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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

mapreduce101 icon mapreduce101

First tasks run in the Map Reduce framework for the Coursera Data Manipulation at Scale module

mibs icon mibs

A solver for mixed integer bilevel programs

micro icon micro

A modern and intuitive terminal-based text editor

mosektools.jl icon mosektools.jl

MosekTools is the MathOptInterface.jl implementation for the MOSEK solver

multijump.jl icon multijump.jl

MultiJuMP enables the user to easily run multiobjective optimisation problems and generate Pareto fronts.

multivariatebases.jl icon multivariatebases.jl

Standardized API for multivariate polynomial bases based on the MultivariatePolynomials.jl API.

norbip.jl icon norbip.jl

JuMP-based package for near-optimal robust bilevel optimization

np-hmm icon np-hmm

General Bayesian non-parametric hidden Markov model

optimization icon optimization

Some numerical optimization methods implemented in Haskell

osqp.jl icon osqp.jl

Julia interface for OSQP: The Operator Splitting QP Solver

pagerank icon pagerank

A functional, parallel PageRank implementation in Scala

pavito.jl icon pavito.jl

A gradient-based outer approximation solver for convex mixed-integer nonlinear programming (MINLP)

penopt.jl icon penopt.jl

Julia wrapper for Penopt (http://www.penopt.com/)

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