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matbesancon/README.md

Hi, I'm Mathieu

I'm a tenured associate researcher in mathematical optimization at Inria Grenoble. I'm interested in developing methods for various classes of optimization problems leveraging generic and specific problem structures. The classes I am looking at include Mixed-Integer (Non)-Linear Problems, convex and conic optimization problems among others. Applications I have been interested in include various branches of engineering, power systems, statistical learning, quantum information, and systems biology.

I completed a dual Ph.D. at Polytechnique Montréal in the GERAD lab and Inria Lille, focusing on bilevel optimization problems, a decision-robust counterpart and application on pricing for demand response, and worked a while at the Zuse Institute Berlin, among others on the SCIP solver and Frank-Wolfe methods.

On the side, I am working on various open-source projects, mostly in scientific programming, computational optimization, etc, in particular in the Julia language and around the JuMP project.

Mathieu's GitHub stats

Popular repositories

  1. BilevelOptimization.jl BilevelOptimization.jl Public

    JuMP-based toolbox for solving bilevel optimization problems

    Julia 48 6

  2. lightgraphs_workshop lightgraphs_workshop Public

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  3. MathOptSetDistances.jl MathOptSetDistances.jl Public

    Distances to sets for MathOptInterface

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  4. VertexSafeGraphs.jl VertexSafeGraphs.jl Public

    Wrapper on top of LightGraphs for preserving vertex numbering

    Julia 14 1

  5. SimpleSVMs.jl SimpleSVMs.jl Public

    JuMP-based implementation of Support Vector Machines

    Julia 11 2

  6. SimpleBenders.jl SimpleBenders.jl Public

    A simple implementation of the Benders decomposition method with JuMP

    Julia 10 2