Andrea Lodi

Associate Academic Member
Andrea Lodi
Full Professor, École Polytechnique de Montréal
Andrea Lodi

Since 2014, Professor Lodi has held the Canada Excellence Research Chair in Data Science for Real-Time Decision-Making at Polytechnique Montréal—the nation’s leading research chair in the field of operations research. Internationally recognized for his work on mixed linear and nonlinear programming, Prof. Lodi is focused on developing new models and algorithms to quickly an efficiently process massive amounts of data for multiple sources. These algorithms and models are expected to lead to the creation of optimized real-time decision-making strategies. The Chair aims to apply its expertise in a range of sectors, including energy, transport, health, production and supply chain logistics management.

He holds a PhD in systems engineering (2000) and was a full professor of operations research in the Department of Electrical, Electronic and Information Engineering at the University of Bologna. He coordinates large-scale European operations research projects and has worked as a consultant for the CPLEX R&D team at IBM since 2006. He has published over 70 articles in major journals in mathematical programming and served as an associate editor on many of them.

Prof. Lodi was awarded the 2010 Google Faculty Research Award and the 2011 IBM Faculty Award. He was a member of the prestigious Herman Goldstine program at the IBM Thomas J. Watson Research Center in 2005–2006.

Publications

2020-12

Computing Nash equilibria for integer programming games.
Margarida Carvalho, Andrea Lodi and João Pedro Pedroso
arXiv: Computer Science and Game Theory
(2020-12-14)
arxiv.orgPDF
Stochastic Damped L-BFGS with Controlled Norm of the Hessian Approximation
Sanae Lotfi, Tiphaine Bonniot de Ruisselet, Dominique Orban and Andrea Lodi
arXiv: Learning
(2020-12-10)
arxiv.orgPDF

2020-11

Ecole: A Gym-like Library for Machine Learning in Combinatorial Optimization Solvers
Antoine Prouvost, Justin Dumouchelle, Lara Scavuzzo, Maxime Gasse, Didier Chételat and Andrea Lodi
arXiv preprint arXiv:2011.06069
(2020-11-11)
arxiv.orgPDF
Learning to Handle Parameter Perturbations in Combinatorial Optimization: an Application to Facility Location
Andrea Lodi, Luca Mossina and Emmanuel Rachelson
EURO Journal on Transportation and Logistics
(2020-11-04)
www.sciencedirect.comPDF
A note on the Lasserre hierarchy for different formulations of the maximum independent set problem
M.F. Anjos, Y. Emine, A. Lodi and Z. Sun
Operations Research Letters
(2020-11-03)
www.sciencedirect.com

2020-10

The Quadratic Multiknapsack Problem with Conflicts and Balance Constraints
Philippe Olivier, Andrea Lodi and Gilles Pesant
Informs Journal on Computing
(2020-10-14)
pubsonline.informs.org

2020-09

A Partially Ranked Choice Model for Large-Scale Data-Driven Assortment Optimization
Sanjay Dominik Jena, Andrea Lodi, Hugo Palmer and Claudio Sole
Informs Journal on Optimization
(2020-09-22)
pubsonline.informs.org
Change Point Detection by Cross-Entropy Maximization.
Aurélien Serre, Didier Chételat and Andrea Lodi
arXiv preprint arXiv:2009.01358
(2020-09-02)
arxiv.orgPDF

2020-08

Reinforcement Learning Based Penetration Testing of a Microgrid Control Algorithm.
Christopher Neal, Hanane Dagdougui, Andrea Lodi and José Fernandez
arxiv:eess.SY
(2020-08-30)
dblp.uni-trier.dePDF
Analyzing the Resiliency of Microgrid Control Algorithms Against Malicious Input
Christopher Neal, Ranwa Al Mallah, Jose Fernandez and Andrea Lodi
CCECE 2020
(2020-08-30)
ieeexplore.ieee.org
BDD-based optimization for the quadratic stable set problem
Jaime E. González, Andre A. Cire, Andrea Lodi and Louis-Martin Rousseau
Discrete Optimization
(2020-08-27)
www.sciencedirect.com
Machine Learning for Combinatorial Optimization: a Methodological Tour d’Horizon
Yoshua Bengio, Andrea Lodi and Antoine Prouvost
European Journal of Operational Research
(2020-08-08)
www.sciencedirect.comPDF[Also on arXiv preprint arXiv:1811.06128 (2018-11-15)]
A multicut outer-approximation approach for competitive facility location under random utilities
Tien Mai and Andrea Lodi
European Journal of Operational Research
(2020-08-01)
www.sciencedirect.com

2020-06

Hybrid Models for Learning to Branch.
Prateek Gupta, Maxime Gasse, Elias B. Khalil, M. Pawan Kumar, Andrea Lodi and Yoshua Bengio
arXiv preprint arXiv:2006.15212
(2020-06-26)
dblp.uni-trier.dePDF
Design and implementation of a modular interior-point solver for linear optimization
Miguel F. Anjos, Andrea Lodi and Mathieu Tanneau
arXiv preprint arXiv:2006.08814
(2020-06-15)
aps.arxiv.orgPDF
On Generalized Surrogate Duality in Mixed-Integer Nonlinear Programming
Benjamin Müller, Gonzalo Muñoz, Maxime Gasse, Ambros M. Gleixner, Andrea Lodi and Felipe Serrano
Provable Guarantees for General Two-sided Sequential Matching Markets
Alfredo Torrico, Margarida Carvalho and Andrea Lodi
arXiv: Computer Science and Game Theory
(2020-06-08)
ui.adsabs.harvard.eduPDF
Tabu search for the time-dependent vehicle routing problem with time windows on a road network
Maha Gmira, Michel Gendreau, Andrea Lodi and Jean-Yves Potvin
European Journal of Operational Research
(2020-06-02)
www.sciencedirect.com

2020-05

An ILP Model for Multi-Label MRFs With Connectivity Constraints
Ruobing Shen, Bo Tang, Andrea Lodi, Andrea Tramontani and Ismail Ben Ayed
IEEE Transactions on Image Processing
(2020-05-27)
ui.adsabs.harvard.eduPDF
Machine-learning-based column selection for column generation
Guy Desaulniers, Andrea Lodi and Mouad Morabit
Les Cahiers du GERAD
(2020-05-01)
www.gerad.ca

2020-04

Travel speed prediction based on learning methods for home delivery
Maha Gmira, Michel Gendreau, Andrea Lodi and Jean-Yves Potvin
EURO Journal on Transportation and Logistics
(2020-04-27)
www.sciencedirect.com
Preface to the special issue of INFOR on “continuous optimization and applications in machine learning and data analytics”
Miguel F. Anjos, Fabian Bastin, Sébastien Le Digabel and Andrea Lodi
Infor
(2020-04-24)
www.tandfonline.com
The Covering-Assignment Problem for Swarm-powered Ad-hoc Clouds: A Distributed 3D Mapping Use-case
Leandro R. Costa, Daniel Aloise, Luca G. Gianoli and Andrea Lodi
arXiv preprint arXiv:2004.11837
(2020-04-21)
aps.arxiv.orgPDF
Proceedings of the Edge Intelligence Workshop, Montréal, Canada, March 2--3, 2020
Charles Audet, Sébastien Le Digabel, Andrea Lodi, Dominique Orban and Vahid Partovi Nia
Les Cahiers du GERAD
(2020-04-01)
www.gerad.ca
The Covering-Assignment Problem for Swarm-powered Ad-hoc Clouds: A Distributed 3D Mapping Use-case
Leandro R. Costa, Daniel Aloise, Luca G. Gianoli and Andrea Lodi
IEEE Internet of Things Journal
(2020-04-01)
ui.adsabs.harvard.edu
The Covering-Assignment Problem for Swarm-powered Ad-hoc Clouds: A Distributed 3D Mapping Use-case
Daniel Aloise, Luca G. Gianoli, Andrea Lodi and Leandro R. Costa
Les Cahiers du GERAD
(2020-04-01)
ui.adsabs.harvard.edu
Integrated integer programming and decision diagram search tree with an application to the maximum independent set problem
Jaime E. González, André Augusto Ciré, Andrea Lodi and Louis-Martin Rousseau
Constraints - An International Journal
(2020-04-01)
link.springer.com

2020-03

Joint location and pricing within a user-optimized environment
Teodora Dan, Andrea Lodi and Patrice Marcotte
EURO Journal on Computational Optimization
(2020-03-01)
link.springer.com

2020-02

Parameterizing Branch-and-Bound Search Trees to Learn Branching Policies
Giulia Zarpellon, Jason Jo, Andrea Lodi and Yoshua Bengio
arXiv preprint arXiv:2002.05120
(2020-02-12)
ui.adsabs.harvard.eduPDF

2020-01

Hybrid Models for Learning to Branch
Prateek Gupta, Maxime Gasse, Elias Khalil, Pawan Mudigonda, Andrea Lodi and Yoshua Bengio
NEURIPS 2020
(2020-01-01)
papers.nips.cc
Activation Adaptation in Neural Networks.
Farnoush Farhadi, Vahid Partovi Nia and Andrea Lodi

2019-12

A Learning-Based Algorithm to Quickly Compute Good Primal Solutions for Stochastic Integer Programs.
Yoshua Bengio, Emma Frejinger, Andrea Lodi, Rahul Patel and Sriram Sankaranarayanan
CPAIOR 2019
(2019-12-17)
dblp.uni-trier.dePDF
A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs.
Yoshua Bengio, Emma Frejinger, Andrea Lodi, Rahul Patel and Sriram Sankaranarayanan
arXiv preprint arXiv:1912.08112
(2019-12-17)
dblp.uni-trier.dePDF
Exact Combinatorial Optimization with Graph Convolutional Neural Networks
Maxime Gasse, Didier Chetelat, Nicola Ferroni, Laurent Charlin and Andrea Lodi
Disjunctive cuts for Mixed-Integer Conic Optimization.
Andrea Lodi, Mathieu Tanneau and Juan Pablo Vielma
arXiv preprint arXiv:1912.03166
(2019-12-06)
arxiv.orgPDF

2019-11

JANOS: An Integrated Predictive and Prescriptive Modeling Framework.
David Bergman, Teng Huang, Philip Brooks, Andrea Lodi and Arvind U. Raghunathan
arXiv preprint arXiv:1911.09461
(2019-11-21)
dblp.uni-trier.dePDF
Game theoretical analysis of Kidney Exchange Programs.
Margarida Carvalho and Andrea Lodi
arXiv preprint arXiv:1911.09207
(2019-11-20)
dblp.uni-trier.dePDF
Nonlinear chance-constrained problems with applications to hydro scheduling
Andrea Lodi, Enrico Malaguti, Giacomo Nannicini and Dimitri Thomopulos
Mathematical Programming
(2019-11-14)
link.springer.com

2019-10

Learning chordal extensions.
Defeng Liu, Andrea Lodi and Mathieu Tanneau
arXiv preprint arXiv:1910.07600
(2019-10-16)
arxiv.org
Nash Games Among Stackelberg Leaders.
Margarida Carvalho, Gabriele Dragotto, Felipe Feijoo, Andrea Lodi and Sriram Sankaranarayanan
(venue unknown)
(2019-10-14)
dblp.uni-trier.dePDF
When Nash Meets Stackelberg
Margarida Carvalho, Gabriele Dragotto, Felipe Feijoo, Andrea Lodi and Sriram Sankaranarayanan
arXiv: Computer Science and Game Theory
(2019-10-14)
ui.adsabs.harvard.eduPDF
Learning chordal extensions
Andrea Lodi, Mathieu Tanneau and Defeng Liu
Les Cahiers du GERAD
(2019-10-01)
www.gerad.caPDF

2019-09

Connectivity-constrained interactive annotations for panoptic segmentation
Ruobing Shen, Bo Tang, Ismail Ben Ayed, Andrea Lodi and Thomas Guthier
(venue unknown)
(2019-09-25)
openreview.netPDF

2019-07

Learning to Handle Parameter Perturbations in Combinatorial Optimization: an Application to Facility Location.
Andrea Lodi, Luca Mossina and Emmanuel Rachelson
arXiv preprint arXiv:1907.05765
(2019-07-12)
dblp.uni-trier.dePDF

2019-06

Using Cost-Based Solution Densities from TSP Relaxations to Solve Routing Problems
Pierre Coste, Andrea Lodi and Gilles Pesant
CPAIOR 2019
(2019-06-04)
doi.org
Learning MILP Resolution Outcomes Before Reaching Time-Limit
Martina Fischetti, Andrea Lodi and Giulia Zarpellon
CPAIOR 2019
(2019-06-04)
link.springer.com
Tulip: An open-source interior-point linear optimization solver with abstract linear algebra
Miguel F. Anjos, Andrea Lodi and Mathieu Tanneau
Les Cahiers du GERAD
(2019-06-01)
www.gerad.ca
QPLIB: a library of quadratic programming instances
Fabio Furini, Emiliano Traversi, Pietro Belotti, Antonio Frangioni, Ambros M. Gleixner, Nick Gould, Leo Liberti, Andrea Lodi, Ruth Misener, Hans D. Mittelmann, Nikolaos V. Sahinidis, Stefan Vigerske and Angelika Wiegele
Mathematical Programming Computation
(2019-06-01)
mpc.zib.dePDF

2019-05

Adverse Event Prediction by Telemonitoring and Deep Learning
Antoine Prouvost, Andrea Lodi, Louis-Martin Rousseau and Jonathan Vallee
International Conference on Human-Centred Software Engineering
(2019-05-30)
www.scilit.net

2019-04

Solving Quadratic Programming by Cutting Planes
Pierre Bonami, Andrea Lodi, Jonas Schweiger and Andrea Tramontani
Siam Journal on Optimization
(2019-04-16)
epubs.siam.org
An Algorithm for Assortment Optimization Under Parametric Discrete Choice Models
Tien Mai and Andrea Lodi
(venue unknown)
(2019-04-12)
www.ssrn.com

2019-03

Ten years of feasibility pump, and counting
Timo Berthold, Andrea Lodi and Domenico Salvagnin
EURO Journal on Computational Optimization
(2019-03-01)
link.springer.com

2019-01

A Decentralized Framework for the Optimal Coordination of Distributed Energy Resources
Miguel F. Anjos, Andrea Lodi and Mathieu Tanneau
IEEE Transactions on Power Systems
(2019-01-01)
ieeexplore.ieee.org

2018-12

Scheduling M2M traffic over LTE uplink of a dense small cell network
Melchiorre Danilo Abrignani, Lorenza Giupponi, Andrea Lodi and Roberto Verdone
Eurasip Journal on Wireless Communications and Networking
(2018-12-01)
jwcn-eurasipjournals.springeropen.comPDF

2018-10

Computing Nash equilibria for integer programming games
Andrea Lodi, Margarida Carvalho and João Pedro Pedroso
Les Cahiers du GERAD
(2018-10-01)
www.gerad.ca

2018-08

A PCA-based approximation scheme for combinatorial optimization with uncertain and correlated data
Guy Desaulniers, Fausto Errico, Andrea Lodi and Borzou Rostami
Les Cahiers du GERAD
(2018-08-01)
espace2.etsmtl.ca

2018-07

Predicting Tactical Solutions to Operational Planning Problems under Imperfect Information
Eric Larsen, Sébastien Lachapelle, Yoshua Bengio, Emma Frejinger, Simon Lacoste-Julien and Andrea Lodi
arXiv preprint arXiv:1901.07935
(2018-07-31)
aps.arxiv.orgPDF
Predicting Solution Summaries to Integer Linear Programs under Imperfect Information with Machine Learning.
Eric Larsen, Sébastien Lachapelle, Yoshua Bengio, Emma Frejinger, Simon Lacoste-Julien and Andrea Lodi
arXiv: Learning
(2018-07-31)
dblp.uni-trier.dePDF

2018-06

A Comparison of Optimization Methods for Multi-objective Constrained Bin Packing Problems
Philippe Olivier, Andrea Lodi and Gilles Pesant
CPAIOR 2018
(2018-06-26)
doi.org
Learning a classification of mixed-integer quadratic programming problems
Pierre Bonami, Andrea Lodi and Giulia Zarpellon
CPAIOR 2018
(2018-06-26)
link.springer.com
Learning to rank for censored survival data.
Margaux Luck, Tristan Sylvain, Joseph Paul Cohen, Heloise Cardinal, Andrea Lodi and Yoshua Bengio
arXiv preprint arXiv:1806.01984
(2018-06-06)
ui.adsabs.harvard.eduPDF

2018-04

Experiments on virtual private network design with concave capacity costs
Andrea Lodi and Ahmad Moradi
Optimization Letters
(2018-04-02)
link.springer.com

2018-03

A polynomial algorithm for a continuous bilevel knapsack problem
Margarida Carvalho, Andrea Lodi and Patrice Marcotte
Operations Research Letters
(2018-03-01)
www.sciencedirect.com

2018-01

A convex reformulation and an outer approximation for a class of binary quadratic program
Borzou Rostami, Fausto Errico and Andrea Lodi
(venue unknown)
(2018-01-01)
espace2.etsmtl.ca

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