I work on the theory of optimization and on the design, analysis, and implementation of optimization algorithms for stochastic and large scale deterministic optimization problems. I am also interested in problems at the interface between statistics and optimization, in particular statistical inference problems for stochastic optimization.
We implemented softwares for several real-life applications in machine learning, logistics, production management (energy) and finance including hydro-thermal mid-term management, gas storage management, LNG contract pricing and management, ALM, combinatorial auction for buying books, blood bank management, location and dynamic management of fleets of ambulances.
Large experience in managing projects involving mathematical modelling based on optimization and statistical techniques together with the implementation of these models using optimization (Mosek, CPLEX, Gurobi), linear algebra (LAPACK, BLAS) and statistical (R, partsm) toolboxes and integrated in user interfaces (both desktop and web).