CORE
Voie du Roman Pays 34/L1.03.01
1348 Louvain-la-Neuve
Mathieu Van Vyve
Professeur
I have a PhD in Applied Sciences (UCLouvain 2003) and a Master in Philosophy (UCLouvain 2000). I was a Assistant Professor at Université Libre de Bruxelles until 2005, then worked four years in industry : 2 years as Senior Analyst at Engie in Strategy in 2005-2007, then 2 years developping the pan-european algorithm for the day-ahead electricity market at N-SIDE in 2007-2009. I then moved back to academia as Professor of Operations Research at Louvain School of Management and Center for Operational Research and Econometrics.
- Diploma
Year Label Educational Organization 1995 Candidat ingénieur civil Université catholique de Louvain 1998 Diplômé d'études complémentaires de 1er cycle en philosophie Université catholique de Louvain 1998 Ingénieur civil en mathématiques appliquées Université catholique de Louvain 2000 Licencié en philosophie Université catholique de Louvain 2003 Docteur en sciences appliquées Université catholique de Louvain
My area of expertise is integer programming and combinatorial optimization, with a keen interest on polyhedral combinatorics and extended formulations.
Besides theoretical results in these areas, I enjoy working on applications, mainly in Electricity Markets or Production Planning, but also in cryptography, air traffic pollution and climate science.
Guzman, Cristobal ; Riffo, Javiera ; Telha, Claudio ; Van Vyve, Mathieu. A Sequential Stackelberg Game for Dynamic Inspection Problems. In: European Journal of Operational Research, (2022). doi:10.1016/j.ejor.2021.12.015 (Accepté/Sous presse).
Filipecki, Bartosz ; Van Vyve, Mathieu. Stronger path‐based extended formulation for the Steiner tree problem. In: Networks, Vol. 75, no. 1, p. 3-17 (2020). doi:10.1002/net.21901.
Carvalho, Margarida ; Pedroso, João Pedro ; Van Vyve, Mathieu. Competitive uncapacitated lot-sizing game. In: International Journal of Production Economics, Vol. 204, p. 148-159 (2018). doi:10.1016/j.ijpe.2018.07.026.
Chatelain, Paul ; Van Vyve, Mathieu. Modeling fair air traffic assignment in the vicinity of airports. In: Transportation Research Part D: Transport and Environment, Vol. 65, p. 213-228 (2018). doi:10.1016/j.trd.2018.08.016 (Soumis).
Shamsaei, Fahimeh ; Telha, Claudio ; Van Vyve, Mathieu. On the on-line maintenance scheduling problem. In: Optimization Letters, Vol. 12, no. 2, p. 387-397 (2018). doi:10.1007/s11590-017-1198-6.
Madani, Mehdi ; Van Vyve, Mathieu. Revisiting minimum profit conditions in uniform price day-ahead electricity auctions. In: European Journal of Operational Research, Vol. 266, no.3, p. 1072-1085 (2018). doi:10.1016/j.ejor.2017.10.024.
Chopra, Sunil ; Filipecki, Bartosz ; Lee, Kangbok ; Ryu, Minseok ; Shim, Sangho ; Van Vyve, Mathieu. An extended formulation of the convex recoloring problem on a tree. In: Mathematical Programming, Vol. 165, p. 529-548 (2017). doi:10.1007/s10107-016-1094-3.
Angula, Gustavo ; Van Vyve, Mathieu. Fixed-charge transportation problems on trees. In: Operations Research Letters, Vol. 45, no.3, p. 275-281 (2017). doi:10.1016/j.orl.2017.04.001.
Shamsaei, Fahimeh ; Van Vyve, Mathieu. Solving integrated production and condition-based maintenance planning problems by MIP modeling. In: Fexible Services and Manufacturing Journal, Vol. 29, p. 184-202 (2017). doi:10.1007/s10696-016-9244-8.
Telha Cornejo, Claudio ; Van Vyve, Mathieu. Efficient approximation schemes for Economic Lot-Sizing in continuous time. In: Discrete Optimization, Vol. 20, no.1, p. 23-39 (2016). doi:10.1016/j.disopt.2016.02.001.
Madani, Mehdi ; Van Vyve, Mathieu. A MIP framework for non-convex uniform price day-ahead electricity auctions. In: EURO Journal on Computational Optimization, Vol. 5, no. 1-2, p. 263-284 (2017). doi:10.1007/s13675-015-0047-6.
Madani, Mehdi ; Van Vyve, Mathieu. Computationally efficient MIP formulation and algorithms for European day-ahead electricity market auctions. In: European Journal of Operational Research, Vol. 242, no.2, p. 580-593 (2015). doi:10.1016/j.ejor.2014.09.060.
Van Vyve, Mathieu ; Wolsey, Laurence ; Yaman, Hande. Relaxations for two-level multi-item lot-sizing problems. In: Mathematical Programming, Vol. 146, no. 1-2, p. 495-523 (2014). doi:10.1007/s10107-013-0702-8.
Pokutta, Sebastian ; Van Vyve, Mathieu. A note on the extension complexity of the knapsack polytope. In: Operations Research Letters, Vol. 41, no.4, p. 347-350 (2013). doi:10.1016/j.orl.2013.03.010.
Van Vyve, Mathieu. Fixed-charge transportation on a path: optimization, LP formulations and separation. In: Mathematical Programming, Vol. 142, no.1-2, p. 371-395 (2013). doi:10.1007/s10107-012-0583-2.
Van Vyve, Mathieu ; Wolsey, Laurence. Strong and compact relaxations in the original space using a compact extended formulation. In: EURO Journal on Computational Optimization, Vol. 1, no.1, p. 71-80 (2013). doi:10.1007/s13675-012-0004-6.
Rezaei, Mahmood ; Shamsaei, Fahimeh ; Mohammadian, Iman ; Van Vyve, Mathieu. A heuristic method to schedule training programs for small and medium enterprises. In: European Journal of Operational Research, Vol. 217, no. 3, p. 600-608 (2012). doi:10.1016/j.ejor.2011.09.005.
Constantino, Miguel ; Miller, Andrew ; Van Vyve, Mathieu. Mixing MIR Inequalities with Two Divisible Coefficients.. In: Mathematical Programming, Vol. 123, no. 2, p. 451-483 (2010). doi:10.1007/s10107-009-0266-9.
Van Vyve, Mathieu. Algorithms for single-item lot-sizing problems with constant batch size. In: Mathematics of Operations Research, Vol. 32, no. 3, p. 594-613 (2007). doi:10.1287/moor.1070.0257.
Wolsey, Laurence ; Van Vyve, Mathieu. Approximate extended formulations. In: Mathematical Programming, Vol. 105, no. 2-3, p. 501-522 (Février 2006). doi:10.1007/s10107-005-0663-7.
Van Vyve, Mathieu. Linear-programming extended formulations for the single-item lot-sizing problem with backlogging and constant capacity. In: Mathematical Programming, Vol. 108, no. 1, p. 53-77 (2006). doi:10.1007/s10107-004-0521-z.
Van Vyve, Mathieu. The continuous mixing polyhedron. In: Mathematics of Operations Research, Vol. 30, no. 2, p. 441-452 (2005). doi:10.1087/moor.1040.0130.
Pochet, Yves ; Van Vyve, Mathieu. A general heuristic for production planning problems. In: Informs Journal on Computing, Vol. 16, p. 316-327 (2004). doi:10.1287/ijoc.1030.0042.
Van Vyve, Mathieu. A solution approach of production planning problems based on compact formulations for single-item lot-sizing models. In: 4OR, Vol. 2, no. 1, p. 89-91 (2004). doi:10.1007/s10288-003-0026-2.
Van Vyve, Mathieu ; Ortega, Francisco. Lot-sizing with fixed charges on stocks: the convex hull.. In: Discrete Optimization, Vol. 1, no. 2, p. 189-203 (2004). doi:10.1016/j.disopt.2004.07.00.
Aly, Abdelrahaman ; Van Vyve, Mathieu. Practically efficient secure single-commodity multi-market auctions. In: J Grossklags and B. Preneel, Financial Criptography and Data Security, Springer, 2017, p. 110-129. 978-3-642-03549-4. doi:10.1007/978-3-662-54970-4_7.
Aly, Abdelrahaman ; Van Vyve, Mathieu. Securely Solving Classical Network Flow Problems. In: Lee J. and Kim J. (eds), Information Security and Cryptology - ICISC 2014 (Lecture Notes in Computer Science; 8949), Springer, 2015, p. 205-221. 978-3-319-15942-3. doi:10.1007/978-3-319-15943-0_13.
Pochet, Yves ; Van Vyve, Mathieu ; Wolsey, Laurence. LS-LIB: A Library of tools for Solving Production Planning Problems. In: William Cook; László Lovász; Jens Vygen, Research Trends in Combinatorial Optimization, Springer: Berlin Heidelberg, 2009, p. 317-346. 978-3-540-76795-4.
Van Vyve, Mathieu ; Aly, Abdelrahaman. Practically Efficient Secure Single-Commodity Multi-Market Auctions. 20th Financial Cryptography and Data Security - FC 2016 (Barbados, Barbados, du 22/02/2016 au 26/02/2016).
Madani, Mehdi ; Van Vyve, Mathieu. A MIP Framework for Non-Convex Uniform Price (European) Day-Ahead Electricity Auctions. 22nd International Symposium on Mathematical Programming (Pittsburgh, du 12/07/2015 au 17/07/2015).
Madani, Mehdi ; Van Vyve, Mathieu. A MIP Framework for Non-Convex Uniform Price Day-Ahead Electricity Auctions. ECORES Summer School on Market Power (Université libre de Bruxelles (Solvay Business School), du 26/05/2015 au 29/05/2015).
Madani, Mehdi ; Van Vyve, Mathieu. A MIP framework for non-convex uniform price day-ahead electricity auctions. 17th British-French-German Conference on Optimization (Imperial College London, du 15/06/2015 au 17/06/2015).
Madani, Mehdi ; Van Vyve, Mathieu. A new primal-dual framework for European day-ahead electricity auctions, with algorithmic and economic modelling applications. Mathematical Models and Methods for Energy Optimization (CWM^3EO) - EU COST-Action TD1207 (Budapest University of Technology and Economics, du 25/09/2014 au 26/09/2014).
Madani, Mehdi ; Van Vyve, Mathieu. Minimizing opportunity costs of paradoxically rejected block orders in European day-ahead electricity markets. European Energy Market (EEM), 2014 11th International Conference on the (Krakow, du 28/05/2014 au 30/05/2014). In: 11th International Conference on the European Energy Market (EEM), IEEE, 2014. 978-1-4799-6094-1. doi:10.1109/EEM.2014.6861237.
Aly, Abdelrahaman ; Cuvelier, Édouard ; Mawet, Sophie ; Pereira, Olivier ; Van Vyve, Mathieu. Securely Solving Simple Combinatorial Graph Problems. 17th International Conference FC 2013 (Okinawa, Japan, du 01/04/2013 au 05/04/2013). In: Lecture Notes in Computer Science, Vol. 7859, pp. 239-257 (2013). doi:10.1007/978-3-642-39884-1_21.
Van Vyve, Mathieu. Fixed-Charge Transportation on a Path: Linear Programming Formulations.. Integer Programming and Combinatoral Optimization (IPCO) - 15th International Conference (New York, NY, USA., du 15/06/2011au 17/06/2011). In: Lecture Notes in Computer Science, Vol. 6655, no. 1, p. 417-429 (2011). doi:10.1007/978-3-642-20807-2_33.