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math.OC2025
An Exact Method for a Problem of Time Slot Pricing
Olivier Bilenne, Frédéric Meunier
A company provides a service at different time slots, each slot being endowed with a capacity. A non-atomic population of users is willing to purchase this service. The population…
math.OC2024
Parametrization and convergence of a primal-dual block-coordinate approach to linearly-constrained nonsmooth optimization
Olivier Bilenne
This note is concerned with the problem of minimizing a separable, convex, composite (smooth and nonsmooth) function subject to linear constraints. We study a randomized block-coor…
math.OC2015
Asymptotic convergence rates for coordinate descent in polyhedral sets
Olivier Bilenne
We consider a family of parallel methods for constrained optimization based on projected gradient descents along individual coordinate directions. In the case of polyhedral feasibl…