP Safe Screening Rules for Sparse-Group Lasso. NIPS (2016)
Zheng Qu, Peter Richtárik, Martin Takác, Olivier Fercoq
SDNA: Stochastic Dual Newton Ascent for Empirical Risk Minimization. ICML (2016)
Maxime Sangnier, Olivier Fercoq, Florence d'Alché-Buc
Joint quantile regression in vector-valued RKHSs. NIPS (2016)
Pascal Bianchi, Olivier Fercoq
Using big steps in coordinate descent primal-dual algorithms. CDC (2016)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Vincent Leclère, Joseph Salmon
Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression. CoRR (2016)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
GAP Safe Screening Rules for Sparse-Group-Lasso. CoRR (2016)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
Gap Safe screening rules for sparsity enforcing penalties. CoRR (2016)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
GAP Safe screening rules for sparse multi-task and multi-class models. CoRR (2015)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
GAP Safe screening rules for sparse multi-task and multi-class models. NIPS (2015)
Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
Mind the duality gap: safer rules for the Lasso. CoRR (2015)
Zheng Qu, Peter Richtárik, Martin Takác, Olivier Fercoq
SDNA: Stochastic Dual Newton Ascent for Empirical Risk Minimization. CoRR (2015)
Olivier Fercoq, Alexandre Gramfort, Joseph Salmon
Mind the duality gap: safer rules for the Lasso. ICML (2015)
Olivier Fercoq, Peter Richtárik
Accelerated, Parallel, and Proximal Coordinate Descent. SIAM J. Optim. 25 (4) (2015)
Olivier Fercoq, Zheng Qu, Peter Richtárik, Martin Takác
Fast Distributed Coordinate Descent for Non-Strongly Convex Losses. CoRR (2014)
Frédérique Billy, Jean Clairambault, Olivier Fercoq, Stéphane Gaubert, Thomas Lepoutre, Thomas Ouillon, Shoko Saito
Synchronisation and control of proliferation in cycling cell population models with age structure. Math. Comput. Simul. 96 (2014)
Olivier Fercoq, Zheng Qu, Peter Richtárik, Martin Takác
Fast distributed coordinate descent for non-strongly convex losses. MLSP (2014)
Olivier Fercoq, Marianne Akian, Mustapha Bouhtou, Stephane Gaubert
Ergodic Control and Polyhedral Approaches to PageRank Optimization. IEEE Trans. Autom. Control. 58 (1) (2013)
Olivier Fercoq
Parallel Coordinate Descent for the Adaboost Problem. ICMLA (1) (2013)
Olivier Fercoq
Parallel coordinate descent for the Adaboost problem. CoRR (2013)
Olivier Fercoq, Peter Richtárik
Smooth minimization of nonsmooth functions with parallel coordinate descent methods. CoRR (2013)
Olivier Fercoq, Peter Richtárik
Accelerated, Parallel and Proximal Coordinate Descent. CoRR (2013)
Olivier Fercoq
PageRank optimization applied to spam detection. NetGCooP (2012)
Olivier Fercoq
PageRank optimization applied to spam detection CoRR (2012)
Olivier Fercoq, Marianne Akian, Mustapha Bouhtou, Stéphane Gaubert
Ergodic Control and Polyhedral approaches to PageRank Optimization CoRR (2010)