E-Mail: fjp@est-econ.uc3m.es
Phone: +34 91 6249850
Fax: +34 91 6249849
Office: 10.1.15
Full Professor
Department of Statistics
Universidad Carlos III de Madrid
Research areas: Applications of Optimization to the Electricity sector and Detection of Outliers and Robust Estimation.
B.S. Univ. Politécnica de Madrid, 1981. Industrial Engineering
Ph.D. Univ. Politécnica de Madrid, 1985. Industrial Engineering. Thesis: “Estudio y Mejora de Ph.D. Algoritmos en Programación no Diferenciable.” Supervisor: José Alberto Jaén
M.Sc. Stanford University, 1986. Operations Research
Ph.D. Stanford University, 1989. Operations Research. Thesis: “Sequential Quadratic Programming Algorithms for Optimization.” Supervisor: Walter Murray
Full Professor. Statistics Department. Universidad Carlos III de Madrid. 2001–present
Associate Professor. Statistics Department, Universidad Carlos III de Madrid. 1990-2001
Visiting Assistant Professor. Dept. of Operations Research, Stanford University. June–August 1991, June–August 1992
Associate Professor. ETS Ingenieros Industriales, Univ. Politécnica de Madrid. 1988-90
Lecturer. ETS Ingenieros Industriales. Univ. Politécnica de Madrid. 1982-85
J.A. Jaén, J. Juan, F.J. Prieto and A. Salamanca, “Computer Assisted Instruction in Linear Program- ming.” European Journal of Engineering Education, Vol. 10, Nos. 3 & 4, pp. 329–338 (1985).
M. Alvarez, C. Cuevas, L.F. Escudero, J.L. de la Fuente, C. García and F.J. Prieto, “Network Planning under Uncertainty with an Application to Hydropower Generation.” TOP, Vol. 2, No. 1, pp. 25–58 (1994).
W. Murray and F.J. Prieto, “A Sequential Quadratic Programming Algorithm Using an Incomplete So- lution of the Subproblem.” SIAM Journal on Optimization, Vol. 5, No. 3, pp. 590–640 (1995).
J. Juan and F.J. Prieto, “A Subsampling Method for the Computation of Multivariate Estimators with High Breakdown Point.” Journal of Computational and Graphical Statistics, Vol. 4, No. 4, pp. 1–16 (1995).
L.F. Escudero, J.L. de la Fuente, C. García and F.J. Prieto, “Hydropower Generation Management under Uncertainty via Scenario Analysis and Parallel Computation.” IEEE Transactions on Power Systems, Vol. 11, No. 2, pp. 683–690 (1996).
L.F. Escudero, J.L. de la Fuente, C. García and F.J. Prieto, “A parallel computation approach for solv- ing multistage stochastic network problems.” Annals of Operations Research, Vol. 90, pp. 131–160 (1999).
D. Peña and F.J. Prieto, “The kurtosis coefficient and the linear discriminant function.” Statistics and Probability Letters, Vol. 49, pp. 257–261 (2000).
A.J. Conejo and F.J. Prieto, “Mathematical Programming and Electricity Markets.” Top, Vol. 9, No. 1, pp. 1–21 (2001).
A.J. Conejo and F.J. Prieto. Rejoinder to Comments for “Mathematical Programming and Elec- tricity Markets.” Top, Vol. 9, No. 1, pp. 40–47 (2001).
D. Peña and F.J. Prieto, “Multivariate Outlier Detection and Robust Covariance Matrix Estimation.” Technometrics, Vol. 43, No. 3, pp. 286–300 (2001).
D. Peña and F.J. Prieto. Rejoinder to Comments for “Multivariate Outlier Detection and Robust Covariance Matrix Estimation.” Technometrics, Vol. 43, No. 3, pp. 306–310 (2001).
J. Juan and F.J. Prieto, “Using Angles to Identify Concentrated Multivariate Outliers.” Technometrics, Vol. 43, No. 3, pp. 311–322 (2001).
D. Peña and F.J. Prieto, “Cluster identification using projections.” JASA, Vol. 96, No. 456, pp. 1433– 1445 (2001).
A.J. Conejo, F.J. Nogales and F.J. Prieto, “A decomposition procedure based on approximate Newton directions.” Mathematical Programming A, Vol. 93, No. 3, pp. 495–515 (2002).
J.M. Moguerza and F.J. Prieto, “An augmented Lagrangian interior-point method using directions of negative curvature.” Mathematical Programming A, Vol. 95, No. 3, pp. 573–616 (2003). 2
J.M. Moguerza and F.J. Prieto, “Combining search directions using gradient flows.” Mathematical Pro- gramming A, Vol. 96, No. 3, pp. 529–559 (2003).
Antonio J. Conejo, F. Javier Nogales and Francisco J. Prieto, “A New Decomposition Methodology Ap- plied to the Multi-area Optimal Power Flow Problem.” Annals of Operations Research, Vol. 120, pp. 99–116 (2003).
C. Gonzalez, J. Juan, J. Mira, F.J. Prieto and M.J. Sanchez, “Reliability Analysis for Systems with Large Hydro Resources in a Deregulated Electric Power Market.” IEEE Transactions on Power Systems, Vol. 20 (1), pp. 90–95 (2005).
Miguel A. Plazas, Antonio J. Conejo and Francisco J. Prieto, “Multimarket Optimal Bidding for a Power Producer.” IEEE Transactions on Power Systems, Vol. 20 (4), pp. 2041–2050 (2005).
Javier M. Moguerza, Alberto Olivares and Francisco J. Prieto, “A note on the use of vector barrier parameters for interior-point methods.” European Journal of Operational Research, Vol. 101 (2), pp. 571–585 (2007).
Daniel Peña and Francisco J. Prieto, “Combining Random and Specific Directions for Outlier Detection and Robust Estimation in High-Dimensional Multivariate Data.” Journal of Computational and Graph- ical Statistics, Vol. 16 (1), pp. 228–254 (2007).
Alberto Olivares, Javier M. Moguerza and Francisco J. Prieto, “Nonconvex optimization using negative curvature within a modified linesearch.” European Journal of Operational Research, Vol. 189, pp. 706– 722 (2008).
Daniel Peña, Francisco J. Prieto and Julia Viladomat, “Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure.” Journal of Multivariate Analysis, Vol. 101, pp. 1995–2007 (2010).
Catarina P. Avelino, Javier M. Moguerza, Alberto Olivares and Francisco J. Prieto, “Combining and scaling descent and negative curvature directions.” Mathematical Programming, Vol. 128, pp. 285–319 (2011).
J.J.P. Veerman and Francisco J. Prieto, “On Rank Driven Dynamical Systems.” Journal of Statistical Physics, Vol. 156 (3), pp. 455–472 (2014).
Javier Martínez Moguerza, “Métodos de Punto Interior para Optimización no Convexa.” Director(s): F.J. Prieto. Dept. of Statistics and Econometrics, Universidad Carlos III de Madrid, 2000.
Francisco Javier Nogales Martín, “Resolución Distribuida de Problemas de Optimización no Lineales de Gran Tamaño.” Director(s): A.J. Conejo and F.J. Prieto. Dept. of Statistics and Econometrics, Universidad Carlos III de Madrid, 2000.
Mercedes Esteban Bravo, “Modelos de Equilibrio General: Existencia y Cálculo Numérico de Equilib- rios.” Director(s): F.J. Prieto. Dept. of Statistics and Econometrics, Universidad Carlos III de Madrid, 2000.
Miguel Angel Plazas Andreu, “Modelo estocástico en etapas múltiples para la elaboración de ofertas en mercados eléctricos.” Director(s): A. Conejo and F.J. Prieto. ETS Ingenieros Industriales, Universidad de Castilla-La Mancha, 2006.
Julia Viladomat Comerma, “Contributions to the problem of cluster analysis.” Director(s): D. Peña and F.J. Prieto. Dept. of Statistics, Universidad Carlos III de Madrid, 2009.