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Tepper School Faculty Directory



Carnegie Mellon: Tepper School of Business

François Margot

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Professor of Operations Research

Education:
  • Ecole Polytechnique Fédérale des Lausanne, Switzerland - Ph.D. - 1994
Areas of Expertise:
  • Operations Research
Teaching and Research Interests:
  • Mixed integer linear and nonlinear programming, branch-and-cut, polyhedral combinatorics, enumeration problems.
Website and/or personal homepage:
http://wpweb2.tepper.cmu.edu/fmargot/index.html

Published Papers: 
  • Generalized Intersection Cuts and a New Cut Generating Paradigm
    Mathematical Programming A, 2011.
    (with: Egon Balas)

  • On the Relative Strength of Split, Triangle and Quadrilateral Cuts
    Mathematical Programming A, To appear.
    (with: Gérard Cornuéjols, Amitabh Basu, Pierre Bonami)

  • An Approximate Dynamic Programming Approach to Benchmark Practice-
    based Heuristics for Natural Gas Storage Valuation

    Operations Research 58, 2010; 564-582.
    (with: Guoming Lai, Nicola Secomandi)

  • Testing Cut Generators for Mixed-Integer Linear Programming
    Mathematical Programming Computation 1, 2009; 69-95.

  • Feasibility Pump for Mixed Integer Nonlinear Programs
    Mathematical Programming 119, 2009; 331-352.
    (with: Pierre Bonami, Gérard Cornuéjols, A. Lodi)

  • Branching and Bound Tightening Techniques for Non-convex MINLP
    Optimization Methods and Software 24, 2009; 597-634.
    (with: Pietro Belotti, J. Lee, L. Liberti, A. Waechter)

  • Improving Bounds on the Football Pool Problem via Symmetry Reduction and High-Throughput Computing (2007)
    INFORMS Journal on Computing 21, 2009; 445-457.
    (with: J. Linderoth, G. Thain)

  • On the Relative Strength of Split, Triangle and Quadrilateral Cuts
    Mathematical Programming 126 126, 2011; 281-314.
    (with: Amitabh Basu, Pierre Bonami, Gérard Cornuéjols)

  • Symmetry in Integer Linear Programming
    50 Years of Integer Programming, 2009.

  • An Algorithmic Framework for Convex Mixed Integer Nonlinear Programs
    Discrete Optimization 5, 2008; 186-204.
    (with: Pierre Bonami, L. Biegler, et al)

  • Reoptimization Approaches for the Vehicle Routing Problem with Stochastic Demands
    Operations Research 57, 2009; 214-230.
    (with: Nicola Secomandi)

  • On the Facets of Mixed Integer Programs with Two Integer Variables and Two Constraints
    Mathematical Programming 120, 2009; 419-456.
    (with: Gérard Cornuéjols)

  • Optimization for Simulation: LAD Accelerator
    Annals of Operations Research 188, 2011; 285-305.
    (with: Miguel Lejeune)

  • Integer Programming Solution Approach for Inventory-Production-Distribution Problems with Direct Shipments
    International Transactions in Operations Research 15, 2008; 259-281.
    (with: Miguel Lejeune)

  • On a Binary-Encoded ILP Coloring Formulation
    INFORMS Journal on Computing 19, 2007; 406-415.
    (with: J. Lee)

  • Symmetric ILP: Coloring and Small Integers
    Discrete Optimization 4, 2007; 40-62.

  • Classification of Orthogonal Arrays by Integer Programming
    Journal of Statistical Planning and Inference 138, 2008; 654-666.
    (with: Dursun Bulutoglu)

  • Min Up/Min Down Polytopes
    Discrete Optimization, 2004; 77-85.
    (with: J. Lee, J. Leung)

  • Exploiting Orbits in Symmetric ILP
    Mathematical Programming, Ser. B, 2003; 3-21.

  • TSP Heuristics: Domination Analysis and Complexity
    Algorithmica, 2003; 111-127.
    (with: S. Kabadi, A. Punnen)

  • Decompositions, Network Flows and a Precedence Constrained Single Machine Scheduling Problem
    Operations Research 51, 2003; 981-992.
    (with: M. Queyranne, Y. Wang)

  • Pruning by Isomorphism in Branch-and-Cut
    Mathematical Programming, 2002; 71-90.

  • Small Covering Designs by Branch-and-Cut
    Mathematical Programming, 2003; 207-220.

  • Pruning by Isomorphism in Branch-and-Cut
    Lecture Notes in Computer Science, 2001; 304-317.

  • The Packing Property
    Mathematical Programming A(89), 2000; 113-126.
    (with: Gérard Cornuéjols, B. Guenin)

  • Weak K-Majorization and Polyhedra
    Mathematical Programming, 1998; 37-53.
    (with: G. Dahl)

  • A Category of Minimally Nonideal Matrices
    Mathematical Methods of Operations Research, 1998; 221-241.
    (with: C. Luetolf)

  • Analysis of Backtrack Algorithms for Listing all Vertices and all Faces of a Convex Polyhedron
    Computational Geometry, 1997; 1-12.
    (with: K. Fukuda, T. Liebling)

  • Multiterminal Flows and Cuts
    Operations Research Letters, 1995; 201-204.
    (with: D. Hartvigsen)

  • Node Disjoint Paths on Partial 2-Trees: A Linear Algorithm and Polyhedral Results
    Mathematical Methods of Operations Research, 1995; 325-346.
    (with: A. Prodon, T. Liebling)

  • Disjoint Paths in the Plane
    ORSA Journal on Computing, 1995; 84-88.
    (with: T. Liebling, D. Mueller, A. Prodon, L. Stauffer)

  • Tree polytope on 2-trees
    Mathematical Programming, 1994; 183-192.
    (with: A. Prodon, T. Liebling)

  • Some Complexity Results About Threshold Graphs
    Discrete Applied Mathematics, 1994; 299-308.

  • Quick Updates for P-opt TSP Heuristics
    Operations Research Letters, 1992; 45-46.

  • The Poset Scheduling Problem
    Methods of Operations Research, 1990; 221-230.
    (with: A. Prodon, T. Liebling)

  • A Note on Order Preserving Matchings
    Operations Research Letters, 1989; 197-200.
    (with: A. Prodon, T. Liebling)

Publications: 
  • "Novel Approaches to Portfolio Construction: Multiple Risk Models and Multi-Solution Generation"
    in S. Satchell (ed.) Optimizing Optimization, Academic Press/North-Holland/Elsevier, (2009).
    (with: S. Ceria, A. Renshaw, Anureet Saxena)

  • "Symmetry in Integer Programming"
    in Juenger et al (ed.) 50 Years of Integer Programming, Springer, (2009).

Awards:
  • Winner of the INFORMS Energy, Natural Resources, and the Environment Section Best Publication Award in Energy - 2012
  • BP Junior Faculty Chair, Tepper School of Business - 2006
  • IBM Faculty Award - 2005, 2009
  • Best Ph.D. thesis, Ecole Polytechnique Fédérale, Lausanne, Switzerland - 1994
Editorial Boards:
  • INFORMS Journal on Computing (Associate Editor), 2010-
  • Mathematical Programming Computation (Associate Editor), 2008-
  • Algorithmic Operations Research (Member of the Editorial Advisory Board), 2004-
  • Management Science (Associate Editor), 1994-2002
Consulting:
  • SintecMedia, Inc.
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