Research interests

I work on mathematical, algorithmical, and computational aspects of mathematical optimization. An originality of my research is the application of continuous optimization techniques to discrete optimization problems: check out the overview of my HdR defence slides (in French).

General topics

  • Convex optimization, semidefinite optimization, and combinatorial optimization
  • Nonsmooth optimization: theory and algorithms

Current applications

  • Decomposition methods and stochastic optimization for electricity generation
  • Distributed optimization for machine learning and big data
  • Exact resolution of NP-hard combinatorial optimization problems

Highlight : BiqCrunch 2.0 available !

New release of our software for solving quadratically-constrained BInary Quadratic optimization problems (BIQ). It outperforms state-of-the-art on the hardest combinatorial optimization problems, see more on the BiqCrunch web site. We gave an extended tutorial (15h) on BiqCrunch and semidefinite programming for combinatorial optimization at the summer school JPOC in Paris XIII.

Highlight : workshop Optimization and Statistical Learning

In a ski resort close to Mont Blanc, we gather some of the leading researchers at the intersection of optimization and learning, for the third edition of our workshop OSL2017 (see also the websites of the first two editions OSL2015 and OSL2013).