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chainrulescore.jl's Introduction

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.

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