Rene Alejandro Jofre Caceres

Prorrector and Full professor

Universidad de Chile

Santiago, Chile

Líneas de Investigación

Optimization, stochastic optimization, game theory, economic theory, energy optimization, mining and planning, tarification on telecommunication, transportation and energy markets.


  •  Mathematical Engineering, UNIVERSIDAD DE CHILE. Chile, 1984
  •  Applied Mathematics, UNIVERSITE DE PAU ET DES PAYS DE L`ADOUR. Francia, 1989
  •  Habilitation to advise PhD Theses, France, National level title, France. Chile, 1995

Experiencia Académica

  •   Director Center for Mathematical Modeling Full Time



    Santiago, Chile

    2011 - 2017

  •   Deputy Director Center for Mathematical Modeling Part Time



    Santiago, Chile

    2000 - 2010

  •   long term visiting professor (1 year) Full Time



    Davis, Estados Unidos

    1999 - 1999

  •   Long term visitor (2 months per year) Full Time



    Paris, Francia

    1992 - 1997

  •   Full professor (6 months) Full Time



    Paris, Francia

    1998 - 1998

Experiencia Profesional

  •   Long term visitor (1 year) Full Time

    University of California, Davis

    Davis, Estados Unidos

    1999 - 1999

  •   Long Term Visitor (2 months per year) Full Time

    Universite Paris Sorbonne

    Paris, Francia

    1992 - 1998

Formación de Capital Humano

Advisor Master Theses
1. Thesis of Licenciado en Matematicas . Marcos Rojas and Arturo Bernal. Research eld: Nonsmooth
optimization (1986).
2. Thesis for degree of Mathematical Engineering. J. Rivera. Subject: Nonsmooth Analysis in Economics.
3. Thesis for degree of Mathematical Engineering. S. Lucero. Subject: Stochastic Optimization and applications
to a strategic planning forestry problem.(August-1995).
4. Thesis for degree of Industrial Engineering. C. Cea. Subject: Stochastic strategics for a tactical planning
problem in forestry. (December 1996).
5 Thesis for degree of Mathematical Engineering. Fernando Ordonez. Subject: Stochastic Optimization
and applications to Electrical Energy planning problem.(Agosto 1997).
6. Master Thesis of Alfredo Piria. Universidad de la Republica Uruguay. Operational planning models for
the Power generation problem. ( december 1998).
7. Thesis for degree of Mathematical Engineering. Nancy Silva. Subject: Stochastic optimization applied
to power generation planning multi-node problem. ( August 1999).
8. Thesis for degree of Mathematical Engineer. Hector Orellana. Subject: Analysis and algorithms for
Optimal urban-land use models: the case of Santiago.
9. Thesis for degree of Mathematical Engineering. Juan Escobar. Subject: Electricity power markets
(Defense December 2003).
10. Thesis for degree of Mathematical Engineering. Cristian Figueroa. Subject Game theory and Contract
Theory (2007)
11. Thesis for degree of Mathematical Engineering and master in Applied Economics. Sofia Moroni. Subject
Dynamic contract theory and behavioural economics (2008)
12. Thesis for degree of Industrial Engineering. Cecilia Testart. Electricity Markets: spot and contracts.
Strategic behaviors (2010)
13. Thesis for degree of Industrial Engineering. Ricardo Diaz. Contract and negotiation using dynamic
game theory (2010)
14 Thesis for degree of Electrical Engineering. Analysis of the evolution of a centralized kernel network to
a distributed network in mobiles communications. Juan Abuhadba (2010)
15. Thesis for degree of Mathematical Engineering. Financial risk measures. An approach bases on the
concentration phenomena of empirical measures. Hector Oiveros (2011)
16 Thesis for degree of Mathematical Engineering and master in Applied Economics. Computing and
sensitivity analysis for an equilibrium in incomplete market: a duality approach. Julio Deride (2011).
17. Thesis for degree of Mathematical Engineering. Detecting fraud in credit card markets. Dario Cepeda
18. Thesis for degree of Mathematical Engineering and master on operation research. Risk analysis and
optimization for short term planning decisions in underground mines. Carlos Flores (Noviembre 2015).

1. Doctoral Thesis of Jorge Rivera. Research elds : Optimization and its applications to mathematical
Economics ( Defense November 1999).
2. Doctoral Thesis of Oscar Cornejo. Research elds: Proximal Algorithms and Applications ( Defense
August 1999).
3. Doctoral Thesis of Paul Bosch. Research Fields: Optimal Control and Equilibrium (Defense December
4. Doctoral Thesis of Pedro Jara. Research Fields: Equilibrium in urban economics ( November 2008).
5. Doctoral Thesis of Fabian Medel. Research Fields: Regulation in telecomunication. (Defense December
6. Doctoral Thesis Juan E. Perez. Research Fields: Location and operation in mobile network. (Defense
January 2012)
7. Doctoral Thesis Nicolas Hernandez. Research Fields: Principal agent models on variational inequalities.
In progress.
8. Doctoral Thesis Benjamin Heymann. Research Fields: Principal agent models and electricity markets.
Joint with Ecole Polytechnique (Defense Septiembre 2016)
9. Doctoral Thesis Philip Thompson . Research Fields: stochastic variational inequalities. In progress.
Joint thesis IMPA-Brazil ( Defense December 2015).
10. Doctoral Thesis Sebastien Postic. Research Fields: Impact of climate change on energy source. In
progress. Joint with Ecole Polytechnique (Defense December 2015)
11. Doctoral Thesis Nicolas Hernandez. Research Fields: Principal agent models on variational inequalities
( Defense Julio 2017).
12. Doctoral Thesis Erick de la Barra. Research Fields: Stochastic programming, risk analysis and planning
in underground mine (Defense Julio 2018)

Difusión y Transferencia

Conference (invited as speaker, last 10 years)

- Plenary Conference. International Seminar on Optimization, Lima, Peru Octubre (2007)*.
- Invited plenary Conference. International Congress on Stochastic Programming (every 3 years). Vienna,
August (2007)*.
- Invited plenary Conference. ICIAM International Congress Industrial and Applied Mathematics (every 4 years). Zurich, July (2007).
- Invited speaker. Mathematical Economic Congress. Getulio Vargas Foundation, Rio de Janeiro, Brazil, January 2008.
- Invited plenary Conference. CLAIO (Conference Latin America Operation Research). Cartagena de Indias, Colombia (2008).
- Invited plenary Conference COPI (Optimization in Energy), Paris (2008).
- Invited special session PRIMA (Paci c Rim International Mathematics) congress. Applied Mathematics and nance. Sydney. Australia (2009).
- International Symposium Mathematical Programming. Chairman Sessions on Energy Optimization. Chicago (2009)
- Coordination of Anticipations workshop. Central Bank of Chile. (2010)
- Plenary. Workshop on Game theory and its application. U. Illinois, Urbana Champain (2011)
- Chairman ICCOPT. Santiago, Chile (2010). First time organized in the South Hemisphere.
- Econometrica Latin America, Santiago, Chile (2011)
- Plenary. Forum Math-for-Industry, Hawaii (2011)
- Plenary. Jon's Fest workshop. NewCastle U. (2011)
- Plenary. WALOC, Valparaiso, Chile (2012)
- Plenary. Pazeky School on Variational Analysis. Czech Republic (2012)
- Plenary. Forum Math-for-Industry, Kyushu (2012)
- Plenary Speaker. SIAM Annual Meeting. San Diego (2013)
- Plenary Speaker. International Conference on Stochastic Programming. Bergamo (2013)
- Plenary speaker. CIMPA School. New Delhi (2013)
- Invited Speaker. GEI Days. York University (2013)
- Plenary Speaker. FIME, Paris (2013)
- Plenary speaker. Convex and Variational Analysis, Santiago (2014)
- Plenary speaker. PIMS Workshop on the Economics and Mathematics of Systemic Risk. Vancouver (2014)
- Plenary speaker. Mathematical Programming Symposium. Pittsburgh (2015)
- Plenary speaker. Erice Convex Analysis School and Conference (2015)
- Plenary speaker. Variational Analysis. Limoges (2015)
- Plenary speaker. Convex Analysis. Erice Italy (2016)
- Plenary speaker. Stochastic Programming, World Congress. Buzios, Brazil (2016)
- Plenary speaker. IMI conference, Kyushu Japan (2016)
- Plenary speaker. Variational and statistical Analysis. UCDavis (2017)
- Plenary speaker. Applied Mathematics. SAIM Melbourne Australia. (2017)
- Plenary speaker. Journees Franco-Chilienne. Toulouse France (2017)

PROJECTS as Director or Co-Director. Fundamental Research and Applied:

- Project funded by FONDECYT-Chile from 1992 to 1999. Optimization and Equilibrium theory.
- Project funded by FONDEF 1992-1996 and 1997-1999. System and Optimization models in Forestry management.
- Project funded by EC European Commission 1995-1998 and 1997-1999 Optimization in Cooper Mines and Energy.
- Project funded by ECOS-France 1997-1999. Optimization:Theory and applications.
- Project funded by FONDAP 2000-2010. Center for Mathematical Modelling CMM.
- Project funded by Millennium-Nucleus Initiative 2003-2007 complex Engineering System.
- Project funded by INRIA-France 2005-2006. Optimization.
- Project funded by CODELCO-El Teniente cooper company 2004-2006. Models to estimate stress concentration in a underground cooper mine.
- Project Chilean National Commission on Energy. Proposition of a regulation for small electricity generators.
- Project funded by Inter-American Bank and Colombia Government 2006. Tarication and regulation of the mobile telecommunication Colombia market.
- Project funded by ISAT-New Zealand 2006-2007. Stochastic Equilibrium and energy markets.
- Project funded by Andes Foundation 2004-2006. High Performance Computing, cluster and grid computation.
- Initiative Rock Mechanics and Logistic at CMM, Jointly with the Centers PIMS (Canada), MASCOS (Australia), MATHEON (Germany) and MITACS (Canada) and the companies Codelco-El Teniente and BHP-Billiton.
- Project funded by CONICYT- Basal 2008-2018 (Vice-director).
- Projects funded by CNE (National Commission Energy) (2009-2010) on methodologies for: Transmission investment optimization model; energy demand estimation for future mining projects in SING and SIC; Computing failure costs produced by lack of hydrocarbons, Security issues and costs for assuring a level of hydrocarbons stocks for Chile.
- Projects funded by Minister of Energy (2010) on risk analysis for the generation/transmission systems.
- Project funded by the company Transelec (2010-2011) on Capacity expansion monitoring of a transmission line under wind perturbation.
- Project funded by CMM and Center of Energy (2011) on hydrothermal coordination models and its solution on parallel progressive hedging algorithm.
- Project funded by SISS (2011), Methodological revision and implementation of the modeling, costs analysis and tari fication in the water sector.
- Project Network Expectational Coordination. Head of Latin America node. Funded by Soro's Foundation "Institute for New Economic Thinking". 2011-2013
- Project Center INRIA-Chile (CORFO program). Head of Energy Optimization Line. 2012-2022.
- Educational Interfaces between Mathematics and Industry. EIMI 2010-2011 project.
- Project tari fication and costs analysis in Mobile and xed line telecommunication company. Funded by Telefonica company. 2013-2014
- Pricing data services for a mobile company. Funded by Telefonica. 2013.
- Projects Energy 2050 on the topics: prospective and eciency. Funded by Energy Ministry. 2014-2015.
- Projects on Mining: Geomecanics, Hydraulic fracturing and Risk analysis for underground mines. El Teniente. 2013-2017
- Program Fellowship for under and graduate students "Piensa Cobre" . 2016- 2019
- Project Risk assessment of Portfolio for Mutual Seguridad company 2016-2017
- Project Creating Collaboration Index for industrial sector. Jointly with Club de Innovacion- Chile

Premios y Distinciones

  •   Associate Editor (JOTA) Journal of Optimization Theory and Applications (2011-2016 ).


    Estados Unidos, 2011

    Associate Editor of Journal of Optimization Theory and Applications (2011-2016). Top journal on Optimization (Springer). ISI Journal.

  •   Member Editorial Board Springer Series on Mathematics for Industry


    Japón, 2013

    Member Editorial Board, Springer Series on Mathematics for Industry (2013- up today)

  •   Associate Editor of Journal: Optimization and Engineering. Springer (2004{ )


    Estados Unidos, 2004

    Associate Editor of Journal: Optimization and Engineering. Springer (2004-up today).

  •   Associate Editor of Journal: Set valued and Variational Analysis. Springer

    Springer Editorial

    Estados Unidos, 2008

    Associate Editor of Journal: Set valued and Variational Analysis. Springer (2008-2016). ISI Journal

  •   Associate Editor of Journal: Mathematical and Financial Economics

    Springer Editorial

    Chile, 2012

    Associate Editor of Journal: Mathematical and Financial Economics. Springer (2012 up today). ISI Journal.

  •   Associate Editor of Math-for-Industry. COE Lectures Notes.


    Japón, 2011

    Associate Editor of Math-for-Industry. COE Lectures Notes. Japan (2011- up today ).

  •   Plenary Speaker. SIAM Annual Meeting. San Diego (2013)

    Society for Industrial and Applied Mathematics

    Estados Unidos, 2013

    Plenary Speaker. SIAM Annual Meeting. San Diego (2013). The most prestigious conference on Applied Mathematics.

  •   Visiting Professor

    Several Universities

    Francia, 1992

    Visiting Professor: last 10 years - Universite de Paris I -Sorbonne, 1991-2002 ( every year). - University of Waterloo, Canada, 1992 . - Universite de Bourgogne-Dijon.1995 and 1996. - University California-Davis. USA. 1996. - University of British Columbia, 1998 - Center for Experimental Mathematics-Canada,1996 and 1998. - University of Ballarat, Australia 2002. - University of California, Davis. 6 months during 1999 and every year from 2000-2011. - University of Washington, Seattle, 1999, 2000 and every year from 2002-2011. - University Bristish Columbia, Vancouver, 2005, 2008. - College de France 2009-2011 - Paris School of Economics 2009-2011 - Princeton University, 2011 - Ecole Polytechnique, 2011 - Institute Mathematical Science, Czech Republic, 2012 - Universite Paris-Assas, 2012-2017 - Kyushu Univeristy-Japan 2012-2017 - College de France and Ecole Polytechnique-Inria, 2012-2017 - University California-Davis. USA. 2015

  •   Member of International Boards

    Several Societies and Councils

    Estados Unidos, 2000

    - Member Board Council of Mathematics of Americas (2015-2017) AMS-CMS-UMALCA - Secretary of UMALCA (Latin America Math Society) - Member of Advisory Board of Institute Math for Industry. Kyushu University (Japan) - Member of international committee for Mathematics Education and Industry (ICIAM-ICMI) 2008-2010. - Member board Mathematical Optimization Society (2012-2016) - Universidad de Chile representative for Gelato Federation (Linux on Itanium). 2005 - Universidad de Chile representative for PRAGMA Assembly (Grid Computing) 2003- up today - Member of Committee for Electric pubication and communication. IMU (International Mathematical Union) 2003-2006. - Member of Innovation Committee on Information and Communication technologies. - Evaluation Committee, Fondecyt (1995-1997)

  •   Member advisory boards

    Ministries, Latin America Initiatives and Societies

    Chile, 2007

    - Member Presidential commission on Nuclear Energy (2007) - Advisor Chilean Ministry of energy (2008-2009) - Advisor Center for Energy, Universidad de Chile (2009 to present ) - Member Presidential commission on Nuclear Energy (2014) - Member of MATH-AMSUDP Committee (2016 to present) - Member of Quali cation committee, Universidad de Chile (2012 to present) - Member of Mathematical Talent contest. Colegio de Ingenieros (2012 to present) - Advisory Committee for High education system reforms (2015 to January 2016)


Article (38)

Incremental Constraint Projection Methods for Monotone Stochastic Variational Inequalities
On variance reduction for stochastic smooth convex optimization with multiplicative noise
General economic equilibrium with financial markets and retainability
Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian
Operations Research challenges in forestry: 33 open problems
Convex analysis and financial equilibrium
Modelling network constrained economic dispatch problems
Control problems governed by functionalevolution inclusions with Young measures
Monopolistic competition in electricity networks with resistance losses
Variational convergence of bivariate functions: lopsided convergence
Two-stage stochastic programs with mixed probabilities
Variational inequalities and economic equilibrium
A nonconvex separation property and some applications
An intrinsic characterization of free disposal hypothesis
Reciprocal upper semicontinuity and better reply secure games: A comment
Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies
A distribution company energy acquisition market model with integration of distributed generation and load curtailment options
Subdifferential stability of the distance function and its applications to nonconvex economies and equilibrium
Continuity properties of Walras equilibrium points
Continuity and uniqueness of equilibria for linear exchange economies
Differentiability of equilibria for linear exchange economies
Linking strategic and tactical forestry planning decisions
A nonconvex separation property in Banach spaces
ε-Subdifferential and ε-monotonicity
E-subdi erential calculus for nonconvex functions and E- monotonicity.
Sub differential Monotonicity as Characterization of Convex Functions
b-subgradients of the optimal value function in nonlinear programming.
Characterization of Lower Semicontinuous Convex Functions
Proximal and Fréchet normal formulae for some small normal cones in Hilbert space
D-Representation of Subdifferentials of Directionally Lipschitz Functions
Comparing New Notions of Tangent Cones
Tangentially continuous directional derivatives in nonsmooth analysis

BookSection (6)

The Mathematics–Industry Interface
Equilibrium Analysis for a Network Market Model
A second-welfare theorem in nonconvex economies
Subdi fferential Characterization of Convexity
Simultaneous planning of industrial structure and forest plantation management in wood based companies
Some properties of semismooth and regular functions in nonsmooth analysis

ConferencePaper (2)

A time-embedded approach to economic equilibrium with incomplete financial markets
A variational inequality scheme for determining an economic equilibrium of classical or extended type
Rene Jofre

Prorrector and Full professor

Center for Mathematical Modeling and Department Mathematical Engineering

Universidad de Chile

Santiago, Chile

Paul Bosch

Investigador Docente

Facultad de Ingeniería

Universidad del Desarrollo

Santiago, Chile

Marcelo Cortés



Universidad de Antofagasta

Antofagasta, Chile

Andrés Weintraub


Industrial Engineering



Juan Escobar



Santiago, Chile