Mathieu Besançon

The SCIP Optimization Suite 8.0

  • Ksenia Bestuzheva
  • Mathieu Besançon
  • Wei-Kun Chen
  • Antonia Chmiela
  • Tim Donkiewicz
  • Jasper van Doornmalen
  • Leon Eifler
  • Oliver Gaul
  • Gerald Gamrath
  • Ambros Gleixner
  • Leona Gottwald
  • Christoph Graczyk
  • Katrin Halbig
  • Alexander Hoen
  • Christopher Hojny
  • Rolf van der Hulst
  • Thorsten Koch
  • Marco E. Lübbecke
  • Stephen J. Maher
  • Frederic Matter
  • Erik Mühmer
  • Benjamin Müller
  • Marc E. Pfetsch
  • Daniel Rehfeldt
  • Steffan Schlein
  • Franziska Schlösser
  • Felipe Serrano
  • Yuji Shinano
  • Boro Sofranac
  • Mark Turner
  • Stefan Vigerske
  • Fabian Wegscheider
  • Philipp Wellner
  • Dieter Weninger
  • Jakob Witzig
    • Categories Branch and Cut Algorithms, Integer Programming, Optimization Software and Modeling Systems Tags , , , , , , , , ,

    The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type … Read more

    FrankWolfe.jl: a high-performance and flexible toolbox for Frank-Wolfe algorithms and Conditional Gradients

  • Mathieu Besançon
  • Alejandro Carderera
  • Sebastian Pokutta
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Optimization Software and Modeling Systems Tags , ,

    We present FrankWolfe.jl, an open-source implementation of several popular Frank-Wolfe and Conditional Gradients variants for first-order constrained optimization. The package is designed with flexibility and high-performance in mind, allowing for easy extension and relying on few assumptions regarding the user-provided functions. It supports Julia’s unique multiple dispatch feature, and interfaces smoothly with generic linear optimization … Read more

    Near-optimal Robust Bilevel Optimization

  • Miguel F. Anjos
  • Mathieu Besançon
  • Luce Brotcorne
    • Categories (Mixed) Integer Nonlinear Programming, Complementarity and Variational Inequalities, Robust Optimization Tags , , , , , ,

    Bilevel optimization studies problems where the optimal response to a second mathematical optimization problem is integrated in the constraints. Such structure arises in a variety of decision-making problems in areas such as market equilibria, policy design or product pricing. We introduce near-optimal robustness for bilevel problems, protecting the upper-level decision-maker from bounded rationality at the … Read more