François  Margot

Professor of Operations Research

PHONE

412-268-7586

OFFICE

POS - Posner Hall - Room 232C

AREA OF EXPERTISE

Operations Research

EDUCATION

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

PUBLICATIONS

  • Cut Generation through Binarization

    (author(s): Pierre Bonami, François Margot) Mathematical Programming

  • Merchant Commodity Storage and Term-Structure Model Error

    (author(s): Nicola Secomandi, Guoming Lai, François Margot, Alan Scheller-Wolf, Duane Seppi) Manufacturing & Service Operations Management

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

    (author(s): Selvaprabu Nadarajah, François Margot, Nicola Secomandi) Management Science

  • Cut Generation through Binarization (extended abstract)

    (author(s): Pierre Bonami, François Margot) Lecture Notes in Computer Science 8494, 2014; 174-185

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WORKING PAPERS

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

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

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

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

  • Partial hyperplane activation for generalized intersection cuts (revision of earlier paper)

    (author(s): Egon Balas, Aleksandr Kazachkov, François Margot, Selvaprabu Nadarajah) 2014

  • Min Up/Min Down Polytopes

    (author(s): John Lee, Jenny Leung, François Margot) Discrete Optimization 1, 2004; 77-85

AWARDS AND HONORS

  • Discrete Optimization - 10-year virtual issue of Discrete Optimization (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)
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UNIVERSITY SERVICE

  • Masters Academic Actions Committee, Committee Member, Discussion of academic issue in the MBA program, (2014 - 2015)
  • Weil Prize, Committee Member, Selecting reipient for the prize, (2014 - 2015)
  • 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)
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CONSULTING

  • SintecMedia, Inc. (January 2009 -)

PROFESSIONAL ACTIVITIES

  • Associate Editor, Mathematical Programming, Serie A (March 2012 -)
  • Associate Editor, INFORMS Journal on Computing (January 2010 -)
  • Associate Editor, Mathematical Programming Computation (January 2008 -)
  • Committee Chair, International Symposium on Mathematical Programming 2015, Organization Committee (August 2012 - September 2015)
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COURSES TAUGHT

  • Optimization (45751)
    2014 Mini 2 Section: A, B, C
    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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François Margot