Il existe plusieurs filtrations intéressantes définies sur la sous-algèbre de Cartan d'une algèbre de Lie simple complexe issues de contextes très variés : l'une est la filtration principale qui provient du dual de Langlands, une autre provient de l'algèbre de Clifford associée à une forme bilinéaire invariante non-dégénérée, une autre encore provient de l'algèbre symétrique et la projection de Chevalley, deux autres enfin proviennent de l'algèbre enveloppante et des projections de Harish-Chandra. Il est connu que toutes ces filtrations coïncident. Ceci résulte des travaux de Rohr, Joseph et Alekseev-Moreau. La relation remarquable entre les filtrations principale et de Clifford fut essentiellement conjecturée par Kostant. L'objectif de ce mémoire de thèse est de proposer une nouvelle démonstration de l'égalité entre les filtrations symétrique et enveloppante pour une algèbre de Lie simple de type A ou C. Conjointement au résultat et Rohr et le théorème d'Alekseev-Moreau, ceci fournit une nouvelle démonstration de la conjecture de Kostant, c'est-à-dire une nouvelle démonstration du théorème de Joseph. Notre démonstration est très différentes de la sienne. Le point clé est d'utiliser une description explicite des invariants via la représentation standard, ce qui est possible en types A et C. Nous décrivons alors les images de leurs différentielles en termes d'objects combinatoires, appelés des chemins pondérés, dans le graphe cristallin de la représentation standard. Les démonstrations pour les types A et C sont assez similaires, mais ne nouveaux phénomènes apparaissent en type C, ce qui rend la démonstration nettement plus délicate dans ce cas. / There are several interesting filtrations on the Cartan subalgebra of a complex simple Lie algebra coming from very different contexts: one is the principal filtration coming from the Langlands dual, one is coming from the Clifford algebra associated with a non-degenerate invariant bilinear form, one is coming from the symmetric algebra and the Chevalley projection, and two other ones are coming from the enveloping algebra and Harish-Chandra projections. It is known that all these filtrations coincide. This results from a combination of works of several authors (Rohr, Joseph, Alekseev-Moreau). The remarkable connection between the principal filtration and the Clifford filtration was essentially conjectured by Kostant. The purpose of this thesis is to establish a new correspondence between the enveloping filtration and the symmetric filtration for a simple Lie algebra of type A or C. Together with Rohr's result and Alekseev-Moreau theorem, this provides another proof of Kostant's conjecture for these types, that is, a new proof of Joseph's theorem. Our proof is very different from his approach. The starting point is to use an explicit description of invariants via the standard representation which is possible in types A and C. Then we describe the images of their differentials by the generalised Chevalley and Harish-Chandra projections in term of combinatorial objects, called weighted paths, in the crystal graph of the standard representation. The proofs for types A and C are quite similar, but there are new phenomenons in type C which makes the proof much more tricky in this case.

The limiting behavior of weighted paths associated with the semidefinite program (SDP) map $X^{1/2}SX^{1/2}$ was studied and some applications to error bound analysis and superlinear convergence of a class of primal-dual interior-point methods were provided. A new approach for solving large-scale well-structured sparse SDPs via a saddle point mirror-prox algorithm with ${cal O}(epsilon^{-1})$ efficiency was developed based on exploiting sparsity structure and reformulating SDPs into smooth convex-concave saddle point problems. An iterative solver-based long-step primal-dual infeasible path-following algorithm for convex quadratic programming (CQP) was developed. The search directions of this algorithm were computed by means of a preconditioned iterative linear solver. A uniform bound, depending only on the CQP data, on the number of iterations performed by a preconditioned iterative linear solver was established. A polynomial bound on the number of iterations of this algorithm was also obtained. One efficient ``nearly exact' type of method for solving large-scale ``low-rank' trust region subproblems was proposed by completely avoiding the computations of Cholesky or partial Cholesky factorizations. A computational study of this method was also provided by applying it to solve some large-scale nonlinear programming problems.