Recent Publications/Preprints

2012

• A. Basu, G. Cornuejols, F. Margot, "Intersection Cuts with Infinite Split Rank", to appear in Mathematics of Operations Research

• E. Balas, F. Margot, "Generalized Intersection Cuts", to appear in Mathematical Programming
  

• I. Gentilini, F. Margot, K. Shimada, "The Traveling Salesman Problem with Neighborhoods: MINLP Solution" , to appear in Optimization Methods and Software

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  2011

• A. Basu, P. Bonami, G. Cornuejols, F. Margot, "Experiments with two-row cuts from degenerate tableaux", INFORMS Journal on Computing 23 (2011), 578--590; Associated source code is available here
  Published version available at INFORMS PubsOnLine
  

• M. Lejeune, F. Margot, "Optimization for Simulation: LAD Accelerator", Annals of Operations Research 188 (2011), 285-305; Published version available at Springer's Link Search Site
  

• N. Secomandi, G. Lai, F. Margot, A. Scheller-Wolf, D. Seppi, "Valuation and Hedging of Commodity Storage in the Presence of Term Structure Model Error" , Tepper Working Paper 2010-E71 (2010; revised May 2011)
  

• S. Nadarajah, F. Margot, N. Secomandi, "Approximate Dynamic Programs for Natural Gas Storage Valuation Based on Approximate Linear Programming Relaxations'', Tepper Working Paper 2011-E5 (2011)

• A. Qualizza, P. Belotti, F. Margot, "Linear Programming Relaxations of Quadratically Constrained Quadratic Programs", IMA Volumes Series 154, J. Lee, S. Leyfer (Eds.), Springer (2011)

• G. Nannicini, P. Belotti, J. Lee, J. Linderoth, F. Margot, A. Waechter, "A probing algorithm for MINLP with failure prediction by SVM", Lecture Notes in Computer Science 6697, Springer (2011), 154--169; Published version available at Springer's Link Search Site

• A. Basu, P. Bonami, G. Cornuejols, F. Margot, "On the Relative Strength of Split, Triangle and Quadrilateral Cuts", Mathematical Programming 126 (2011), 281-314; Published version available at Springer's Link Search Site;
  Conference Paper version in Proceedings of the Twentieth Annual ACM-SIAM Symposium on Discrete Algorithms (SODA 2009), C. Mathieu (Ed), SIAM-ACM (2009), 1220--1229.

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  2010

• G. Lai, F. Margot, N. Secomandi, "An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation", Operations Research 58 (2010), 564--582; Published version available at INFORMS PubsOnLine

• F. Margot, "BAC : A BCP based Branch-and-Cut Example" , IBM Research Report RC22799 (W0305-064) (2003); revised (2010), Original version (May 2003)
  

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  2009

• S. Ceria, F. Margot, A. Renshaw, A. Saxena, "Novel Approaches to Portfolio Construction: Multiple Risk Models and Multi-Solution Generation", Optimizing Optimization, S. Satchell, Ed., Academic Press/North-Holland/Elsevier (2009), Abstract

• F. Margot, "Symmetry in Integer Linear Programming", 50 Years of Integer Programming, Springer (2009)
  

• J. Linderoth, F. Margot, G. Thain, "Improving Bounds on the Football Pool Problem via Symmetry Reduction and High-Throughput Computing" (2007), INFORMS Journal on Computing 21 (2009), 445-457; Published version available at INFORMS PubsOnLine

• P. Belotti, J. Lee, L. Liberti, F. Margot, A. Waechter, "Branching and Bound Tightening Techniques for Non-convex MINLP", IBM Research Report RC24620 (2008), Optimization Methods and Software 24 (2009), 597--634; Published version available at informaworld

• G. Cornuejols, F. Margot, "On the Facets of Mixed Integer Programs with Two Integer Variables and Two Constraints", Mathematical Programming 120 (2009), 419-456; Published version available at Springer's Link Search Site

• F. Margot, "Testing Cut Generators for Mixed-Integer Linear Programming", Mathematical Programming Computation 1 (2009), 69-95; Associated source code is available here; Published version available at Springer's Link Search Site

• P. Bonami, G. Cornuejols, A. Lodi, F. Margot, "A Feasibility Pump for Mixed Integer Nonlinear Programs", Mathematical Programming 199 (2009), 331-352; Published version available at Springer's Link Search Site

• N. Secomandi, F. Margot, "Reoptimization Approaches for the Vehicle Routing Problem with Stochastic Demands", Operations Research 57 (2009), 214-230; Published version available at INFORMS PubsOnLine

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  2008

• F. Margot, "Testing Cut Generators for MILP", Optima 77 (2008), 6--9; Abstract

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

• G. Cornuejols, F. Margot, "On the Facets of Mixed Integer Programs with Two Integer Variables and Two Constraints", LATIN 2008, E.S. Laber et al. (Eds), Lecture Notes in Computer Science 4957, Springer (2008), 317--328

• D.A. Bulutoglu, F. Margot, "Classification of Orthogonal Arrays by Integer Programming", Journal of Statistical Planning and Inference 138 (2008), 654-666

• M. Lejeune, F. Margot, "Integer Programming Solution Approach for Inventory-Production-Distribution Problems with Direct Shipments", International Transactions in Operational Research 15 (2008), 259-281

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  2007

• J. Linderoth, F. Margot, G. Thain, , "The Tera-Gridiron: A Natural Turf for High-Throughput Computing" (2007)

• F. Margot, "Symmetric ILP: Coloring and Small Integers", Discrete Optimization 4 (2007), 40-62

• J. Lee, F. Margot, "On a Binary-Encoded ILP Coloring Formulation" INFORMS Journal on Computing 19 (2007), 406-415; Published version available at INFORMS PubsOnLine

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  2006

• G. Bendall, F. Margot, "Greedy Type Resistance of Combinatorial Problems", Discrete Optimization 3 (2006), 288-298

• G. Bendall, F. Margot, " Minimum Number of Below Average Triangles in a Weighted Complete Graph", Discrete Optimization 3 (2006), 206-219

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  2004

• J. Lee, F. Margot, "More on a Binary-Encoded Edge Coloring Formulation", extended abstract, Proceedings of the 10th IPCO Conference , D. Bienstock, G. Nemhauser, Eds., LNCS 3064, Springer (2004), 271--282

• J. Lee, J. Leung, F. Margot, "Min-up Min-down Polytopes", Discrete Optimization 1 (2004), 77--85

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  2003

• F. Margot, M. Queyranne, Y.Wang, "Decomposition, Network Flows and a Precedence Constrained Single Machine Scheduling Problem", Operations Research 51 (2003), 981-992; Published version available at INFORMS PubsOnLine

• A. Punnen, F. Margot, S. Kabadi, "TSP Heuristics: Domination Analysis and Complexity", Algorithmica 35 (2003), 111-127; Published version available at Springer's Link Search Site

• F. Margot, "Exploiting Orbits in Symmetric ILP", Mathematical Programming (Ser. B) 98 (2003), 3--21 , LP files of the test problems; Published version available at Springer's Link Search Site

• F. Margot, "Small Covering Designs by Branch-and-Cut", Mathematical Programming (Ser. B) 94 (2003), 207-220; Published version available at Springer's Link Search Site

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  2002

• F. Margot, "Pruning by Isomorphism in Branch-and-Cut", Mathematical Programming 94 (2002), 71-90, LP files of the test problems; Published version available at Springer's Link Search Site

  Note: The algorithm orb_in_stab() (p. 82 of published version) has a typo: In the last line, "perm[j]" should be "loc_perm[j]", as pointed out by S. Raaphorst.

• F. Margot, "A correction to "The number of non-isomorphic solutions to a problem in covering designs"

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  2001

• F. Margot, "Pruning by Isomorphism in Branch-and-Cut", (extended abstract), Proceedings of the 8th International IPCO Conference , LNCS 2081, Springer (2001), 304-317, Published version available at Springer's Link Search Site

• E. Balas, S. Ceria, M. Dawande, F. Margot, G. Pataki, "OCTANE: A New Heuristic for Pure 0-1 Programs", Operations Research 49 (2001), 207-235, Published version available at INFORMS PubsOnLine

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  1997-2000

• G. Cornuejols, B. Guenin, F. Margot, "The Packing Property", Mathematical Programming 89 (2000), 113-126; Published version available at Springer's Link Search Site

• C. Luetolf, F. Margot, "A Catalog of Minimally Nonideal Matrices", Mathematics of Operations Research 47 (1998), 221-241; A text file containing the matrices mentioned in the paper is available here

• G. Dahl, F. Margot, "Weak k-majorization and Polyhedra", Mathematical Programming 81 (1998), 37-53, Published version available at Springer's Link Search Site

• K. Fukuda, Th. M. Liebling, F. Margot, "Analysis of Backtrack Algorithms for Listing All Vertices and All Faces of a Convex Polyhedron", Computational Geometry 8 (1997), 1-12