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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

Mathieu Besançon's Projects

banknotes icon banknotes

Predictive modeling project and vulgarization article in Python

cbc.jl icon cbc.jl

Interface to the Coin-OR Cbc solver for mixed-integer programming

cddlib.jl icon cddlib.jl

cdd wrapper module for Julia. cdd is a library for polyhedra manipulation such as double description and Fourier-Motzkin elimination

chainrules.jl icon chainrules.jl

forward and reverse mode automatic differentiation primitives for Julia Base + StdLibs

chainrulescore.jl icon chainrulescore.jl

It is like recipes but for AD! (Full functionality is in ChainRules.jl but this a light weight dependency just to define sensitivities for your functions in your packages)

chroma icon chroma

A general purpose syntax highlighter in pure Go

clp.jl icon clp.jl

Interface to the Coin-OR Linear Programming solver (CLP)

cosmo.jl icon cosmo.jl

COSMO: An ADMM-based solver for convex conic optimisation problems (LP, QP, SOCP, SDP, ExpCP, PowCP). Implemented in Julia

cplex.jl icon cplex.jl

Julia interface for the CPLEX optimization software

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