Francesca Maggioni - Bergamo Italy Francesca Maggioni - Bergamo Italy Francesca Maggioni - Bergamo Italy

Research

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My research interests concern both methodological and applicative aspects for optimization under uncertainty. From a methodological point of view, I am interested in developing different types of bounds and approximation for stochastic, robust and distributionally robust multistage and multi-horizon optimization problems. These methods are applied to solve optimization problems in machine learning, logistics, transportation, energy markets and pension funds. Former research activity was aimed at the study of geometric, topological and energetic aspects of knotted filaments in different physical contexts like elastic filaments, ideal magnetohydrodynamics and Euler fluids.


List of Publications

    Articles in Refereed International Journals

  1. Bayraksan, G., Maggioni, F., Faccini, D. & Yang, A. (2024) Bounds for Multistage Mixed-Integer Distributionally Robust Optimization, Siam Journal on Optimization, 34(1), 682-717.
  2. Narum, B.S., Maggioni, F. & Wallace, S. (2023) On the safe side of stochastic programming: Bounds and approximations, International Transactions in Operational Research, 30(6), 3201-3237.
  3. Faccini, D., Maggioni, F. & Potra, F. (2022) Robust and Distributionally Robust Optimization Models for Support Vector Machine, Computers and Operations Research, 47, 105930.
  4. Lauria, D., Consigli, G. & Maggioni, F. (2022) Optimal chance-constrained pension fund management through dynamic stochastic control, OR Spectrum, DOI: 10.1007/s00291-022-00673-0.
  5. Cavagnini, R., Bertazzi, L. & Maggioni, F. (2022) A rolling horizon approach for a multi-stage stochastic fixed-charge transportation problem with transshipment, European Journal of Operational Research, 301(3), 912–922.
  6. Bomze, I., Gabl, M., Maggioni, F. & Pflug, G. (2022) Two-stage stochastic standard quadratic optimization, European Journal of Operational Research, 299(1), 21–34.
  7. Peng, S., Maggioni, F. & Lisser, A. (2022) Bounds for Probabilistic Programming with Application to a Blend Planning Problem, European Journal of Operational Research, 297(3), 964–976.
  8. Gambarelli, G., Gervasio, D., Maggioni, F & Faccini, D. (2022) A Stackelberg Game For The Italian Tax Evasion Problem, Computational Management Science, 19(2), 295–307.
  9. Bertazzi, L., Deilami Moezi, S. & Maggioni, F. (2021) The value of integration of full container load, less than container load and air freight shipments in vendor–managed inventory systems, International Journal of Production Economics, 241, 108260.
  10. Crainic, G.T., Hewitt, M., Maggioni, F. & Rei, W. (2021) Partial Benders Decomposition: General Methodology and Application to Stochastic Network Design, Transportation Science, 55(2), 414–435.
  11. Consigli, G., Dentcheva, D., Maggioni, F. (2020) Preface: Stochastic optimization: theory and applications: Special issue in memory of Marida Bertocchi, Annals of Operations Research, 92(2), 575–580.
  12. Cavagnini, R., Hewitt, M. & Maggioni, F. (2020) Workforce production planning under uncertain learning rates, International Journal of Production Economics, 225, 107590.
  13. Maggioni, F., Allevi, E. & Tomasgard, A. (2020) Bounds for multi-horizon stochastic programs, Annals of Operations Research, 292, 605–625.
  14. Maggioni, F., Cagnolari, M. & Bertazzi, L. (2019) The Value of the Right Distribution in Stochastic Programming with Application to a Newsvendor Problem, Computational Management Science, 16, 739-758.
  15. Maggioni, F., Cagnolari, M., Bertazzi, L. & Wallace S.W. (2019) Stochastic optimization models for a bike-sharing problem with transshipment, European Journal of Operational Research, 276(1), 272-283.
  16. Maggioni, F. & Pflug, G. (2019) Guaranteed Bounds for General Non-discrete Multistage Risk-Averse Stochastic Optimization Programs, Siam Journal of Optimization, 29(1), 454–483.
  17. Gambella, C. Maggioni, F. & Vigo, D. (2019) A Stochastic Programming Model for a Tactical Solid Waste Management Problem, European Journal of Operational Research, 273(2), 684-694.
  18. Kabašinskas, A., Maggioni F., Šutienė, K. & Valakevičius E. (2018) A Multistage Risk Averse Stochastic Programming Model for Personal Savings Accrual: the Evidence from Lithuania, Annals of Operations Research DOI: 10.1007/s10479-018-3100-z. PDF
  19. Crainic, G.T., Maggioni, F., Perboli, G. & Rei, W. (2018) Reduced Cost-Based Variable Fixing in Two-Stage Stochastic Programming, Annals of Operations Research, DOI: 10.1007/s10479-018-2942-8.
  20. Bertazzi, L., Maggioni, F. (2018) A Stochastic Multi-stage Fixed Charge Transportation Problem: Worst-Case Analysis of the Rolling Horizon Approach, European Journal of Operational Research, 267(2), 555-569.
  21. Peboli, G., Gobbato, L & Maggioni, F. (2017) A Progressive Hedging method for the multi-path Traveling Salesman Problem with stochastic travel times, IMA Journal of Management Mathematics, doi: 10.1093/imaman/dpv024, 28(1): 65–86.
  22. Maggioni, F., Potra, F. & Bertocchi, M. (2017) A scenario-based framework for supply planning under uncertainty: stochastic programming versus robust optimization approaches, Comput Manag Sci, 14(5): 5–44.
  23. Ricca, R.L., Maggioni, F. (2017) Groundstate energy spectra of knots and links: magnetic versus bending energy, in New Directions in Geometric and Applied Knot Theory, Ed. Philipp Reiter, De Gruyter ISBN: 9783110571486.
  24. Alonso-Ayuso, A., Maggioni, F. (2017) Special issue on the 13th international conference on computational management science, Computational Management Science, 14(4), 461- 463.
  25. Alzalg, B., Maggioni F., Vitali, S. (2016) Homogeneous Self-dual Methods for Symmetric Cones under Uncertainty, Far East Journal of Mathematical Sciences, 99(11).
  26. Maggioni, F. & Pflug, G. (2016) Bounds and approximations for multistage stochastic programs, Siam Journal on Optimization, 26(1), 831–855.
  27. Maggioni, F., Allevi, E. & Bertocchi, M. (2016) Monotonic bounds in multistage mixed-integer linear stochastic programming, Computational Management Science, 13(3), 423– 457. Download PDF
  28. Bertazzi, L. & Maggioni, F. (2015) Solution Approaches for the Stochastic Capacitated Traveling Salesmen Location Problem with Recourse J. Optim. Theory Appl., 166(1), 321–342.
  29. Maggioni, F., Allevi, E. & Bertocchi, M. (2014) Bounds in multistage linear stochastic programming J. Optim. Theory Appl., 163(1), 200–229.
  30. Maggioni, F., Bertocchi, M., Mosca, E., Reinbold, R. & Zucchi, I. (2014) Geometric and Computational Models of Chromatin Fibre Folding for Human Embryonic Stem Cells, Procedia Social and behavioral Sciences, ISSN: 1877-0428, 108, 296–305.
  31. Bertazzi, L. & Maggioni, F. (2014) The Stochastic Capacitated Traveling Salesmen Location Problem: a computational comparison for a United States instance Procedia Social and behavioral Sciences, ISSN: 1877-0428, 108, 47–56.
  32. Ricca, R.L. & Maggioni, F. (2014) The energy spectrum of knots and links, Journal of Physics A: Mathematical and Theoretical, 47(20), 205501–205509.
  33. Maggioni, F. Perboli, G. & Tadei, R. (2014) The multi-path Traveling Salesman Problem with stochastic travel costs: a City Logistics computational study Transportation Research Procedia. 1(3), 528–536.
  34. Kabašinskas, A., Šutienė, K. Valakevičius, E. & Maggioni F. (2014) Stochastic programming framework for Lithuanian pension payout modelling, Croatian Operational Research Review, 5(2), 387–399.
  35. Maggioni, F., Alamri, S., Barenghi, C.F. & Ricca R.L. (2013) Vortex knots dynamics in Euler fluids IUTAM Procedia, Elsevier, 7, 29–38.
  36. Maggioni, F. Potra, F. & Bertocchi, M. (2013) Optimal kinematics of a looped filament, J. Optim. Theory Appl., DOI: 10.1007/s10957-013-0330-8, 159, 489–506.
  37. Al-Baali, M., Spedicato, E. and Maggioni F. (2013) Broyden’s Quasi-Newton Methods for Nonlinear System of Equations and Unconstrained Optimization, a Review and Open Problems, Optimization, Methods and Software, 29(5), 937–954.
  38. Maggioni, F. & Wallace, S.W. (2012) Analyzing the quality of the expected value solution in stochastic programming. Annals of Operations Research, 200(1), 37–54.
  39. Vespucci, M.T., Maggioni, F., Bertocchi, M.I. & Innorta, M. (2012) A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants. Annals of Operations Research, 193(1), 91–105.
  40. Maggioni F., Vespucci M.T., Allevi E., Bertocchi M., Giacometti R. & Innorta M. (2010) A stochastic optimization model for gas retail with temperature scenarios and oil price parameters. Ima J. Manag. Math., 21, 149–163.
  41. Maggioni, F., Alamri, S., Barenghi, C.F. & Ricca R.L. (2010) Velocity, energy and helicity of vortex knots and unknots. Phys. Rev. E., 82(2), 026309–026317. (Selected for the Sepetember 2010 issue of Virtual Journal of Atomic Quantum Fluids; Section: Topological excitations of quantum fluids).
  42. Maggioni, F., Wallace, S.W., Bertocchi, M. & Allevi, E. (2010) Sensitivity Analysis in Stochastic Second Order Cone Programming for Mobile Ad Hoc Networks. Procedia Social and behavioral Sciences, 2(5), 7704–7705.
  43. Maggioni, F., Kaut, M. & Bertazzi, L. (2009) Stochastic Optimization Models for a Single-Sink Transportation Problem. Computational Management Science, special issue on “Computational Optimization under Uncertainty”, 6(2), 251–267.
  44. Maggioni, F., Alamri, S., Barenghi, C.F. & Ricca R.L. (2009) Kinetic energy of vortex knots and unknots. Il Nuovo Cimento C , 32(1), 133–142.
  45. Maggioni, F., Allevi, E., Bertocchi, M.I. & Potra, F. (2009) Stochastic Second-order cone programming in mobile ad hoc networks. J. Optim. Theory Appl., 143, 309–328.
  46. Maggioni, F. & Ricca R.L. (2009) On the groundstate energy of tight knots. Proc. Roy. Soc. A, 465(2109), 2761–2783.
  47. Ricca, R.L. & Maggioni, F. (2008) Multiple folding and packing in DNA modeling. Comput. Math. Appl., 55, 1044–1053.
  48. Maggioni, F., Vespucci, M.T., Allevi, E., Bertocchi, M.I. & Innorta, M. (2008) A two-stage stochastic optimization model for a gas sale retailer. Kybernetika, 44(2), 277–296.
  49. Maggioni, F. & Ricca, R.L. (2006) Writhing and coiling of closed filaments. Proc. Roy. Soc. A, 462, 3151–3166.
  50. Articles in Refereed Proceedings of International Conferences

  51. De Leone, R. Maggioni, F. & Spinelli, A. (2024) A Multiclass Robust Twin Parametric Margin Support Vector Machine with an Application to Vehicles Emissions, LOD 2023, LNCS 14506, pp. 299–310.
  52. Maggioni, F., Spinelli, A. (2024). A Robust Nonlinear Support Vector Machine Approach for Vehicles Smog Rating Classification. In: Bruglieri, M., Festa, P., Macrina, G., Pisacane, O. (eds) Optimization in Green Sustainability and Ecological Transition. ODS 2023. AIRO Springer Series, vol 12. Springer, Cham. https://doi.org/10.1007/978-3-031-47686-0_19.
  53. Bezzi, D., Jabali, O., Maggioni, F. (2024). A Threshold Recourse Policy for the Electric Vehicle Routing Problem with Stochastic Energy Consumption. In: Bruglieri, M., Festa, P., Macrina, G., Pisacane, O. (eds) Optimization in Green Sustainability and Ecological Transition. ODS 2023. AIRO Springer Series, vol 12. Springer, Cham. https://doi.org/10.1007/978-3-031-47686-0_20
  54. Aringhieri, R., Maggioni, F., Lanzarone, E., Reuter-Oppermann, M., Righini, G., & Vespucci, M. T. (Eds.). (2023). Operations Research for Health Care in Red Zone: ORAHS 2022, Bergamo, Italy, July 17-22 (Vol. 10). Springer Nature.
  55. Maggioni, F., Faccini, D., Gheza, F., Manelli, F., & Bonetti, G. (2023). Machine learning based classification models for COVID-19 Patients. In Annual Meeting of Operational Research Applied to Health Services, 35-46.
  56. Bertazzi, L. & Maggioni, F. (2019) Forecasting Methods and Optimization Models for the Inventory Management of Perishable Products: The Case of “La Centrale del Latte di Vicenza SpA”, M. Dell’Amico et al. (eds.), AIRO Springer Series 2, A View of Operations Research Applications in Italy, 2018, Chapter 7, DOI: 10.1007/978-3-030-25842-9_7, Springer Nature Switzerland AG.
  57. Cavagnini, R., Bertazzi, L. & Maggioni, F. (2018) A two-stage stochastic model for distribution logistics with transshipment and backordering: stochastic versus deterministic solutions. P. Daniele and L. Scrimali (eds.), New Trends in Emerging Complex Real Life Problems, AIRO Springer Series 1, https://doi.org/10.1007/978-3-030-00473-6_15
  58. Maggioni, F. & Allevi, E. (2017) Bounding Multistage Stochastic Programs: a Scenario Tree Based Approach, Lecture Notes in Computer Science, ODS2017 International Conference on Optimization and Decision Science: Methodologies and Applications, Springer Proceedings in Mathematics & Statistics 217, 403-411.
  59. Kabašinskas, A., Šutienė, K. Valakevičius, E. & Maggioni F. (2014) Stochastic Programming Framework for Lithuanian Pension Payout Modelling. 15 International Conference on Operational Research, KOI 2014 pp.77 Osijek: Croatian Operational Research Society ISSN 1849-5141
  60. Maggioni, F., Perboli, G., Tadei, R., (2014). The multi-path traveling salesman problem with stochastic travel costs: Building realistic instances for city logistics applications. 17th Annual Meeting of the EURO Working Group on Transportation (EWGT 2014), July 2-4, 2014 (pp.86-87). Sevilla: University of Seville. ISBN: 978-84-617-1148-2
  61. Maggioni,F., Bertocchi, M., Allevi, E., Potra, F.A., Wallace, S.W. (2013) Stochastic second-order cone programming in mobile ad-hoc networks: sensitivity to input parameters, in Stochastic Programming, Applications in Finance, Energy and Logistics (H.I.Gassmann, S.W.Wallace, W. T.Ziemba eds), World Scientific, ISBN: 978-981-4407-50-2, chapter 17, pages 467–486.
  62. Maggioni, F., Allevi, E. & Bertocchi, M. (2012) The value of information in multistage linear stochastic programming. Proceeding of the Special Workshop of Stochastic Programming Community (STOPROG-2012) Stochastic Programming for Implementation. ISBN 978-609-95241-4-6 Sakalauskas, A. Tomasgard, S. W.Wallace (Eds.): Proceedings. Vilnius, 78-82.
  63. Maggioni, F. & Ricca, R.L. (2008) DNA supercoiling modeling of nucleosome and viral spooling. PAMM, Proceedings 6th International Congress on Industrial and Applied Mathematics, Zurich 2007, 7, Issue 1 , 2120011–2120012.
  64. Ricca, R.L. & Maggioni, F. (2008) A new stretch-twist-fold model for fast dynamo. PAMM, Proceedings 6th International Congress on Industrial and Applied Mathematics, Zurich 2007, 7, Issue 1 , 2100051–2100052.
  65. Maggioni, F., Vespucci, M.T., Allevi, E., Bertocchi, M.I. & Innorta, M. (2007) A gas retail stochastic optimization model by mean reverting temperature scenarios. Communications to SIMAI Congress, on-line, 2, ISSN 1827-9015, DOI: 10.1685/CSC06162, 1–10.
  66. Maggioni, F. & Ricca, R.L. (2006) Twist and fold modelling of supercoiled filaments. Proc. 5 th Int. Conf. Aplimat Bratislava, Slovakia, Part II, 123–130.
  67. Articles in Refereed Italian Journals or Books

  68. Maggioni, F., Gheza, F., Manelli, F., Bonetti G. (2021) Un algoritmo di apprendimento automatico per l’ottimizzazione delle cure di pazienti COVID-19, Atti dell’Ateneo di Scienze Lettere e Arti di Bergamo.
  69. Maggioni F. (2019) La programmazione non lineare, Capitolo 6 in Strategie, Introduzione alla teoria dei giochi e delle decisioni (ed. C. Bertini, G. Gambarelli, I. Stach), Giappichelli Editore.
  70. Maggioni F. (2019) La programmazione stocastica, Capitolo 10 in Strategie, Introduzione alla teoria dei giochi e delle decisioni (ed. C. Bertini, G. Gambarelli, I. Stach), Giappichelli Editore.
  71. Maggioni F. (2017) La bellezza e l’utilità della matematica: un omaggio a Marida Bertocchi, Atti dell’Ateneo di Scienze Lettere e Arti di Bergamo, 185-196.
  72. Allevi, E., Maggioni, F. (2010) chapter 2: Proprietà base e teoria della programmazione stocastica lineare and chapter 3 Il metodo L-Shaped, in Programmazione stocastica e applicazioni by J. Abaffy, E. Allevi, M. Bertocchi, V. Moriggia, Apogeo, Milano ISBN/ISSN: 978-88-7534-044-5.
  73. Allevi, E., Maggioni, F. (2010) chapter 3 Il metodo L-Shaped, in Programmazione stocastica e applicazioni by J. Abaffy, E. Allevi, M. Bertocchi, V. Moriggia, Apogeo, Milano ISBN/ISSN: 978-88-7534-044-5.
  74. Maggioni F., (2010) Modelli di ottimizzazione stocastica per lo sheduling di mezzi di trasporto nel settore cementifero, in chapter 4: Applicazioni in finanza ed economia by M. Bertocchi in Programmazione stocastica e applicazioni by J. Abaffy, E. Allevi, M. Bertocchi, V. Moriggia, Apogeo, Milano, ISBN/ISSN: 978-88-7534-044-5.
  75. Maggioni F., Bertazzi, L., Kaut, M. (2010) Scheduling di mezzi di trasporto nel settore cementifero. Matematica e Impresa, Edizione 2010.
  76. Bertocchi, M., Maggioni, F., Innorta, M., Vespucci, M.T., Allevi, E., Gambarini, S. & Nicolini, S. (2008) La vendita al dettaglio del gas nel mercato liberalizzato: un modello di ottimizzazione stocastica. Matematica e Impresa, 1, 16.
  77. Bertocchi, M., Maggioni, F., Allevi, E., Vespucci, M.T., Innorta, M. & Gambarini, S. (2008) Un modello stocastico per la vendita al dettaglio del gas. In Scienza delle decisioni in Italia: applicazioni della ricerca operativa a problemi aziendali, Ed. Felici G. and Sciomachen A., 105–116.
  78. Maggioni, F. (2007) Cinematiche di filamenti elastici e rilassamento magnetico di tubi di flusso. Bollettino U.M.I. La Matematica nella Società e nella Cultura, Serie VIII, Vol. X-A, Agosto 2007, 267–270.
  79. Other Publications

  80. Maggioni, F. (2006) Kinematics of elastic filaments and magnetic relaxation of flux tubes. Ph.D. Thesis, University of Milano-Bicocca.
  81. Miscellaneous

  82. Maggioni, F. & Bertazzi, L. (2018) Forecasting and optimizing the material requirement planning of La Centrale del Latte di Vicenza SpA, A View of Operations Research in Italy. Selected by INFORMS to highlight Operations Research real-world impact. https://www. informs.org/News-Room/O.R.-Analytics-for-Government-Officials/Topic-Areas/ Information-on-Artificial-Intelligence/Case-Studies.
  83. Consigli, G. & Maggioni, F. (2020) In Memoriam: Marida Bertocchi, First Newsletter of the Stochastic Programming Society https://www.stoprog.org/sites/default/files/ sps_newsletter_1.pdf.
  84. Bayraksan, G. & Maggioni, F. (2020) Stochastic programming society virtual seminar series: decision making in an uncertain world, Newsletter of the European Women in Mathematics, 34 (2020/2), https://www.europeanwomeninmaths.org/virtual-seminar/.
  85. Bayraksan, G. & Maggioni, F. (2021) SPS virtual seminar series: decision making in an uncertain world, Second Newsletter of the Stochastic Programming Society, https: //www.stoprog.org/sites/default/files/sps_newsletter_2.pdf.
  86. Interview to the “Subject to” youtube channel https://www.youtube.com/watch?v=DLCIrNKAKTs.
  87. Preprints (Under Evaluation)

  88. Maggioni, F., Dabbene, & Pflug, G. Multistage robust convex optimization problems: A sampling based approach (First revision in AOR).
  89. Cavagnini, R., Maggioni, F., Bertazzi, L. & Hewitt, M., A two-stage stochastic optimization model for the bike-sharing allocation and rebalancing problem (First Revision in EJCO).
  90. Spinelli, A., Maggioni, F., Rodrigues Pereira Ramos, T., Barbosa-Povoa, A.P. & Vigo, D. A rolling horizon heuristic approach for a multi-stage stochastic waste collection problem (First Revision in EJOR).
  91. Maggioni, F. & Spinelli, A. A Novel Robust Optimization Model for Nonlinear Support Vector Machine (First Revision in EJOR).
  92. Consigli, G., Dentcheva, D., Maggioni, F. & Micheli, G. Asset liability management under sequential dominance constraints (Submitted).
  93. Wallace, S.W. & Maggioni, F. Stochastic Programs with Recourse: Bounds (Submitted to Encyclopedia of Optimization).
  94. De Leone, R. Maggioni, F. & Spinelli, A. A Robust Twin Parametric Margin Support Vector Machine for Multiclass Classification (Submitted to Computers & Operations Research).
  95. Fadda, E., Gioia, D.G., Brandimarte, P. & Maggioni, F. Joint discount and replenishment parametric policies for perishable products, Status: under review in 18th IFAC Symposium on Information Control Problems in Manufacturing, (INCOM 2024).
  96. In Preparation

  97. Filippi, C. Maggioni, F. & Speranza, M.G. The robust shortest path: a review and open problems.
  98. Filippi, C. Maggioni, F. & Speranza, M.G. The stochastic shortest path: a review and open problems.
  99. Maggioni, F. & Cavagnini, R. Optimization Driven Monotonic Bounds for Stochastic Programs.
  100. Bertazzi, L., Maggioni, F., Meisel, S. & Powell, WB. Analysis of policies in an energy storage problem with stochastic loads.
  101. Cavagnini, R., Crainic, T., Maggioni, F. & Rei, W. The multi-commodity two-echelon vehicle routing problem with time windows and stochastic travel times.
  102. Beatrici, P., Birolini, S., Maggioni, F. & Malighetti, P. A two-stage stochastic programming approach for an electric fleet composition and mix vehicle routing problem with stochastic demand.
  103. Bezzi, D., Jabali, O., Maggioni, F. & Spinelli, A. A Stochastic electric vehicle routing problem under uncertain energy consumption.
  104. Maggioni, F., Marchesi, G. & Singh, B. Learning fair and robust support vector machine models.
  105. Bayraksan, G., Escudero, L., Maggioni, F. & Micheli, G. Bounds for multi-horizon distributionally robust optimization problems.
  106. Bayraksan, G., Escudero, L., Maggioni, F. & Micheli, G. Multi-horizon optimization for domestic renewable energy system design under uncertainty.
  107. Maggioni, F. & Spinelli, A. The distributionally robust vehicle routing problem with uncertain travel times.
  108. Maggioni, F. & Wallace, S.W. Stochastic optimization models for bike sharing systems, to be submitted to Encyclopedia in Operations Management (invited).

Contacts

Department of Management, Information and Production Engineering
Università degli Studi di Bergamo
Via Marconi - 5 24044 Dalmine, (Bg) Italy
e-mail: francesca.maggioni@unibg.it
tel: (+39) 035-2052649
fax: (+39) 035-2052549
simbolo Orcid orcid.org/0000-0003-3968-1934
simbolo scopus Author ID: 22835919600


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Francesca Maggioni - Bergamo Italy

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