Olivier Juan

2026

1. Proceedings

   Planning in Branch-and-Bound: Model-Based Reinforcement Learning for Exact Combinatorial Optimization

   Paul Strang, Zacharie Alès, Côme Bissuel, Olivier Juan, Safia Kedad-Sidhoum, and Emmanuel Rachelson

   In Association for the Advancement of Artificial Intelligence (AAAI), 2026

   Abs arXiv Code Website

   Mixed-Integer Linear Programming (MILP) lies at the core of many real-world combinatorial optimization (CO) problems, traditionally solved by branch-and-bound (B&B). A key driver influencing B&B solvers efficiency is the variable selection heuristic that guides branching decisions. Looking to move beyond static, hand-crafted heuristics, recent work has explored adapting traditional reinforcement learning (RL) algorithms to the B&B setting, aiming to learn branching strategies tailored to specific MILP distributions. In parallel, RL agents have achieved remarkable success in board games, a very specific type of combinatorial problems, by leveraging environment simulators to plan via Monte Carlo Tree Search (MCTS). Building on these developments, we introduce Plan-and-Branch-and-Bound (PlanB&B), a model-based reinforcement learning (MBRL) agent that leverages a learned internal model of the B&B dynamics to discover improved branching strategies. Computational experiments empirically validate our approach, with our MBRL branching agent outperforming previous state-of-the-art RL methods across four standard MILP benchmarks.

2025

1. Proceedings

   A Markov Decision Process for Variable Selection in Branch & Bound

   Paul Strang, Zacharie Ales, Côme Bissuel, Olivier Juan, Safia Kedad-Sidhoum, and Emmanuel Rachelson

   In Neural Information Processing Systems (NeurIPS), 2025

   Abs arXiv Code Website

   Mixed-Integer Linear Programming (MILP) is a powerful framework used to address a wide range of NP-hard combinatorial optimization problems, often solved by Branch and Bound (B&B). A key factor influencing the performance of B&B solvers is the variable selection heuristic governing branching decisions. Recent contributions have sought to adapt reinforcement learning (RL) algorithms to the B&B setting to learn optimal branching policies, through Markov Decision Processes (MDP) inspired formulations, and ad hoc convergence theorems and algorithms. In this work, we introduce BBMDP, a principled vanilla MDP formulation for variable selection in B&B, allowing to leverage a broad range of RL algorithms for the purpose of learning optimal B&B heuristics. Computational experiments validate our model empirically, as our branching agent outperforms prior state-of-the-art RL agents on four standard MILP benchmarks.

2020

1. Proceedings

   Reinforcement learning for variable selection in a branch and bound algorithm

   Marc Etheve, Zacharie Alès, Côme Bissuel, Olivier Juan, and Safia Kedad-Sidhoum

   In International conference on integration of constraint programming, artificial intelligence, and operations research (CPAIOR), 2020

   Abs DOI arXiv HAL Website

   Mixed integer linear programs are commonly solved by Branch and Bound algorithms. A key factor of the efficiency of the most successful commercial solvers is their fine-tuned heuristics. In this paper, we leverage patterns in real-world instances to learn from scratch a new branching strategy optimised for a given problem and compare it with a commercial solver. We propose FMSTS, a novel Reinforcement Learning approach specifically designed for this task. The strength of our method lies in the consistency between a local value function and a global metric of interest. In addition, we provide insights for adapting known RL techniques to the Branch and Bound setting, and present a new neural network architecture inspired from the literature. To our knowledge, it is the first time Reinforcement Learning has been used to fully optimise the branching strategy. Computational experiments show that our method is appropriate and able to generalise well to new instances.

2007

1. Proceedings

   Capacity scaling for graph cuts in vision

   Olivier Juan and Yuri Boykov

   In International Conference on Computer Vision (ICCV), 2007

   Abs DOI

   Capacity scaling is a hierarchical approach to graph representation that can improve theoretical complexity and practical efficiency of max-flow/min-cut algorithms. Introduced by Edmonds, Karp, and Dinic in 1972, capacity scaling is well known in the combinatorial optimization community. Surprisingly, this major performance improving technique is overlooked in computer vision where graph cut methods typically solve energy minimization problems on huge N-D grids and algorithms’ efficiency is a widely studied issue. Unlike some earlier hierarchical methods addressing efficiency of graph cuts in imaging, e.g. (H. Lombaert, 2005), capacity scaling preserves global optimality of the solution. This is the main motivation for our work studying capacity scaling in the context of vision. We show that capacity scaling significantly reduces non-polynomial theoretical time complexity of the max-flow algorithm in (Y. Boykov and V. Kolmorogorov, 2004) to weakly polynomial O(m2n2log(U)) where U is the largest edge weight. While (Y. Boykov and V. Kolmorogorov, 2004) is the fastest method for many applications in vision, capacity scaling gives several folds speed-ups for problems with large number of local minima. The effect is particularly strong in 3D applications with denser neighborhoods.

2006

1. Proceedings

   Active graph cuts

   Olivier Juan and Yuri Boykov

   In Computer Vision and Pattern Recognition (CVPR), 2006

   Abs DOI

   This paper adds a number of novel concepts into global s/t cut methods improving their efficiency and making them relevant for a wider class of applications in vision where algorithms should ideally run in real-time. Our new Active Cuts (AC) method can effectively use a good approximate solution (initial cut) that is often available in dynamic, hierarchical, and multi-label optimization problems in vision. In many problems AC works faster than the state-of-the-art max-flow methods [2] even if initial cut is far from the optimal one. Moreover, empirical speed improves several folds when initial cut is spatially close to the optima. Before converging to a global minima, Active Cuts outputs a multitude of intermediate solutions (intermediate cuts) that, for example, can be used be accelerate iterative learning-based methods or to improve visual perception of graph cuts realtime performance when large volumetric data is segmented. Finally, it can also be combined with many previous methods for accelerating graph cuts.

2. Article

   Stochastic motion and the level set method in computer vision: Stochastic active contours

   Olivier Juan, Renaud Keriven, and Gheorghe Postelnicu

   International Journal of Computer Vision (IJCV), 2006

   Abs DOI

   Based on recent work on Stochastic Partial Differential Equations (SPDEs), this paper presents a simple and well-founded method to implement the stochastic evolution of a curve. First, we explain why great care should be taken when considering such an evolution in a Level Set framework. To guarantee the well-posedness of the evolution and to make it independent of the implicit representation of the initial curve, a Stratonovich differential has to be introduced. To implement this differential, a standard Ito plus drift approximation is proposed to turn an implicit scheme into an explicit one. Subsequently, we consider shape optimization techniques, which are a common framework to address various applications in Computer Vision, like segmentation, tracking, stereo vision etc. The objective of our approach is to improve these methods through the introduction of stochastic motion principles. The extension we propose can deal with local minima and with complex cases where the gradient of the objective function with respect to the shape is impossible to derive exactly. Finally, as an application, we focus on image segmentation methods, leading to what we call Stochastic Active Contours.