Fabricio Oliveira

Assistant Professor of Operations Research - Aalto University

Feel free to browse. Here you'll find some of my most recent publications, material that I have used in past talks, and other stuff that may be of interest.

My CV is here in case you wanna have a look. If you have any enquires or would like to discuss anything related to research, please send me an email.

Academic "social media"

Research Interests

My research involves the topics of Business Analytics and Operations Research, mostly Optimisation and Mathematical Programming, applied to Supply Chain Management and Production Planning.

Production and Supply Chain Management

Many problems can be viewed as particular cases of production planning and supply chain management models. In particular, I'm interest in problems such as:

  • Facility/ Hub location
  • Network design
  • Production scheduling
  • Inventory control/ lot sizing

Optimisation under Uncertainty

This field mixes deterministic mathematical programming and statistics to develop models that can represent uncertainty in the input data. Techniques from this area that interest me include:

  • Stochastic programming
  • Robust optimisation
  • Scenario generation
  • Risk management

Decomposition techniques

When you merge the two above, things challenging in terms of computational tractability. Relying on the powers from High-Performance Computers (HPC)s we can parallelise the work and solve (really) large-scale problems. Methods include:

  • Benders Decompositon/ L-Shaped method
  • Lagrangian Decomposition methods
  • Progressive Hedging

Work in progress

These are some ideas that I have been working on at the time.

Progressive Hedging applied to SMIP

Combining ideas from the Frank-Wolfe method and PH we can get an optimally convergent algorithm for SMIP. First draft from this project is available in the Recent publications section.

Emergency Response and Humanitarian Logistics Planning

Ideas on how we can use Operations Research to ultimately save lives. Problems include:

  • Pre-location of emergency supplies
  • Distribution of bednets
  • Deployment of firefighting resources

Inventory Management using Stochastic Programming

Combining traditional inventory control theory with the flexibility of stochastic programming we are able to address more general settings. Some ideas we have been exploring:

  • Modelling of different control policies
  • Decomposition methods
  • Real-world application: blood inventory management

Recent publications

A word cloud with the contents of all my papers looks like this (I admittedly tweaked it a little bit, but not too much). Whether this says anything is a totally different question. I've created it using Wordle .

Here is a list of my current "work-in-progress".

    Working papers
  1. E Nikzad, F Oliveira, M Bashiri; Two-stage stochastic programming approach for the medical drug inventory routing problem under uncertainty, submitted to Computers & Industrial Engineering.
  2. F Placido, F Oliveira; An enhanced L-Shaped method for optimizing periodic-review inventory control problems modeled via two-stage stochastic programming, submitted to European Journal of Operational Research.
  3. RG de Mattos, F Oliveira, A Leiras, AB de Paula Filho, P Gonçalves; Robust optimization of the insecticide-treated bed nets procurement and distribution planning under uncertainty for malaria prevention and control, submitted to Annals of Operations Research.
  4. M Dehghani, B Abbasi, F Oliveira; Proactive Transshipment in the Blood Supply Chain: a Stochastic Programming Approach, submitted to European Journal of Operational Research.
  5. LD Condeixa, A Leiras, F Oliveira; Assessing trade-offs in disaster preparedness from the perspectives of 3E-performance and risk, submitted to Transportation Research Part E.
  6. G Diz, F Oliveira, S Hamacher; Maritime inventory routing problem: a robust optimization approach, submitted to Flexible Services and Manufacturing Journal. (data)
  7. T Andrade, F Oliveira, S Hamacher, A Eberhard Enhancing the normalized multiparametric disaggregation technique for mixed-integer quadratic programming, submitted to Journal of Global Optimization.

The list of my most recent publications is this. Links to actual publications embedded. If you have trouble finding them, send me a message.

  1. MF Pérez, S Hamacher, F Oliveira; Optimizing workover fleet rig sizing and scheduling using deterministic and stochastic programming models, Industrial & Engineering Chemistry Research.
  2. N Boland, J Christiansen, B Dandurand, A Eberhard, J Linderoth, J Luedtke, F Oliveira; Combining progressive hedging with a Frank-Wolfe method to compute Lagrangian dual bounds in stochastic mixed-integer programming, SIAM Journal of Optimization.
  3. N Boland, J Christiansen, B Dandurand, A Eberhard, F Oliveira; A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems, Mathematical Programming.
  4. F Oliveira, J Christiansen, B Dandurand, A Eberhard; Combining penalty-based and Gauss-Seidel methods for solving stochastic mixed-integer problems, International Transactions in Operational Research.

  5. P Cunha, F Oliveira, F Raupp; Periodic review system for inventory replenishment control in a two-echelon under demand uncertainty: a two-stage stochastic programing approach, Pesquisa Operacional.
  6. AN Carvalho, LF Scavarda, F Oliveira; An optimization approach for capacity planning: modelling insights and empirical findings from a tactical perspective, Production.
  7. L Condeixa, F Oliveira, I Brito, A Leiras; Disaster relief supply pre-positioning optimization: A risk analysis via shortage mitigation, International Journal of Disaster Risk Reduction.
  8. P Cunha, F Raupp, F Oliveira; A two-stage stochastic programming model for periodic replenishment control system under demand uncertainty, Computers & Industrial Engineering.
  9. M Dillon, F Oliveira, B Abassi; A two-stage stochastic programming model for inventory management in the blood supply chain , International Journal of Production Economics.
  10. G Diz, F Oliveira, S Hamacher; Improving maritime inventory routing: application to a Brazilian petroleum case , Maritime Policy and Management.

  11. M Pérez, F Oliveira, S Hamacher; A new mathematical model for the workover rig scheduling problem , Pesquisa Operacional .
  12. AN Carvalho, F Oliveira, LF Scavarda; Tactical capacity planning in a real-world ETO industry case: A robust optimization approach , International Journal of Production Economics.
  13. F Oliveira, P Nunes, R Blajberg, S Hamacher; A framework for crude oil scheduling in an integrated terminal-refinery system under supply uncertainty , European Journal of Operational Research.
  14. T Andrade, G Ribas, F Oliveira; A strategy based on convex relaxation for solving the oil refinery operations planning problem , Industrial and Engineering Chemistry Research.

  15. P Nunes, F Oliveira, S Hamacher, A Almansoori; Design of a hydrogen supply chain with uncertainty , International Journal of Hydrogen Energy.
  16. AN Carvalho, F Oliveira, LF Scavarda; Tactical capacity planning in a real-world ETO industry case: An action research , International Journal of Production Economics.
  17. L Fiorencio, F Oliveira, P Nunes, S Hamacher; Investment planning in the petroleum downstream infrastructure , International Transactions in Operational Research.

  18. F Oliveira, IE Grossmann, S Hamacher; Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum , product supply chain, Computers and Operations Research.

  19. F Oliveira, V Gupta, S Hamacher, IE Grossmann; A Lagrangean decomposition approach for oil supply chain investment planning under uncertainty with risk considerations , Computers and Chemical Engineering.

  20. F Oliveira, S Hamacher; Stochastic Benders decomposition for the supply chain investment planning problem under demand uncertainty , Pesquisa Operacional.
  21. F Oliveira, S Hamacher; Optimization of the petroleum product supply chain under uncertainty: A case study in Northern Brazil , Industrial and Engineering Chemistry Research.

  22. A Street, F Oliveira, JM Arroyo; Contingency-constrained unit commitment with n-K security criterion: a robust optimization approach, IEEE Transactions on Power Systems.
  23. RRCC Leão, S Hamacher, F Oliveira; Optimization of biodiesel supply chains based on small farmers: A case study in Brazil , Bioresource Technology.
  24. F Oliveira, S Hamacher, MR Almeida; Process industry scheduling optimization using genetic algorithm and mathematical programming , Journal of Intelligent Manufacturing.
  25. SP dos Santos, JE Leal, F Oliveira; The development of a natural gas transportation logistics management system , Energy Policy.


Some stuff I thought that could be worth sharing or keeping here for future reference.


Some useful links I often visit.

  1. RMITOpt, the RMIT Optimisation group
  2. Ilyena Hirskyj-Douglas' blog post about a group work we did on gamification in teaching
  3. Optimization Online, a great repository for optimisation preprints
  4. SIPLIB, a ready-to-use collection of instances for stochastic optimisation problems.
  5. the NEOS server, a great place for having acess to the best optimisation solvers available.