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Franois Margot
Information about the author Franois Margot will soon be added to the site.
Found
14 papers
in total
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Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities
2016
We propose a new and systematic reformulation and algorithmic approach to solve a...
Relaxations of Approximate Linear Programs for the Real Option Management of Commodity Storage
2015
The real option management of commodity conversion assets gives rise to intractable...
Intersection Cuts with Infinite Split Rank
2012
We consider mixed‐integer linear programs where free integer variables are...
Experiments with Two‐Row Cuts from Degenerate Tableaux
2011
There has been a recent interest in cutting planes generated from two or more rows of...
Optimization for simulation: LAD accelerator
2011
The goal of this paper is to address the problem of evaluating the performance of a...
An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation
2010
The valuation of the real option to store natural gas is a practically important...
On a binary-encoded ILP coloring formulation
2007
We further develop the 0/1 ILP formulation of Lee for edge coloring where colors...
Integer programming solution approach for inventory–production–distribution problems with direct shipments
2008
We construct an integrated multi-period inventory–production–distribution...
An algorithmic framework for convex mixed integer nonlinear programs
2008
This paper is motivated by the fact that mixed integer nonlinear programming is an...
Symmetric integer linear programming: Coloring and small integers
2007
This paper presents techniques for handling symmetries in integer linear programs...
Decompositions, network flows, and a precedence constrained single-machine scheduling problem
2003
We present an in-depth theoretical, algorithmic, and computational study of a linear...
Greedy-type-resistance of combinatorial problems
2006
This paper gives a sufficient condition for a combinatorial problem to be greedy-type...
Min-up/min-down polytopes
2004
In power generation and other production settings, technological constraints force...
Multiterminal flows and cuts
1995
Gomory and Hu studied minimal collections of cuts in a graph that contain a min cut...
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