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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

dualization.jl icon dualization.jl

Repository with first implementations of the automatic dualization feature for MathOptInterface.jl

ecos icon ecos

A lightweight conic solver for second-order cone programming.

firstorderlp.jl icon firstorderlp.jl

Experimental first-order solvers for linear and quadratic programming.

general icon general

The official registry of general Julia packages

highs icon highs

Linear optimization software

hmm icon hmm

Python Hidden Markov Models framework

hotpot icon hotpot

Repository for the hot potatoe challenge at the GoMontreal meetup

hypatia.jl icon hypatia.jl

interior point solver for general convex conic optimization problems

iterativesolvers.jl icon iterativesolvers.jl

Iterative algorithms for solving linear systems, eigensystems, and singular value problems

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