Francois  Margot

Professor of Operations Research

Phone

412-268-7586

Area of Expertise

Operations Research

Education

Ecole Polytechnique Fédérale de Lausanne, Switzerland - Ph D - 1994


PUBLICATIONS

  • Cut Generation through Binarization

    (author(s): Pierre Bonami, Francois Margot) Proceeding of the 17th International Integer Programming and Combinatorial Optimization Conference, Lecture Notes in Computer Science 8494, 2014; 174-185

  • On the Safety of Gomory Cut Generators

    (author(s): Gerard Cornuejols, Francois Margot, Giacomo Nannicini) Mathematical Programming Computation 5(4), 2013; 345-395

  • BAC : A BCP based Branch-and-Cut Example

    COIN-OR, 2013

  • The Traveling Salesman Problem with Neighborhoods: MINLP solution

    (author(s): Iacopo Gentilini, Francois Margot, Kenji Shimada) Optimization Methods and Software 28, 2013; 364-378

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WORKING PAPERS

  • Comparison of Least Squares Monte Carlo Methods with Applications to Energy Real Options

    (author(s): Selvaprabu Nadarajah, Francois Margot, Nicola Secomandi)

  • Merchant Commodity Storage and Term-Structure Model Error

    (author(s): Nicola Secomandi, Guoming Lai, Francois Margot, Alan Scheller-Wolf, Duane Seppi)

  • Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage

    (author(s): Selvaprabu Nadarajah, Francois Margot, Nicola Secomandi)

  • Solving Chance-Constrained Optimization Problems with Sto chastic Quadratic Inequalities

    (author(s): Miguel Lejeune, Francois Margot)

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Awards and Honors

Discrete Optimization - 10-year virtual issue (2014)
Tepper - Finalist, George Leland Bach MBA Teaching Award (2013)
INFORMS - 2012 INFORMS ENRE Best Publication Award in Energy (2012)
Discrete Optimization - Discrete Optimization Top Cited Author 2005-2010 (2011)
Discrete Optimization - Discrete Optimization Top Cited Paper 2005-2010 (2011)
IBM - IBM Faculty Award (2009)
Tepper - BP Junior Faculty Chair (2006)
IBM - IBM Faculty Award (2005)
Ecole Polytechnique Federale de Lausanne - Best Ph.D. thesis (1994)
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University Service

Senate, University Senate Service, Tepper Senator in the Faculty Senate, (2012 - 2014)
Balas Prize Committee, Committee Member, Selecting recipient of the Balas Prize, (2014 - 2014)
Weil Prize, Committee Member, Selecting recipient of the prize, (2013 - 2014)
Weil Prize Committee, Committee Member, Selecting recipient of the prize, (2013 - 2014)
Balas Prize Committee, Committee Member, (2013 - 2013)
Weil Prize Committee, Committee Member, (2012 - 2013)
Thompson Award Committee, Committee Member, ( - 2010)
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Consulting

SintecMedia, Inc. (January 2009)

Professional Activities

Editor, Associate Editor, Mathematical Programming, Serie A
Editorial Review Board Member, Naval Research Logistics
Editor, Associate Editor, INFORMS Journal on Computing
Editor, Associate Editor, Mathematical Programming Computation
Committee Chair, International Symposium on Mathematical Programming 2015, Organization Committee (2012 - 2015)
Member, INFORMS Optimization Society, IOS 2014 Best Student Paper (2014 - 2014)
Committee Member, MINLP 2014, Technical Advisory Committee (2013 - 2014)
Workshop Organizer, Combinatorial Optimization Workshop 2014, Organization Committee (2013 - 2014)
Program Organizer, Integer Programming and Combinatorial Optimization 2013 (IPCO XVI), Program Committee (2012 - 2013)
Member, Algorithmic Operations Research, Editorial Advisory Board (2004 - 2012)
International Symposium on Mathematical Programming , Cluster Chair, Mixed Integer Nonlinear Programming (2011 - 2012)
Mixed-Integer Programming Workshop, Program Committee (2011 - 2012)
Workshop Organizer, Combinatorial Optimization Workshop (2011 - 2012)
Integer Programming and Combinatorial Optimization 2010 (IPCO XIV), Program Committee (2009 - 2010)
Workshop Organizer, Combinatorial Optimization Workshop (2009 - 2010)
Editor, Associate Editor, Management Science (1994 - 2002)
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COURSES TAUGHT

  • Optimization (45751)
    2013 Mini 2 Section: A, B, C
    2013 Mini 3 Section: F
    2012 Mini 2 Section: A, B, C
  • Optimization Models for Operations (45854)
    2013 Mini 3 Section: A
  • Probability and Statistics (45730)
    2012 Mini 3 Section: F
  • Optimization and Decision Making (45760)
    2011 Mini 1 Section: A, B, C
    2010 Mini 1 Section: A, B, C
    2009 Mini 1 Section: F, M
    2007 Mini 1 Section: A, B
    2006 Mini 1 Section: F, M
    2005 Mini 1 Section: A, B

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Francois Margot