Recent Posts

Differentiating set projections.

The Pandora box from simple set membership.

Constrained optimization on a fundamental engineering problem

Calling it a guide would imply I figured it out, this is merely documenting what works… okay?

What can automated gradient computations bring to mathematical optimizers, what does it take to compute?

Recent Talks



Doctoral researcher

Polytechnique Montréal, INRIA Lille

September 2017 – Present Montréal, Canada & Lille, France
Double PhD program in mathematical optimization for pricing of Demand Response programs in a smart grid context.

Research Engineer, Data scientist

Equisense SAS

July 2016 – August 2017 Lille, France

Research and development for a startup building connected devices and associated products for horse-riders.

  • Processing and analysis of signals from motion and health monitoring sensors
  • Prototyping for embedded data compression
  • Lead developer for the back-end infrastructure (databases, API, data analysis services)
  • Technologies used: Golang, PostgreSQL, MongoDB, Amazon Web Services, Python, Julia

Master project

Siemens Digital Factory

February 2016 – July 2016 Karlsruhe, Germany
Development of algorithms building alarm chains on automation systems for industrial processes.

Industrial placement


August 2014 – January 2015 Hamburg, Germany

Quantitative methods for the identification of root causes for steel loss on a rolling mill plant.

  • Data analysis and statistical programming
  • Preventive & predictive maintenance methodology and tools
  • Prototyping and tests for control charts


Different projects, open-source and academic.


A Bilevel Framework for Optimal Price-Setting of Time-and-Level-of-Use Tariffs

Formulating the TLOU price-setting as a bilevel optimization problem


Toolkit for statistical modeling in Julia

YASPR: Yet Another Snake on Piston & Rust

Trying out game development with the Piston framework in Rust

Mixed continuous-discrete distributions

Modelling, inferring and sampling from continuous-discrete distributions in Julia, on top of Distributions.jl

JuliaGraphs contributions

A graph modeling and analysis ecosystem for Julia


Serve Julia functions with HTTP