Before joining FICO, I worked as a researcher at TU Berlin and Zuse Institute Berlin (Germany), where I led several projects in the fields of transportation and healthcare logistics. I have also worked in the field of Operations Research for telecommuniactions during my PhD studies (INRIA & École Polytechnique, France). This page holds a record of my academic journey.
PhD in Systems & Controls, 2010
INRIA & École Polytechnique, France
MSc in Engineering, 2007
École des Mines de Paris, France
Supervised PhD Theses:
I am the original author of PICOS, a Python Interface for Conic Optimisation Solvers. Maximilian Stahlberg did a fantastic job to refactor the code and to include robust optimization features.
PICOS is a user friendly interface to several conic and integer programming solvers, very much like YALMIP under MATLAB. The main motivation for PICOS is to have the possibility to enter an optimization problem as a high level model, and to be able to solve it with several different solvers. Multidimensional and matrix variables are handled in a natural fashion, which makes it painless to formulate a SDP or a SOCP in python. This is very useful for educational purposes, and to quickly implement some models and test their validity on simple examples. Furthermore, with PICOS you can take advantage of the python programming language to read and write data, construct a list of constraints by using python list comprehensions, take slices of multidimensional variables, etc.