Jean-Louis Goffin

McGill University

Faculty of Management

The site e-optimization.com and a Business Week article on Optimization.

Optimization Online: an eprint site for the optimization community.

Address

Samuel Bronfman Building (SBB), Room 537

1001 Sherbrooke West, Montreal, P.Que., H3A 1G5, Canada

Telephone: 1-514-398-4003

Fax: 1-514-398-3876

e-mail: Jean-Louis.Goffin@McGill.ca

GERAD our research center:

Adresse physique:

  • Pavillon André-Aisenstadt
  • 2920, Chemin de la Tour
  • 4e étage, bureau 4487
  • Montréal (Québec) Canada H3T 1J4
  • Téléphone:(514) 340-6053-X6037 Télécopieur:(514) 340-5665
  • e-mail: jlg@crt.umontreal.ca

Adresse postale:

  • GERAD, École des Hautes Études Commerciales
  • 3000, chemin de la Côte-Sainte-Catherine
  • Montréal (Québec) Canada H3T 2A7

Education

Academic employment

  • Teaching Assistant, University of California at Berkeley, Graduate Course in Network Flows and Graphs, Winter 1971.
  • Professeur Adjoint, Methodes Quantitatives,Ecole des Hautes Etudes Commerciales, Universite de Montreal, 1972-1976.
  • Spring and Summer 1975: Instructor (Operations Research), B.Com., Faculty of Management, McGill.
  • Associate Professor, Management Science, Faculty of Management, McGill University,1976-1985.
  • Professor of Management Science and Operations Management, Faculty of Management, McGill University, 1986- .
  • Visiting Scholar, Department of Operations Research, Stanford University, Stanford, California, U.S.A., 1980-8l.
  • Founding Member, GERAD, 1980-.
  • Professeur visiteur, CORE, Universite Catholique de Louvain, Louvain-la Neuve, Belgium, 1987-1988.
  • Associate Member, Department of Mathematics, Faculty of Science, McGill University, 1996-2008.
  • Associate Member, Logilab, HEC Management Studies, Universite de Geneve, 1996- .
  • Bronfman Chair in Management, 2004-.

Recent Papers

  • S. Elhedhli and J.-L. Goffin,
    The Integration of an Interior-Point Cutting-Plane Method within a Branch-and-Price Algorithm, Mathematical Programming.
  • F. Sharifi Mokhtarian and J.-L. Goffin, "An Analytic Center Self-Concordant Cut Method for the Convex Feasibility Problem",
  • M. R. Oskoorouchi and J.-L. Goffin, "The Analytic Center Cutting Plane Method with Semidefinite Cuts",
  • F. Sharifi Mokhtarian and J.-L. Goffin, "An Analytic Center Quadratic Cut Method for the Convex Quadratic Feasibility Problem",
  • S. Elhedhli, J.-L. Goffin and J.-P. Vial, "Nondifferentiable Optimization: Introduction, Applications and Algorithms", August 1999, 6 pages, accepted in "Encyclopedia on Optimization:", C. Floudas and P. Pardalos, editors, Kluwer Academic Publishers.
  • S. Elhedhli, J.-L. Goffin and J.-P. Vial, "Nondifferentiable Optimization: Cutting Plane Methods", August 1999, 7 pages, accepted in "Encyclopedia on Optimization:", C. Floudas and P. Pardalos, editors, Kluwer Academic Publishers.
  • J.-L. Goffin and J.-P. Vial, " Convex nondifferentiable optimization: a survey focussed on the analytic center cutting plane method, Optimization Methods and Software.
  • M. Denault and J.-L. Goffin, "Variational Inequalities with Quadratic Cuts", GERAD Tech. Report G-98-69, 41 pp,
  • J.-L. Goffin and J.-P. Vial, "Multiple cuts in the analytic center cutting plane method”, SIAM Journal on Optimization, Volume 11, Number 1, pp. 266-288.
  • J.-L. Goffin and J.-P. Vial, "Interior point methods for nondifferentiable optimization", Operations Research Proceedings 1997 P. Kishka, H.W. Lorenz, U. Derigs, W. Domschke, P. Kleinschmidt, R. Moehring, editors, Springer-Verlag, Berlin, 1998, 35--49.
  • F. Sharifi Mokhtarian and J.-L. Goffin, "A Path-Following Cutting Plane Method for some Monotone Variational Inequalities",  Optimization.
  • M. Denault and J.-L. Goffin, "On a Primal--Dual Analytic Center Cutting Plane Method for Variational Inequalities", Computational Optimization and Applications, vol. 12, pp 127--156, 1999.
  • J.-L. Goffin and J.-P. Vial, "A two-cut approach in the analytic center cutting plane method", Mathematical Methods of Operations Research , 49 (1999) 1, 149--169.
  • O. du Merle, J.-L. Goffin, C. Trouiller and J.-P. Vial, "A Lagrangian Relaxation of the Capacitated Multi-Item Lot Sizing Problem Solved with an Interior Point Cutting Plane Algorithm", April 1997, revised August 1999; to appear in "Approximation and Complexity in Numerical Optimization: Continuous and Discrete Problems", Panos M. Pardalos, Editor, Kluwer Academic Publishers..
  • J.-L. Goffin and K. Kiwiel, "Convergence of a simple subgradient level method", Mathematical Programming, 85 (1999) 1, 207-211.
  • F. Sharifi Mokhtarian and J.-L. Goffin, Book Review of "Interior Point Techniques in Optimization: Complementarity, Sensitivity and Algorithms" by Benjamin Jansen, Kluwer Academic Publishers 1997; in "Optima: Mathematical Programming Society Newsletter", 60, December 1998, page 8.
  • F. Sharifi Mokhtarian and J.-L. Goffin, "A Nonlinear Analytic Center Cutting Plane Method for a Class of Convex Programming Problems", SIAM Journal on Optimization, 8, pp 1108-1131, 1998.J
  • J.-L. Goffin and J.-P. Vial, "Shallow, Deep and Very Deep Cuts in with the Analytic Center Cutting Plane Method", Mathematical Programming 84 1999 pp 89-103.
  • J.-L. Goffin and F. Sharifi Mokhtarian , "Using the Primal Dual Infeasible Newton Method in the Analytic Center Method for Problems Defined by Deep Cutting Planes", Journal of Optimization Theory and Applications, 101, pp 35-58, April 1999.  
  • O. du Merle, J.-L. Goffin and J.-P. Vial, "On Improvements to the Analytic Center Cutting Plane Method", Computational Optimization and Applications, 11, 37-52, 1998.
  • F. Sharifi Mokhtarian and J.-L. Goffin, "Long-Step Interior-Point Algorithms for a Class of Variational Inequalities with Monotone Operators", Journal of Optimization Theory and Applications, vol. 97, no. 1, April 1998, pp. 181-210.
  • O. du Merle, J.-L. Goffin, C. Trouiller and J.-P. Vial, "A Lagrangian Relaxation of the Capacitated Multi-Item Lot Sizing Problem Solved with an Interior Point Cutting Plane Algorithm", March 1996; Extended abstract, Proceedings of the Workshop on Production Planning and Control, Mons, Belgium, september 1996.
  • J-L. Goffin, J. Gondzio, R. Sarkissian and J.P. Vial, "Solving Nonlinear Multicommodity Flows Problems by the Analytic Center Cutting Plane Method", Mathematical Programming Series B, Vol 76 , No. 1, January 1997, pp 131-154, "Interior Point Methods in Theory and Practice" edited by Kurt M. Anstreicher.
  • J.-L. Goffin, P. Marcotte and D. Zhu, "An Analytic Center Cutting Plane Method for Pseudomonotone Variational Inequalities", Operations Research Letters, Vol 20 (1997) pp 1-6.
  • J.-L. Goffin, Z.-Q. Luo, Y. Ye, "Complexity Analysis of an Interior Cutting Plane Method for Convex Feasibility Problems", SIAM Journal on Optimization, Vol 6 3 (1996) pp 638-652.
  • J.-L. Goffin and J.-P. Vial, editors, "Nondifferentiable and large scale optimization", Mathematical Programming, Series B, vol 69 1 (1995).
  • O. Bahn, O. du Merle, J.-L. Goffin and J.P. Vial, "A Cutting Plane Method from Analytic Centers for Stochastic Programming", in "Nondifferentiable and large scale optimization", Mathematical Programming, Series B, vol 69 1 (1995) pp 45--73 editors J.-L. Goffin and J.-P. Vial.
  • J.-L Goffin, Z.-Q, Luo, Y. Ye, "On the Complexity of a Column Generation Algorithm for Convex or Quasiconvex Feasibility Problems", in Large Scale Optimization: State of the Art, W. W. Hager, D. W. Hearn and P.M. Pardalos, Editors, Kluwer Academic Publishers B.V, (1994) pp 182--191.
  • O. Bahn, J.-L. Goffin, J.-P. Vial and O. du Merle, "Experimental Behavior of an Interior Point Cutting Plane Algorithm for Convex Programming: An Application to Geometric Programming", Discrete Applied Mathematics, vol 49, (1994), pp 3-23.
  • J.-L. Goffin and J.-P. Vial, "Short Steps with Karmarkar's Projective Algorithm for Linear Programming", SIAM Journal on Optimization, vol 4, 1994, pp 193-207.
  • J.-L. Goffin and J.-P. Vial, "On the Computation of Weighted Analytic Centers and Dual Ellipsoids with the Projective Algorithm", Mathematical Programming, vol 60, 1993, pp 81-92.
  • J.-L. Goffin, A. Haurie, J.-P. Vial and D.L. Zhu, "Using Central Prices in the Decomposition of Linear Programs", European Journal of Operational Research, 64 1993, pp 393-409.
  • J.-L. Goffin, A. Haurie and J.-P. Vial, "Decomposition and nondifferentiable optimization with the projective algorithm", Management Science, 38 February 1992, pp 284-302.
  • J.-L. Goffin and J.-P. Vial, "Cutting planes and column generation techniques with the projective algorithm", Journal of optimization theory and applications, June 1990, pp 409-429

Teaching

Golden Oldies

Interesting and useful web sites

Interior Point Methods

Optimization