# Samuel Bronfman Chair

## Alexander Whitmore

BSc University of Manitoba

MSc University of Minnesota

PhD University of Minnesota

Bronfman Building, [Map]

1001 rue Sherbrooke Ouest Montreal Quebec Canada

Montreal, Quebec

H3A 1G5

Alex Whitmore joined the Faculty of Management in 1969. Prior to that time, he was at the University of Saskatchewan.

In recognition of his research accomplishments, Professor Whitmore was awarded a Samuel Bronfman Chair in 1982. He is also an Associate Member of the Department of Mathematics and Statistics at McGill.

Professor Whitmore has taught courses on Applied Decision Analysis, Applied Multivariate Data Analysis, Sample Survey Methods and Analysis, Statistics for Business Decisions and Basic Management Statistics to McGill graduate and undergraduate students. He has also taught and conducted research at several institutions in England, China, Singapore and Thailand.

Professor Whitmore has contributed over 60 research articles to books and refereed journals in his field and is a co-author of several books

## Papers in Peer-Reviewed Journals

Lee, M.-L. T. , Bulyk, M.L., Whitmore, G.A. and Church, G.M., "A statistical model for investigating binding probabilities of DNA nucleotide sequences using microarrays," Biometrics, 58, 2002, pp. 981-988.

Lee, M.-L. T. , W. Lu, G. A. Whitmore and Beier, D., "Models for microarray gene expression data," Journal of Biopharmaceutical Statistics, 12, 2002, pp. 1-19.

Lee, M.-L. T. and Whitmore, G.A.. "Power and sample size for microarray studies," Statistics in Medicine, 21, 2002, pp. 3543-3570.

Li, S., F. Liu, S. Liu and G.A. Whitmore, "Comparative performance of Chinese commercial banks: Analysis, findings and policy implications," Review of Quantitative Finance and Accounting, 16, 2001, pp. 149-170.

Meng, S., Yuan, W. and Whitmore, G.A. (1999) "Accounting for individual over-dispersion in a bonus-malus automobile insurance system," ASTIN Bulletin, v. 29, pp. 327-337.

Ting Lee, M.-L. and Whitmore, G.A. (1999) "Statistical inference for serial dilution assay data," Biometrics, v. 55, pp. 1215-1220.

G. A. Whitmore, M. J. Crowder and J. F. Lawless (1998). Failure inference from a marker process based on a bivariate Wiener model, Lifetime Data Analysis, 4, 229-251.

Whitmore, G.A. (Cole, B.F., Lee, M.-L.T. and Zaslavsky, A.M.) "An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations", Journal of the American Statistical Association, 90, 1995, pp. 1364-1372.

(Cole, B.F., Lee, M.-L.T. and Zaslavsky, A.M.) "An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations", Journal of the American Statistical Association, 90, 1995, pp. 1364-1372.

Whitmore, G.A., "Estimating Degradation by a Wiener Diffusion Process Subject to Measurement Error", Lifetime Data Analysis , 1, 1995, pp. 307-319.

"Estimating Degradation by a Wiener Diffusion Process Subject to Measurement Error", Lifetime Data Analysis, 1, 1995, pp. 307-319.

(Whitmore, G.A., Young, K.D.S., & Kimber, A.C.), "Two-stage reliability tests with technological evolution: A Bayesian analysis", Applied Statistics, v.43 (1994), pp. 295-307.

Whitmore, G.A. (Cole, B.F., Lee, M.-L.T. and Zaslavsky, A.M.) "An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations", Journal of the American Statistical Association, 90, 1995, pp. 1364-1372.

(and Gentleman, J.F.), "Estimation of the Mutagenic Potency of Environmental Chemicals Using Short-Term Bioassay", (In case studies in data analysis with contributed analyses by Gerarda A. Darlington, by Brian J. Eastwood, and by Brian Leroux and Daniel Krewski), Canadian Journal of Statistics, v. 21 (1993), pp. 421-465.

"Some Personal Perspectives on Statistics in China", Statistical Research, v. 6 (1993), pp. 8-12 (in Chinese).

(and Lee, M.-L.T.), "Stochastic Processes Directed by Randomized Time", Journal of Applied Probability, v. 30 (1993), pp. 302-314.

(and Lee, M.-L.T.), "A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials", Technometrics, v. 33 (1991), pp. 39-50.

"Determining an Economic Design for Reliability Demonstration Tests", Economic Quality Control, v. 6, (1991), pp. 138-158.

(and Gentleman, J.F.), "Estimation of the Need for Child Care in Canada", (in case studies in data analysis with contributed analyses by E. M. Gee and J. B. McDaniel and by C. A. Struthers), Canadian Journal of Statistics, v. 19 (1991), pp. 241-282.

(Jorgensen, B., and Seshadri, V.), "On the Mixture of the Inverse Gaussian Distribution with Its Complementary Reciprocal", Scandinavian Journal of Statistics, v. 18 (1991), pp. 77-89.

(Chown, M. and Pullum, G.G.), "Some Exact Algebraic Expressions for the Reliability of Multipath Switching Networks", Journal of Statistical Planning and Inference, v. 29 (1991), pp. 199-209.

(and Gentleman, J.F.), "Beer Chemistry and Canadians' Beer Preferences", (in case studies in data analysis with contributed analyses by Jean-Pierre Carmichael, Gaétan Daigle and Louis-Paul Rivest, and by Bing Li and A. John Petkau), Canadian Journal of Statistics, v. 18 (1990), pp. 93-125.

"On the Reliability of Stochastic Systems: A Comment", Statistics and Probability Letters, v. 10 (1990), pp. 65-67.

(and Xekalaki, E.), "P-values as Measures of Predictive Validity", Biometrical Journal, v. 32 (1990), pp. 977-983.

(Pullum, G.G. and Chown, M.), "Reliability Analysis of a Multipath Switching Network", Microelectronics and Reliability, v. 28 (1988), pp. 619-633.

## Books and Edited Volumes

(Neter, J., Wasserman, W. and Whitmore, G.A.) Applied Statistics, Allyn and Bacon, Inc., third edition, 1988, pp. 1006, Fourth edition, 1993, pp. 989.

## Chapters in Books

Lee, M.-L. T. and Whitmore, G.A., "A model relating quality of life to latent health status and survival," in Statistical Methods for Quality of Life Studies: Design, Measurements, and Analysis, M. Mesbah, B. F. Cole and M.-L. T. Lee (eds.), Kluwer Academic Publishers, 2002, pp. 219-230.

Whitmore, G.A. (J.F. Gentleman) eds., Case Studies in Data Analysis, Lecture Notes in Statistics, Springer-Verlag Inc., 1994, 262 pp. Contributed Chapters and Essays

Whitmore, G.A., "Stochastic Dominance for the Class of Completely Monotonic Utility Functions^, in Studies in the Economics of Uncertainty: In Honor of Josef Hadar, Thomas B. Fomby and Tae Kun Seo, eds., New York, SpringerVerlag, 1989, pp. 7788.

## Conference Proceedings

Lee, M-L.T., Kuo, F.C., Whitmore, G.A. and Sklar, J. "Importance of microarray gene expression studies: Statistical methods and evidence from repetitive cDNA hybridizations", Proceedings of the National Academy of Sciences, August 30, 2000, v. 97, no. 18, pp. 9834-9839.

## Jean-Louis Goffin

BEng Université Libre de Bruxelles

MSc Université Libre de Bruxelles

MS University of California at Berkeley

PhD University of California at Berkeley

Bronfman Building, [Map]

1001 rue Sherbrooke Ouest

Montreal, Quebec

Canada

H3A 1G5

Dr. Jean-Louis Goffin joined McGill's Faculty of Management in 1976. He had previously been an Assistant Professor at l'École des Hautes Études Commerciales in Montreal.

Dr. Goffin teaches undergraduate and graduate courses, including Operations Research, Applied Optimization, Simulation of Management Systems, Data Models and Decisions, and Operations Management.

The extension of interior point methods to the context of column generation and cutting plane methods has led to a very competitive new methodology for large scale optimization, the Analytic Center Cutting Plane Method (ACCPM). A computer code has been developed with LOGILAB and has been applied to the solution of linear or nonlinear network design problems, of multi-item inventory problems with setup costs and times, and to the computation of economic equilibria.

Dr. Goffin's work has appeared in such journals as Management Science, Mathematical Programming, Mathematics of Operations Research, Contemporary Accounting Research, SIAM Journal on Optimization, Discrete Applied Mathematics, European Journal of Operations Research, Operations Research Letters, Linear Algebra and its Applications, Computational Optimization and Applications, Mathematical Methods of Operations Research, and Journal of Optimization Theory and Applications. He has also delivered more than forty lectures or seminars in the last five years at a variety of prestigious Universities, or Conferences.

He has been awarded numerous research grants, including more than twenty-five years of funding by both FCAR and NSERC.

In 1980, Dr. Goffin co-founded the Groupe d'Études et de Recherches en Analyse des Décisions GÉRAD, a Montreal-based inter-university research center. In 1980/81, he was a Visiting Scholar with the Department of Operations Research at Stanford University and in 1987/88, a Visiting Professor at the Center for Operations Research and Econometrics at the Université Catholique de Louvain. He is also an associate member of the Department of Mathematics at McGill, and LOGILAB, HEC, University of Geneva.

Dr. Goffin has made significant contributions to a number of associations in his field. He co-directed the International Symposium on Mathematical Programming in 1979. He sits on the Editorial Board of Computational Optimization and Applications, and was Guest Editor for special issues of the Mathematical Programming Journal of Studies.

- Teaching Assistant, University of California at Berkeley, Graduate Course in Network Flows and Graphs
- Professeur Adjoint, Methodes Quantitatives, Ecole des Hautes Etudes Commerciales, Universite de Montreal
- Professeur visiteur, CORE, Universite Catholique de Louvain, Louvain-la Neuve, Belgium

- Papers in Peer-Reviewd Journals
- Papers in Technical & Professional Publications
- Books and Edited Volumes

## Papers in Peer-Reviewd Journals

M. R. Oskoorouchi and J.-L. Goffin, "The Analytic Center Cutting Plane Method with Semidefinite Cuts", SIAM Journal on Optimization, 13(4): pp 1029-1053. (electronic publication: 2003).

F. Sharifi Mokhtarian and J.-L. Goffin, "An Analytic Center Quadratic Cut Method for the Convex Quadratic Feasibility Problem", Mathematical Programming, Ser. A., 93, 2002, pp. 305-325.

J.-L. Goffin and J.-P. Vial, "Convex nondifferentiable optimization: a survey focused on the analytic center cutting plane method", Optimization Methods and Software, 2002.

Goffin, J.-L. and Vial, J.-P. "Multiple cuts in the analytic center cutting plane method", SIAM Journal on Optimization, Volume 11, Number 1, 2001, pp. 266-288 (published in electronic form in 2000).

Sharifi Mokhtarian, F. and Goffin, J.-L. "A Path-Following Cutting Plane Method for some Monotone Variational Inequalities", Optimization, Volume 48, pp. 333-351, 2000.

J.-L. Goffin and J.-P. Vial, "A two-cut approach in the analytic center cutting plane method", Mathematical Methods of Operations Research vol. 49 (1999) 1, 149-169.

J.-L. Goffin and K. Kiwiel, "Convergence of a simple subgradient level method", Mathematical Programming, vol. 85 (1999) 1, 207-211.

M. Denault and J.-L. Goffin, "On a Primal-Dual Analytic Center Cutting Plane Method for Variational Inequalities", Computational Optimization and Applications, vol. 12, pp127-156, 1999.

J.-L. Goffin and J.-P. Vial, "Shallow, Deep and Very Deep Cuts in with the Analytic Center Cutting Plane Method", Mathematical Programming, vol. 84 1999 pp 89-103.

J.-L. Goffin and F. Shari Mokhtarian , "Using the Primal Dual Infeasible Newton Method in the Analytic Center Method for Problems Defned by Deep Cutting Planes", Journal of Optimization Theory and Applications, vol. 101, 35-58, April 1999.

F. Sharifi Mokhtarian and J.-L. Goffin, " A Nonlinear Analytic Center Cutting Plane Method for a Class of Convex Programming Problems" , SlAM Journal on Optimization, vol. 8 No.4, November 1998, pp 1108-1131

F. Sharifi Mokhtarian and J.-L. Goffin, "Long-Step Interior-Point Algorithms for a Class of Variational Inequalities with Monotone Operators," Journal of Optimization Theory and Applications, v. 97, no. 1, April 1998, pp. 181-210.

O.du Merle, J.-L. Goffin and J.-P. Vial, "On Improvements to the Analytic Center Cutting Plane Method," Computational Optimization and Applications, 11, pp. 37-52, 1998.

(and Z.-Q., Luo, Y. Ye) "Complexity Analysis of an Interior Cutting Plane Method for Convex Feasibility Problems", SIAM Journal on Optimization, v. 6, no. 3, 1996, pp. 638-652.

(and Bahn, O., du Merle O., Vial, J.P.) "A Cutting Plane Method from Analytic Centers for Stochastic Programming", in Nondifferentiable and large scale optimization, Mathematical Programming, Series B, eds. Goffin, J.L. and Vial, J.P. v. 69, 1995, pp. 45-73.

(O.Bahn, J.P. Vial and O. du Merle, "Experimental Behavior of an Interior Point Cutting Plane Algorithm for Convex Programming: An Application to Geometric Programming", Discrete Applied Mathematics, v. 49, (1994), pp. 3-23.

(J.P. Vial), "Short Steps with Karmarkar's Projective Algorithm for Linear Programming", SIAM Journal on Optimization, v. 4 (1994), pp. 193-207.

(Vial, J.-P.) "On the Computation of Weighted Analytic Centers and Dual Ellipsoids with the Projective Algorithm", Mathematical Programming, v. 60 (1993), pp. 81-92.

(Haurie, A., Vial, J.P. and Zhu, D.L.) "Using Central Prices in the Decomposition of Linear Programs", European Journal of Operational Research, v. 64 (1993), pp. 393-409.

(Haurie, A. and Vial, J.P.) "Decomposition and Nondifferentiable Optimization with the Projective Algorithm", Management Science, v. 38, no. 2 (February 1992), pp. 284-302.

(Vial, J.P.) "Cutting Planes and Column Generation Techniques with the Projective Algorithm", Journal of Optimization Theory and Applications, (June 1990), pp. 409-429.

"Affine and Projective Transformations in Nondifferentiable Optimization", Trends in Mathematical Optimization, (K.-H. Hoffmann, J.-B. Hiriart-Urruty, C. Lemaréchal and J. Zowe) eds., International Series of Numerical Mathematics, Birkhauser Verlag, Basel-Boston, v. 84 (1988), pp. 79-91.

(and Amey, L.R.) "Joint Product Decisions: The variable proportions case", Contemporary Accounting Research, (Fall 1988), pp. 174-198.

## Papers in Technical & Professional Publications

J.-L. Goffin, J. Gondzio, R. Sarkissian and J.-P. Vial, "Solving Nonlinear Multicommodity Flows Problems by the Analytic Center Cutting Plane Method", Mathematical Programming, Series B, vol 76 1 (1997) pp 131--154.

## Books and Edited Volumes

(Vial, J.P.), eds., Nondifferentiable and Large Scale Optimization, Mathematical Programming, Series B, v. 69, 1995.

## Chapters in Books

S. Elhedhli, J.-L. Goffin and J.-P. Vial, "Nondifferentiable Optimization: Introduction, Applications and Algorithms", in "Encyclopedia on Optimization:", C. Floudas and P. Pardalos, editors, Kluwer Academic Publishers (2001).

S. Elhedhli, J.-L. Goffin and J.-P. Vial, "Nondifferentiable Optimization: Introduction, Cutting Plane Methods", in "Encyclopedia on Optimization:", C. Floudas and P. Pardalos, editors, Kluwer Academic Publishers (2001).

du Merle, O., Goffin, J.-L., Trouiller, C. and Vial, J.-P. "A Lagrangian Relaxation of the Capacitated Multi-Item Lot Sizing Problem Solved with an Interior Point Cutting Plane Algorithm", in "Approximation and Complexity in Numerical Optimization: Continuous and Discrete Problems", P.M. Pardalos, Editor, Kluwer Academic Publishers, Nonconvex Optimization and its Applications, Volume 42, May 2000.

(Luo, Z.Q. and Ye, Y.), "On the complexity of a column generation algorithm for Convex of quasiconvex Feasibility Problems", in Large Scale Optimization: State of the Art, W.W. Hager, D.W. Hearn and P.M. Pardalos, eds., Kluwer Academic Publishers B.V., 1994, pp. 182-191.

"The Relaxation Method for Linear Inequalities", in I.J. Schoenberg Selected Papers, v. 1, Carl de Boor ed., Birkhauser, Boston-Basel, 1988, pp. 87-88.

## Research Reports

Denault, M., Goffin, J.-L, "Solving Variational Inequalities with a Quadratic Cut Method: A Primal-Dual, Jacobian-Free Approach", octobre 2002 Pages 22, GERAD Technical Report G-2002-58. (accepted in "Computers and Operations Research").

Elhedhli, S. and Goffin, J.-L., " The Integration of an Interior-Point Cutting Plane Method within a Branch-and-Price Algorithm", April 2001, GERAD Technical Report G-2001-19, 30 pages. Accepted in "Mathematical Programming".

F. Sharifi Mokhtarian and J.-L. Goffin, "An Analytic Center Quadratic Cut Method for the Convex Quadratic Feasibility Problem", GERAD Tech. report G--2000--18, 19pp., April 2000

O. du Merle, J.-L. Goffin, C. Trouiller and J.-P. Vial, "A Lagranagian Relaxation of the Capacitated Multi-Item Lot Sizing Problem Solved with an Interior Point Cutting Plane Algorithm", HEC, U. of Geneva Tech. Report, March 1996; Extended abstract, Procceedings of the Workshop on Production Planning and Control, Mons, Belgium, September 1996.

F. Sharifi Mokhtarian and J.-L. Goffin, "Long-Step Interior-Point Algorithms for a Class of Variational Inequalities with Monotone Operators", GERAD Tech. Report, March 1996.

J.-L. Goffin, O. du Merle, and J.-P. Vial, "On the Comparative Behavior of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method", LOGILAB--HEC, U. of Geneva Tech. Report, March 1996; also GERAD Tech. Report G--96--12.

J.-L. Goffin and P. Marcotte, and D. Zhu, "Two Cutting Plane Methods for Pseudomonotone Variational Inequalities", Publication du CRT, June 1995, submitted; revised December 1995.

J.-L. Goffin, "Using the Primal Dual Infeasible Newton Method in the Analytic Center Method for Problems Defined by Deep Cutting Planes", Cahier du GERAD G-94-41, ISSN: 0711-2440, 24 pp, September 1994.

## Conference Proceedings

F. Sharifi Mokhtarian and J.-L. Goffin, "An Analytic Center Self-Concordant Cut Method for the Convex Feasibility Problem", in the proceedings of ACAGO, Samos, Greece, June 2000; Kluwer Publishers (2001).