Research Interests

Methods:

I am interested in developing algorithms for nonlinear, bilevel, and mixed-integer programming, in particular in the presence of uncertainty, and very often for problems on large-scale networks.

In many cases, the problems are of such a large scale that decomposition methods are necessary.

Work on bilevel programs (or MPEC, for "mathematical programs with equilibrium constraints") looks at different transformations of the problem into one-level optimization problems, as well as issues of uncertainty.

In the case of stochastic programming, I have made use of the traditional technique of scenario aggregation, e.g. in the context of bilevel programming.

Several of the Funded Research Projects focus on one or more of these areas.
 

Application areas:

I have been interested in transportation applications for some time, including the traffic assignment problem and its bilevel (MPEC) extensions.

For the past couple of years I have worked on a number of applications of optimization for the French national and European train networks including problems from logistics, such as optimal hub location.

More recently, I have become involved in the optimization of telecommunications networks, n particular with respect to developing pricing policies, including those based upon notions of fairness (proportional fairness) as well as auction techniques.