Francois  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, 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)
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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)
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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
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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