Faculty Directory

Contact Information: ERF 3037 Phone: (312) 996-3440 Fax: (312) 413-0447 E-mail: thmello@uic.edu

Tito Homem-de-Mello
Visiting Associate Professor

B.Sc., Computer Science
University of São Paulo, Brazil

M.S. (with thesis), Applied Mathematics
University of São Paulo, Brazil

M.S., Applied Mathematics
Georgia Institute of Technology

Ph.D., Industrial and Systems Engineering
Georgia Institute of Technology

• Associate Editor, Operations Research (since 2006)
• Associate Editor, Computational Optimization and Applications (since 2006).
• Associate Editor, ACM Transactions on Modeling and Computer Simulation (since 2004).
• Member of the Committee on Stochastic Programming (COSP) since 2007. COSP is an eight-member steering committee elected by the research community in stochastic programming.
• INFORMS Revenue Management and Pricing Section Prize for Best Paper, 2007.
• Meritorious Service Award, awarded by the journal Operations Research , 2005.
• Meritorious Service Award, awarded by the journal Operations Research , 2004.
• Winner of the 1998 George Nicholson Student Paper Competition (organized by INFORMS).
• Outstanding Ph.D. student award, Georgia Institute of Technology, 1998.
• Doctoral scholarship from CNPq (Brazilian government science agency), 1993-1998.

Selected Publications

A Cutting Surface Method for Uncertain Linear Programs with Polyhedral Stochastic Dominance Constraints” (with S. Mehrotra), to appear in SIAM Journal on Optimization .

“Re-Solving Stochastic Programming Models for Airline Revenue Management” (with L. Chen), Annals of Operations Research , in press (published online - DOI 10.1007/s10479-009-0603-7).

“On Rates of Convergence for Stochastic Optimization Problems Under Non-I.I.D. Sampling”, SIAM Journal on Optimization , Vol. 19, No. 2, 524-551 (2008).

“A Study on the Cross-Entropy Method for Rare Event Probability Estimation”, INFORMS Journal on Computing , Vol. 19, No. 3, 381-394 (2007).

“Models of the Spiral-Down Effect in Revenue Management” (with W.L. Cooper and A. Kleywegt), Operations Research , Vol. 54, No. 5, 968-987 (2006).

“On the Rate of Convergence of Monte Carlo Approximations of Stochastic Programs” (with A. Shapiro), SIAM Journal on Optimization , Vol. 11, No. 1, 70-86 (2000).

“A Simulation-Based Approach to Stochastic Programming with Recourse” (with A. Shapiro), Mathematical Programming , Vol. 81, No. 3, 301-325 (1998).

Research Interests

Prof. Homem-de-Mello’s research lies in the development of theory and algorithms for optimization problems under uncertainty, as well as applications of these techniques. Sampling and simulation techniques play a central role in such studies. Of particular interest in the use of alternative sampling approaches – for example, the so-called Quasi-Monte Carlo methods – in that context.  More recently, Prof. Homem-de-Mello has been working on optimization problems where the constraints are modeled using the notion of stochastic dominance, which conveys the preferences of an arbitrary decision-maker who is risk-averse. Another topic that has been object of recent analysis is the study of data-driven learning algorithms that can be used when forecasting and optimization occur simultaneously. Current applications areas include transportation, energy planning and homeland security. Prof. Homem-de-Mello has recently developed strong interest in working on uncertainty models related to climate change, and plans to increase his involvement in that area in the near future.