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Charles Audet
B.Sc. (Ottawa), M.Sc., Ph.D. (Poly)

Phone: (514) 340-4711 Ext. 4510 Fax: (514) 340-4086 Room: A-520.37
Areas of expertise
Optimization
Primary sphere of excellence in research
Modeling and Artificial Intelligence
ResearcherID LinkedIn Google Scholar YouTube ORCID

Research interests and affiliations

Research interests

Several optimization problems in engineering do not have the necessary structure to be tackled by traditional optimization methods.  Indeed, the functions and the constraints defining the problem are often given in the form of a black-box (usually a computer code that reads some input and returns some output values).  The use of these black-boxes may be expensive, inaccurate and may fail for internal reasons to the box, thereby not allow derivative estimation. Professor Audet's research focusses on pattern search methods (GPS and MADS). A second aspect of his research efforts deal with exact global optimization methods for problem classes in which the structure is well defined and known, but nonconvex, such as bilevel, quadratic, bilinear and interger programming.  The structuring of these problems is identified and exploited in order to develop efficient algorithms for these problems. 

 

Professor Audet is interested in algorithmic development, convergence analysis and their applications.

  • Optimization

  • Operational research

  • Blackbox optimization

  • Global optimization

  • Nonsmooth optimization

  • Nonlinear optimization

  • Multidisciplinary design

Expertise type(s) (NSERC subjects)
  • 2715 Optimization

Publications

Recent publications

Teaching

MTH1101 Calcul I

MTH2210 Calcul scientifique

MTH6404 Programmation en nombres entiers

MTH6416 Optimisation avancée

MTH 6420 Optimisation continue

MTH6517 Formalisme et preuves en mathématiques

MTH8418 Optimisation sans dérivées

   

Supervision at Polytechnique

IN PROGRESS

  • Master (thesis) (1)

    • Côté-Massicotte, Julien. Affinement de modèles substituts en optimisation de boîtes noires et en optimisation sans dérivées.

COMPLETED

News about Charles Audet

NEWS | April 19, 2021
Montréal: the optimal host city set to welcome the world’s largest mathematical optimization conference | Read
NEWS | February 24, 2021
50 Polytechnique Montréal researchers among the top 2% most cited in their respective fields | Read