Associate Professor of  Operations Research –  Dipartimento di Ingegneria dell’Informazione . Università degli Studi di Firenze

via di Santa Marta, 3 – 50139 Firenze FI (Italy)

ROOM: 241, tel: +39 055 275 8571

E-mail:  marianna.desantisATunifi.it

Working Experiences:

  • 1 February 2024 – : Associate Professor – DINFO, Università di Firenze, Italy

  • 31 March 2020 – 31 January 2024 : Associate Professor – DIAG, Sapienza, Università di Roma, Italy

  • 31 March 2017 – 30 March 2020: RTDB (Assistant Professor) – Dipartimento di ingegneria informatica automatica e gestionale (DIAG), Sapienza, Università di Roma, Italy

  •  September 2016 – March 2017: Post-doc – Dipartimento di Matematica, Università di Padova, Italy

  •  March 2016 – September 2016: Post-doc – Institut für Mathematik, Alpen-Adria-Universität Klagenfurt, Austria

  • September 2013 – March 2016: Post-doc – Discrete Optimization group, Fakultät für Mathematik, Technische Universität Dortmund, Germany

  •  January 2012 – January 2013: Post-doc at “Istituto di Analisi dei Sistemi ed Informatica”, IASI, National Research Council (CNR), Rome, Italy

Education:

  • June 2024: Italian qualification as full professor in Operations Research
  • May 2019: Italian qualification as associate professor in Operations Research
  • November 2008 – June 2012: PhD in Operations Research, Sapienza University of Rome

    Title of Thesis: Continuous approaches to mixed integer programming problems;  Advisor: Prof. Stefano Lucidi

  •  October 24th, 2007: Master degree in Applied Mathematics, Sapienza University of Rome

   Final grade: 110/110 cum laude

  Title of Thesis: Alcuni algoritmi per il filtraggio nonlineare (Some algorithms for nonlinear filtering); Advisor: Prof. Maurizio Falcone

  •  February 25th, 2005: Bachelor degree in Mathematics, Sapienza University of Rome.

   Final grade: 110/110;

Title of Thesis: Costruzioni di frattali tramite IFS (Fractals construction by iterated functions systems);  Advisor: Prof. Luigi Orsina

  •  October 2003 – March 2004: Erasmus European Union Program, Université Pierre et Marie Curie – 6th University of Paris.

Publications (see also my Google Scholar Profile):

Articles published in refereed journals:

  • A. Cristofari, M. De Santis, S. Lucidi, J. Rothwell, E. Casula, L. Rocchi, Machine learning based classification to disentangle EEG responses to TMS and auditory input, Brain Sciences 13 (6), 866, (2023).

Conference Proceedings (refereed):

  •  M. De Santis. Dual approaches for a specific class of integer nonlinear programming problems, 14th Cologne-Twente Workshop, CTW 2016.

  • M. De Santis, S. Lucidi and F. Rinaldi. A new feasibility pump-like heuristic for mixed integer problems 10th Cologne-Twente Workshop on Graphs and Combinatorial Optimization, CTW 2011.

  • M. De Santis, S. Lucidi and F. Rinaldi. Continuous reformulations for zero-one programming problems 10th Cologne-Twente Workshop on Graphs and Combinatorial Optimization, CTW 2011.

Dissertation:

  • M. De Santis Continuous approaches to mixed integer programming problems, PhD Thesis, 2012

Preprints:

  • F. Costantino, M. Bernabei, S. Colabianchi, M. De Santis, D. Patria. “Raw material size commonality decision tool: a bi-objective integer programming model”, Submitted 2024.

Others:

Grants: 

  • Principal Investigator of the research project “Augmented Lagrangian approaches for Large Scale Semidefinite Programming”, Progetti di Ricerca (Progetti Medi) 2020 – Sapienza University of Rome

  • DAAD scholarship – Research Stays for University Academics and Scientists – May 2019,  Technische Universität Ilmenau, Germany

  • Principal Investigator of the research project “Exact Approaches for Solving Multiobjective Integer Optimization Problem”, Progetti di Ricerca (Progetti Piccoli) 2018 – Sapienza University of Rome

  • FFABR (Fondo per il Finanziamento delle Attività Base di Ricerca)  2017, Anvur

  • Principal Investigator of the research project “Nonlinear Approaches for the Solution of Hard Optimization Problems with Integer Variables”, Progetti di Ricerca (Progetti Piccoli) 2017 – Sapienza University of Rome

Teaching Activities:

  • From 2024/2025 :  Teacher of “Tecniche di Ottimizzazione e Data Science per la Bioingegneria” (6CFU) – Bachelor of Science in Bioengineering, Università degli studi di Firenze, Italy

  • From 2023/2024 :  Teacher of “Operations Research and Optimization”(6CFU) – Master of Science in Software: Science and Technology, Università degli studi di Firenze, Italy
  • Winter semester 2023/2024: Teacher of “Ricerca Operativa”(6CFU) – Bachelor of Science in Computer Science Engineering – Sapienza, Università di Roma (sede di Latina), Italy

  • Winter semester 2023/2024: Teacher of “Ottimizzazione”(6CFU) – Bachelor of Science in Computer Science Engineering – Sapienza, Università di Roma (sede di Latina), Italy

  • Summer semester 2021/2022 and 2022/2023:  Teacher of “Ottimizzazione dei sistemi complessi” (6CFU)- Master of Science in Management Engineering – Sapienza, Università di Roma, Italy

  • May 2021 : Lectures “Introduction to Semidefinite Programming” – ABRO PhD program – Dipartimento di ingegneria informatica automatica e gestionale – Sapienza, Università di Roma

  •  Winter semester 2020/2021: Teacher of “Analisi Matematica 2” (6CFU)- Bachelor of Science in Management Engineering – Sapienza, Università di Roma, Italy

  • From 2017/2018 – until 2022/2023:  Teacher of “Ricerca Operativa” (Operations Research) (12CFU) – Bachelor of Science in Management Engineering – Sapienza, Università di Roma, Italy

  •  Summer semester 2015/2016: Teacher of “Integer Programming” – Master of Science in Mathematics – Alpen-Adria-Universität Klagenfurt, Austria (held in english)

  •  Winter semester 2015/2016: Teacher of “Student Project: Optimization methods in Finance” – Master of Science in Mathematics for Economics (Wirtschaftsmathematik) – Technische Universität Dortmund, Germany (held in english)

  • Summer semester 2014/2015: Teacher of  “Optimization methods in Finance” – Master of Science in Mathematics for Economics (Wirtschaftsmathematik) – Technische Universität Dortmund, Germany (held in english)

  •  February 2012 : Lectures on “Constrained nonlinear optimization” – for the PhD in Operations Research – Dipartimento di ingegneria informatica automatica e gestionale – Sapienza, Università di Roma

  •  A.Y. 2009/2010 and 2010/2011: Didactic assistant for the course of Operations Research for Management engineering, Sapienza University of Rome.

Visits to other research institutes:

  • 24 – 26 January 2024: LIPN, Université Sorbonne Paris Nord, France (invited by Prof. Lucas Létocart)
  • 24 – 26 February 2020: Department of Mathematics, Trier University, Germany (invited by Prof. Martin Schmidt)

  • 1 – 31 May 2019 :  Institute of Mathematics, Technische Universität Ilmenau, Germany – DAAD scholarship

  • 6 – 11 August 2018 :  Institute of Mathematics, Technische Universität Ilmenau, Germany (invited by prof. Gabriele Eichfelder)

  • 24 – 26 June 2018 : Department of Mathematics, Alpen-Adria-Universität Klagenfurt, Austria  (invited by prof. Angelika Wiegele)

  • 19 – 25 February 2018 : Faculty of Mathematics, Technische Universität Dortmund, Germany (invited by prof. Christoph Buchheim)

  • 29 January – 4 February 2018 : Department of Mathematics, Alpen-Adria-Universität Klagenfurt, Austria  (invited by prof. Franz Rendl and prof. Angelika Wiegele)

  • 2 – 9 July 2017 : Department of Mathematics, Alpen-Adria-Universität Klagenfurt, Austria  (invited by prof. Franz Rendl and prof. Angelika Wiegele)

Organization of Minisymposia/ Workshops:

  • Co-organization (with Lavinia Amorosi) of the RAMOO 2023 workshop, Roma, Italia, 14 September 2023 – See also IFORS News December 2023 Issue

  • Member of the program committee for the conference ODS 2021, Roma, Italia, 14-17 September, 2021

  •  Organization of the session “Multiobjective Mixed Integer Optimization” for the conference EUROPT 2021, Toulouse, France,  07-09 July, 2021

  •  Organization of the session “Mixed Integer Multiobjective Optimization” for the conference EURO 2019, Dublin, Ireland,  23-26 June, 2019

  •  Organization of the session “Optimization in Finance” for the conference FGI 2017, Padeborn, Germany, 25-28 September, 2017

  •  Organization of a session within the cluster “Nonlinear Optimization” for the conference ICCOPT 2016, Tokyo, Japan, 6-11 August, 2016

  •  Organization of a session within the cluster “Nonlinear Programming” for the conference ISMP 2015 , Pittsburgh, USA ,12-17 July, 2015

Invited seminars:

  • October, 15th 2024: DEIB, Politecnico di Milano, “Detecting the efficient integer assignments of multiobjective mixed integer nonlinear programming problems”
  • April,15th 2024: Dipartimento di Matematica, Università di Padova, “Detecting the efficient integer assignments of multiobjective mixed integer nonlinear programming problems”
  • January, 25th 2024: LIPN, Université Sorbonne Paris Nord, “A branch-and-bound method for multiobjective mixed integer quadratic programs based on dual relaxations”
  • March, 4th 2021: ESR Days, lecture on multiobjective mixed integer nonlinear programming for the workshop organized by MINOA phd students

  • February, 26th 2021: Discrete Optimization Talks (DOTs), join the mailing list https://eepurl.com/gZtvOL for details, “Exact approaches for multiobjective mixed integer nonlinear programming problems

  • February, 24 2020 : Department of Mathematics, Trier University, “Branch-and-bound Algorithms for structured Mixed Integer Nonlinear Programming Problems”

  • February, 12th 2020 : Dipartimento di Ingegneria e Scienze dell’Informazione e Matematica, Università dell’Aquila, “Alternating Direction Methods of Multipliers for Solving Doubly Nonnegative Programs”

  • May, 6th 2019 : Institute of Mathematics, Technische Universität Ilmenau, “Branching with Hyperplanes in the Criterion Space: the Frontier Partitioner Algorithm for Biobjective Integer Programming”

  • August, 6th 2018 : Institute of Mathematics, Technische Universität Ilmenau, “An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles”

  • March, 20th 2018 : Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma, “Active-set Algorithmic Frameworks for Sparse Optimization”

  • February, 20th 2018 : Faculty of Mathematics, Technische Universität Dortmund,  “Active Set Frank-Wolfe Variants for Minimization over the Simplex”

Editorial activity:

  • Associate Editor for OR Spectrum (Optimization)

  • Reviewer for the following journals: 4OR, Computational Optimization and Applications, European Journal of Operations Research, INFORMS Journal on Computing,  Journal of Global Optimization, Journal of Optimization Theory and Applications, Mathematical Methods of Operations Research, Mathematical Programming Computation, Optimization Methods and Software, Optimization Letters, Operations Research Letters, SIAM Journal on Optimization.

Conferences and Workshops:

  • 21-26 July 2024 – ISMP 2024, Montréal, Canada (invited) – “On the accurate detection of the Pareto frontier for bi-objective mixed integer linear problems”
  • 4-7 September 2023 – ODS 2023, Ischia, Italia  – “On necessary optimality conditions for sets of points in multiobjective optimization”

  • 3-7 July 2023 – Learning from Both Sides Linear and Nonlinear Mixed-Integer Optimization, Institut Mittag-Leffler, Djursholm, Sweden (invited) – “Using Dual Relaxations in Multiobjective Mixed-Integer Quadratic Programming”

  • 30 August – 2 September 2022 – ODS 2022, Firenze, Italia (in the session I organized) – “Designing sustainable diet plans by solving a tri-objective 0-1 linear program”

  • 29-30 July 2022 – EUROPT 2022, Caparica, Portugal –  “Sequential penalty methods for mixed integer programs”

  • 23-26 May 2022 – MIP 2022 – Mixed Integer Programming Workshop 2022, New Brunswick, NJ (USA) (invited) – “Sequential penalty methods for mixed integer programs

  • 24-27 October 2021 – 2021 INFORMS Annual Meeting, Anaheim, CA (USA) – (attended Online) – “Minimization Over The L1-ball Using An Active-set Non-monotone Projected Gradient

  • 23 September 2021 – RAMOO 2021, Wuppertal, Germany (Online) (invited) – “Detecting the efficient set of multiobjective integer quadratic programming problems”

  • 14-17 September 2021 – ODS 2021, Roma, Italia (in the session I organized) – “Detecting the efficient set of multiobjective integer quadratic programming problems”

  • 7-9 July 2021 – EUROPT 2021, Toulouse, France (Online – in the session I co-organized) – “Finding nondominated and efficient solutions of multiobjective quadratic integer programming problems”.

  • 4-6 March 2020 – SIGOPT 2020, Dortmund, Germany – “ADMMs for Solving Doubly Nonnegative Programming Problems”.

  • 5-8 August 2019 – ICCOPT 2019, Berlin, Germany (invited) – “Augmented Lagrangian Approaches for Solving Doubly Nonnegative Programming Problems”.

  • 23-26 June 2019 – EURO 2019, Dublin, Ireland (in the session I organized) – “The Frontier Partitioner Algorithm: a Branch and Cut algorithm for Biobjective Integer Programming”.

  • 2-8 June 2019 – Mixed-integer Nonlinear Optimization: a hatchery for modern mathematics, Oberwolfach, Germany (invited) – “An Active Set Algorithm for Robust Combinatorial Optimization”.

  • 24-26 September 2018 – First International Conference on Network Medicine and Big Data: The Transformation of Medicine, Rome, Italy – Poster : “Annotation Driven Optimized Clustering for Disease Genes Batch Identification”.

  • 10-13 September 2018 – ODS2018, 48th meeting of AIRO – Italian Operations Research Society, Taormina, Italy (invited) – “Using a Factored Dual in Augmented Lagrangian Methods for Semidefinite Programming”.

  • 1-6 July 2018 – 23rd International Symposium on Mathematical Programming, Bordeaux, France (invited) – “An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles”.

  • 8-12 January 2018 – 22nd Combinatorial Optimization Workshop, Aussois, France (invited) – “Using a Factored Dual in Augmented Lagrangian Methods for Semidefinite Programming”.

  • 22-25 May 2017 – SIAM Conference on Optimization 2017, Vancouver, Canada (invited) – “New active-set Frank-Wolfe variants for minimization over the simplex and the l1-ball”.

  •  4-6 November 2016 – 4th Alpen-Adria-Workshop on Optimization, Klagenfurt, Austria (invited) – “Dual bounds for (mixed) integer quadratic programming problems”.

  •  6-11 August 2016 – ICCOPT 2016, Tokyo, Japan (in the session I organized) – “An Active Set Strategy for Nonlinear Programming Problems with Box Constraints”.

  •  6-8 June 2016 – Cologne Twente workshop 2016, Gargnano, Italy – “Dual approaches for a specific class of integer nonlinear programming problems”.

  •  12-17 July 2015 – ISMP 2015, Pittsburgh, U.S.A. (invited) – “A Frank-Wolfe Based Branch-and-Bound Algorithm for Mean-Risk Portfolio Optimization Problems”.

  •  28-30 July 2014 – Optimization 2014, Guimaraes, Portugal (invited) – “A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming”

  •  19-22 May 2014 – SIAM Conference on Optimization 2014, San Diego, U.S.A. (invited) -“A Fast Active Set Block Coordinate Descent Algorithm for l1-regularized least squares”.

  •  19-24 August 2012 – ISMP 2012, Berlin, Germany (invited) – “A method for MINLP problems with simple constraints”.

  •  24-27 July 2011 – Optimization 2011, Caparica, Portugal – “Continuous Approaches for Mixed 0-1 Programming Problems”.

  •  14-16 June 2011 – 10-th Cologne Twente workshop, Frascati, Italy – “A New Feasibility Pump-Like Heuristic for Mixed Integer Problems”.

  •  16-19 May 2011 – SIAM Conference on Optimization, Darmstadt, Germany – “A New Feasibility Pump-Like Heuristic for Mixed Integer Problems”.

  •  7 – 10 September 2010 – AIRO 2010, Reggio Calabria, Italy – “New concave penalty functions for improving the Feasibility Pump”.

  • 11 – 15 July 2010 – EURO 2010, Lisbon, Portugal – “New concave penalty functions for improving the Feasibility Pump”.

  •  2 – 9 July 2010 – International school of Mathematics “G.Stampacchia” in Erice, Italy – “A Newton-Type feasible method for large scale minimization problems with bound constraints”.

  •  8 – 11 September 2009 – AIRO 2009, Siena, Italy – “A Newton-Type feasible method for large scale minimization problems with bound constraints”.

Software:

Multi-Objective Mixed Integer Nonlinear Programming:

  • MOMIX, the branch and bound method presented in the paper:

M. De Santis, G. Eichfelder, J. Niebling, S. Rocktaeschel. Solving Multiobjective Mixed Integer Convex Optimization Problems, SIAM Journal on Optimization, 30(4), pp. 3122–3145, (2020)

  • BBMOQIP, the branch and bound method presented in the paper:

M. De Santis, G. Eichfelder. A Decision Space Algorithm for Multiobjective Convex Quadratic Integer Optimization accepted for publication on Computers and Operations Research (2021).

Large Scale Nonlinear Programming:

  • DADAL:  the modified alternating direction augmented Lagrangian method for semidefinite programming problems, presented in the paper

 M. De Santis, F. Rendl, A. Wiegele. Using a Factored Dual in Augmented Lagrangian Methods for Semidefinite Programming, Operations Research Letters, 46(5), pp.523-528, (2018).

  • ASA-BCP :  the Active Set Algorithm for Box-Constrained Problems presented in the paper

A. Cristofari, M. De Santis, S. Lucidi and F. Rinaldi. A two-stage active-set algorithm for minimization problems with bound constraints, Journal of Optimization Theory and Application, 172(2), pp. 369-401, (2017).

  • FAST-BCDA :  the Active Set Coordinate Descent Algorithm for l1 regularized least squares problems presented in the paper

M. De Santis, S. Lucidi, F. Rinaldi. A Fast Active Set Block Coordinate Descent Algorithm for l1-regularized least squares. SIAM Journal on Optimization 26(1), pp. 781-809, (2016).

Please visit also the ASM Library page.

 

Languages:

  • Italian: native language.

  • English: good knowledge.

  • French: good knowledge.

  • German: B1 – Telc certificate (points 274.5/300)

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