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Miguel F. Anjos
B.Sc. (McGill), M.S. (Stanford), Ph.D. (Waterloo)

Research interests and affiliations

Research interests

The research interests of Professor Anjos are in the theory, algorithms and applications of mathematical optimization, especially the area of conic, semidefinite and polynomial optimization which is a major and thriving research area. He is particularly interested in the application of mathematical optimization techniques to engineering problems. He currently works on applying optimization in the areas of smart grids and facility layout.

Expertise type(s) (NSERC subjects)
  • 1601 Operations research and management science
  • 2956 Optimization and optimal control theory
  • 2960 Mathematical modelling

Publications

Recent publications
Journal article
de Sousa, V.J.R., Anjos, M.F. & Le Digabel, S. (2017). Computational study of valid inequalities for the maximum k-cut problem. Annals of Operations Research, 23 pages. Retrieved from https://doi.org/10.1007/s10479-017-2448-9
Book chapter
Anjos, M.F. (2017). Conic Linear Optimization. In Advances and Trends in Optimization with Engineering Applications (pp. 107-120). SIAMS. Retrieved from http://bookstore.siam.org/mo24/
Journal article
Engau, A. & Anjos, M.F. (2017). Convergence and polynomiality of primal-dual interior-point algorithms for linear programming with selective addition of inequalities. Optimization, 66(12), 2063-2086. Retrieved from https://doi.org/10.1080/02331934.2016.1244268
Conference paper
Adams, E. & Anjos, M.F. (2017). Exact separation of k-projection polytope constraints. Paper presented at the 16th International Conference on Modeling and Optimization: Theory and Applications (MOPTA 2016), Bethlehem, PA (pp. 119-141). Retrieved from https://doi.org/10.1007/978-3-319-66616-7_8

Biography

Miguel F. Anjos is Full Professor in the Department of Mathematics and Industrial Engineering of Polytechnique Montreal and holds the NSERC-Hydro-Québec-Schneider Electric Senior Industrial Research Chair on Optimization for Smart Grids. He received the B.Sc. degree in 1992 from McGill University, the M.S. in 1994 from Stanford University, and the Ph.D. degree in 2001 from the University of Waterloo. Prior to joining Polytechnique in 2010, he was Lecturer in Operational Research at the University of Southampton, and then Professor of Management Sciences at Waterloo, cross-appointed to Electrical and Computer Engineering.

His research interests are in the theory, algorithms and applications of mathematical optimization. He is particularly interested in the application of optimization to problems in power systems management and smart grid design, including electricity market models, hydropower generation, unit commitment, capacity expansion, electric transportation, and demand response. His research in these areas is supported by Hydro-Québec, Schneider Electric Canada, and Rio Tinto, and has been published in the IEEE Transactions on Power Systems, Mathematical Programming, IEEE Transactions on Smart Grid, and The Electricity Journal.

Professor Anjos was the Founding Director of Polytechnique's Trottier Institute for Energy. The Institute was inaugurated in May 2013 and is concerned with promoting sustainable solutions to secure the future of energy in Québec, Canada, and the world. He served as Expert Reviewer for the Trottier Energy Futures Project.

He is Editor-in-Chief of Optimization and Engineering and serves on the editorial boards of several other journals. He has served on the Council of the Mathematical Optimization Society, as Program Director for the SIAM Activity Group on Optimization, as Vice-Chair of the INFORMS Optimization Society, and as a member of the Research Review Committee of Mitacs. He received the Méritas Teaching Award from Ecole Polytechnique in 2012. He was awarded a Humboldt Research Fellowship for Experienced Researchers in 2009, and the Queen Elizabeth II Diamond Jubilee Medal for significant contributions to mathematical optimization and its industrial applications. 

Professor Anjos is a fellow of EUROPT and of the Canadian Academy of Engineering (CAE).  He is a past holder of a Canada Research Chair, and he currently holds an Inria International Chair on power peak minimization for the smart grid.

Link(s) of interest

Supervision at Polytechnique

COMPLETED

  • Ph.D. Thesis (3)

    • Gomez Herrera, J.A. (2017). User-Oriented Demand Response for Smart Buildings (Ph.D. Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/2663/
    • Gillett, P.L. (2016). Semidefinite programming approaches and software tools for quadratic programs with linear complementarity constraints (Ph.D. Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/2275/
    • Adams, E. (2015). A Novel Approach to Tightening Semidefinite Relaxations for Certain Combinatorial Problems (Ph.D. Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/1904/
  • Master's Thesis (5)

    • Barbry, A. (2017). Évaluation des opportunités économiques pour une unité de stockage de grande taille sur le marché de l'électricité de New-York (Master's Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/2626/
    • Barris, N. (2015). Stratégie de commande optimale de la production électrique dans un site isolé (Master's Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/1956/
    • Barbier, T. (2013). Optimisation de la stratégie et du dimensionnement des systèmes hybrides éoliens, diesel, batterie pour sites isolés (Master's Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/1249
    • Xu, X. (2013). Modélisation et analyse du fonctionnement d'un système de stockage intégré au réseau électrique (Master's Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/1244
    • Costanzo, G.T. (2011). Demand Side Management in the Smart Grid (Master's Thesis, École Polytechnique de Montréal). Retrieved from http://publications.polymtl.ca/685

News about Miguel F. Anjos

NEWS | June 19, 2015
Polytechnique professors honoured by the Canadian Academy of Engineering | Read

Press review about Miguel F. Anjos

May 10, 2017, Novae, Placer le consommateur québécois au centre d’un réseau électrique intelligent Une nouvelle chaire de Polytechnique Montréal souhaite adapter le marché électrique québécois aux nouvelles technologies tout en plaçant le consommateur au centre de ce processus.
July 8, 2015, Agence Science-Presse, Maîtrise ton énergie! 17% des répondants à un sondage du Centre interuniversitaire d'analyse des organisations (CIRANO) croient que le pétrole est une énergie renouvelable! Une plus grande proportion encore (25%) attribue cette vertu au nucléaire. Le nucléaire, renouvelable? Nathalie de Marcellis-Warin, Ingrid Peignier, Minh Hoang Bui, Miguel F. Anjos, Steven A. Gabriel, Carla Guerra ont travaillé sous l'égide de l'Institut de l'énergie Trottier du Département de mathématiques et génie industriel de Polytechnique Montréal.