matbesancon / iterativesolvers.jl Goto Github PK

Hi, I'm Mathieu

I'm a researcher in mathematical optimization working at the Zuse Institute Berlin. I'm interested in developing methods for various classes of optimization problems leveraging generic 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, and statistical learning.

I completed a dual PhD at Polytechnique Montréal in the GERAD lab and INRIA / Centrale Lille, focusing on bilevel optimization problems, a decision-robust counterpart and application on pricing for demand response.

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.