Anne's Home Page

Researcher at Inria

• Contact
• Collaborations
• Short Bio
• Publications
• Teaching

Contact

Mail Address
RandOpt Team - Inria Saclay - Ile-de-France
CMAP, Ecole Polytechnique
Route de Saclay, 91128 Palaiseau - France

Office: 2005

Phone: +33 (0)1 69 33 45 91

Email: anne _dot_ auger _at_ inria _dot_ fr

Introduction

I am a Inria research director working in the Applied Mathematics laboratory (CMAP) of Ecole Polytechnique. I am heading the RandOpt Inria team whose research focuses on numerical optimization and in particular black-box numerical optimization (where derivatives are typically not available). As a team, together with my colleagues Nikolaus Hansen and Dimo Brockhoff, our motivation is to design algorithms capable of solving difficult typically non-convex, non-differentiable, possibly noisy, multiobjective problems. We are specialist of the CMA-ES class of algorithms, a class of adaptive stochastic optimization algorithms. We also actively work on improving benchmarking methodologies and are developping the COCO platform to help people benchmark their favorite optimization algorithm.

Algorithms like CMA-ES have been coined in a community where practice has always been ahead to theory: it was more important to design an algorithm that works and can solve efficiently optimization problems than beeing able to prove the convergence of the algorithm. This strategy has proven effective, as evidenced by the success of CMA-ES. I am however interested in developping theory of those algorithms and prove the important theoretical properties that explain their preformance in practice.

Applications - Collaborations

We are working in collaborations with researchers, engeneers who are interested in solving applications that involve difficult numerical problems. If you would like to collaborate you can contact me.

If you have been using CMA-ES and the platform COCO and are just happy that it was helpful, you can also let us know by email.

Softwares

The CMA-ES (class of) algorithms is available in different programming langages (see the page maintained by Nikolaus one of the father of CMA-ES and the main developper of the code). The COCO benchmarking platform.

Publications

• manually updated (most with pdf)
• via Google Scholar

Short Bio

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) and in 2019 I became Inria research director. 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 (Agregation de Mathematiques) 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.