Portrait de Margarida Carvalho

Margarida Carvalho

Membre académique associé
Professeure adjointe, Université de Montréal, Département d'informatique et de recherche opérationnelle

Biographie

Margarida Carvalho est titulaire d'un baccalauréat et d'une maîtrise en mathématiques. Elle a obtenu un doctorat en informatique à l'Université de Porto, pour lequel elle a reçu le prix de la thèse EURO en 2018. La même année, elle est devenue professeure adjointe au Département d'informatique et de recherche opérationnelle de l'Université de Montréal, où elle occupe la Chaire de recherche FRQ-IVADO en science des données pour la théorie des jeux combinatoires.

Elle est une experte en recherche opérationnelle, notamment en optimisation combinatoire et en théorie algorithmique des jeux. Ses recherches sont motivées par des problèmes de prise de décision du monde réel impliquant l'interaction de plusieurs agents, tels que les programmes d'échange de reins, le choix des écoles et les marchés concurrentiels.

Étudiants actuels

Doctorat - Université de Montréal
Superviseur⋅e principal⋅e :

Publications

A stochastic integer programming approach to reserve staff scheduling with preferences
Carl Perreault‐Lafleur
Guy Desaulniers
Optimization of the location and design of urban green spaces
Caroline Leboeuf
Yan Kestens
Benoit Thierry
Game theoretical analysis of Kidney Exchange Programs
Optimising Electric Vehicle Charging Station Placement Using Advanced Discrete Choice Models
Steven Lamontagne
Bernard Gendron
Miguel F. Anjos
Ribal Atallah
D'epartement d'informatique et de recherche op'erationnelle
U. Montr'eal
S. O. Mathematics
U. Edinburgh
Institut de Recherche d'Hydro-Qu'ebec
We present a new model for finding the optimal placement of electric vehicle charging stations across a multiperiod time frame so as to maxi… (voir plus)mise electric vehicle adoption. Via the use of stochastic discrete choice models and user classes, this work allows for a granular modelling of user attributes and their preferences in regard to charging station characteristics. We adopt a simulation approach and precompute error terms for each option available to users for a given number of scenarios. This results in a bilevel optimisation model that is, however, intractable for all but the simplest instances. Our major contribution is a reformulation into a maximum covering model, which uses the precomputed error terms to calculate the users covered by each charging station. This allows solutions to be found more efficiently than for the bilevel formulation. The maximum covering formulation remains intractable in some instances, so we propose rolling horizon, greedy, and greedy randomised adaptive search procedure heuristics to obtain good-quality solutions more efficiently. Extensive computational results are provided, and they compare the maximum covering formulation with the current state of the art for both exact solutions and the heuristic methods. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms–Discrete. Funding: This work was supported by Hydro-Québec and the Natural Sciences and Engineering Research Council of Canada [Discovery grant 2017-06054; Collaborative Research and Development Grant CRDPJ 536757–19]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijoc.2022.0185 .
Adaptation, Comparison and Practical Implementation of Fairness Schemes in Kidney Exchange Programs
In Kidney Exchange Programs (KEPs), each participating patient is registered together with an incompatible donor. Donors without an incompat… (voir plus)ible patient can also register. Then, KEPs typically maximize overall patient benefit through donor exchanges. This aggregation of benefits calls into question potential individual patient disparities in terms of access to transplantation in KEPs. Considering solely this utilitarian objective may become an issue in the case where multiple exchange plans are optimal or near-optimal. In fact, current KEP policies are all-or-nothing, meaning that only one exchange plan is determined. Each patient is either selected or not as part of that unique solution. In this work, we seek instead to find a policy that contemplates the probability of patients of being in a solution. To guide the determination of our policy, we adapt popular fairness schemes to KEPs to balance the usual approach of maximizing the utilitarian objective. Different combinations of fairness and utilitarian objectives are modelled as conic programs with an exponential number of variables. We propose a column generation approach to solve them effectively in practice. Finally, we make an extensive comparison of the different schemes in terms of the balance of utility and fairness score, and validate the scalability of our methodology for benchmark instances from the literature.
Capacity Variation in the Many-to-one Stable Matching
Federico Bobbio
Alfredo Torrico
Computing Nash equilibria for integer programming games
Joao Pedro Pedroso
ZERO: Playing Mathematical Programming Games
Gabriele Dragotto
S. Sankaranarayanan
The Cut and Play Algorithm: Computing Nash Equilibria via Outer Approximations
Gabriele Dragotto
Sriram Sankaranarayanan
We introduce the Cut-and-Play, an efficient algorithm for computing equilibria in simultaneous non-cooperative games where players solve non… (voir plus)convex and possibly unbounded optimization problems. Our algorithm exploits an intrinsic relationship between the equilibria of the original nonconvex game and the ones of a convexified counterpart. In practice, Cut-and-Play formulates a series of convex approximations of the original game and refines them with techniques from integer programming, for instance, cutting planes and branching operations. We test our algorithm on two families of challenging nonconvex games involving discrete decisions and bilevel programs, and we empirically demonstrate that it efficiently computes equilibria and outperforms existing game-specific algorithms.
Capacity Planning in Stable Matching
Federico Bobbio
Ignacio Rios
Alfredo Torrico
We introduce the problem of jointly increasing school capacities and finding a student-optimal assignment in the expanded market. Due to the… (voir plus) impossibility of efficiently solving the problem with classical methods, we generalize existent mathematical programming formulations of stability constraints to our setting, most of which result in integer quadratically-constrained programs. In addition, we propose a novel mixed-integer linear programming formulation that is exponentially large on the problem size. We show that its stability constraints can be separated by exploiting the objective function, leading to an effective cutting-plane algorithm. We conclude the theoretical analysis of the problem by discussing some mechanism properties. On the computational side, we evaluate the performance of our approaches in a detailed study, and we find that our cutting-plane method outperforms our generalization of existing mixed-integer approaches. We also propose two heuristics that are effective for large instances of the problem. Finally, we use the Chilean school choice system data to demonstrate the impact of capacity planning under stability conditions. Our results show that each additional seat can benefit multiple students and that we can effectively target the assignment of previously unassigned students or improve the assignment of several students through improvement chains. These insights empower the decision-maker in tuning the matching algorithm to provide a fair application-oriented solution.
Individual Fairness in Kidney Exchange Programs
William St-Arnaud
Behrouz Babaki
Capacity Expansion in the College Admission Problem
Federico Bobbio
Alfredo Torrico