Dimitris Bertsimas

From MaRDI portal


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Global optimization: a machine learning approach
Journal of Global Optimization
2025-01-20Paper
Reshaping national organ allocation policy
Operations Research
2024-09-05Paper
Robust linear algebra
European Journal of Operational Research
2024-06-17Paper
Pareto adaptive robust optimality via a Fourier-Motzkin elimination lens
Mathematical Programming. Series A. Series B
2024-04-09Paper
A Prescriptive Machine Learning Approach to Mixed-Integer Convex Optimization
INFORMS Journal on Computing
2024-03-22Paper
Interpretable Matrix Completion: A Discrete Optimization Approach
INFORMS Journal on Computing
2024-03-22Paper
Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization
Operations Research
2024-03-12Paper
Forecasting COVID-19 and Analyzing the Effect of Government Interventions
Operations Research
2024-02-26Paper
Policy Analytics in Public School Operations
Operations Research
2024-02-26Paper
Learning sparse nonlinear dynamics via mixed-integer optimization
Nonlinear Dynamics
2023-11-02Paper
Tensor completion with noisy side information
Machine Learning
2023-10-24Paper
A new perspective on low-rank optimization
Mathematical Programming. Series A. Series B
2023-10-23Paper
Publisher correction to: ``A new perspective on low-rank optimization
Mathematical Programming. Series A. Series B
2023-10-23Paper
Where to locate <scp>COVID</scp>‐19 mass vaccination facilities?
Naval Research Logistics
2023-10-18Paper
Optimizing influenza vaccine composition: A machine learning approach
Naval Research Logistics
2023-10-18Paper
Adaptive Pricing in Unit Commitment Under Load and Capacity Uncertainty
 
2023-09-15Paper
Robust convex optimization: a new perspective that unifies and extends
Mathematical Programming. Series A. Series B
2023-06-23Paper
A Stochastic Benders Decomposition Scheme for Large-Scale Data-Driven Network Design
 
2023-03-14Paper
The Benefit of Uncertainty Coupling in Robust and Adaptive Robust Optimization
 
2023-02-20Paper
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
Operations Research
2023-01-10Paper
Stochastic Cutting Planes for Data-Driven Optimization
INFORMS Journal on Computing
2022-12-01Paper
scientific article; zbMATH DE number 7625166 (Why is no real title available?)
 
2022-11-29Paper
Optimal survival trees
Machine Learning
2022-11-28Paper
World-class interpretable poker
Machine Learning
2022-11-28Paper
Bootstrap robust prescriptive analytics
Mathematical Programming. Series A. Series B
2022-10-24Paper
Online Mixed-Integer Optimization in Milliseconds
INFORMS Journal on Computing
2022-09-19Paper
Decarbonizing OCP
 
2022-09-13Paper
Dynamic optimization with side information
European Journal of Operational Research
2022-09-09Paper
Nonlinear formulations and improved randomized approximation algorithms for multicut problems
Integer Programming and Combinatorial Optimization
2022-08-30Paper
The backbone method for ultra-high dimensional sparse machine learning
Machine Learning
2022-08-10Paper
A Scalable Algorithm for Sparse Portfolio Selection
INFORMS Journal on Computing
2022-07-01Paper
Sparse regression over clusters: SparClur
Optimization Letters
2022-03-15Paper
Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach
Operations Research
2022-02-18Paper
Technical note -- two-stage sample robust optimization
Operations Research
2022-02-18Paper
Data-driven transit network design at scale
Operations Research
2022-02-16Paper
Global Optimization via Optimal Decision Trees
 
2022-02-12Paper
Sparse classification: a scalable discrete optimization perspective
Machine Learning
2022-01-28Paper
Probabilistic guarantees in robust optimization
SIAM Journal on Optimization
2021-12-01Paper
Interpretable clustering: an optimization approach
Machine Learning
2021-11-24Paper
Imputation of clinical covariates in time series
Machine Learning
2021-11-24Paper
The voice of optimization
Machine Learning
2021-11-24Paper
A unified approach to mixed-integer optimization problems with logical constraints
SIAM Journal on Optimization
2021-10-26Paper
Sparse Convex Regression
INFORMS Journal on Computing
2021-06-23Paper
Near-optimal nonlinear regression trees
Operations Research Letters
2021-04-07Paper
Sparse regression: scalable algorithms and empirical performance
Statistical Science
2021-02-08Paper
Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
Statistical Science
2021-02-08Paper
scientific article; zbMATH DE number 7306912 (Why is no real title available?)
 
2021-02-05Paper
scientific article; zbMATH DE number 7306911 (Why is no real title available?)
 
2021-02-05Paper
Relative Robust and Adaptive Optimization
INFORMS Journal on Computing
2021-01-07Paper
Robust Maximum Likelihood Estimation
INFORMS Journal on Computing
2020-12-09Paper
Computation of Exact Bootstrap Confidence Intervals: Complexity and Deterministic Algorithms
Operations Research
2020-11-04Paper
Covariate-adaptive optimization in online clinical trials
Operations Research
2020-10-26Paper
Certifiably optimal sparse inverse covariance estimation
Mathematical Programming. Series A. Series B
2020-10-21Paper
Exact first-choice product line optimization
Operations Research
2020-10-20Paper
Sparse hierarchical regression with polynomials
Machine Learning
2020-07-27Paper
Stochastic optimization in supply chain networks: averaging robust solutions
Optimization Letters
2020-05-26Paper
Scalable holistic linear regression
Operations Research Letters
2020-05-26Paper
Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality
 
2020-05-11Paper
Sparse high-dimensional regression: exact scalable algorithms and phase transitions
The Annals of Statistics
2020-05-05Paper
On polyhedral and second-order cone decompositions of semidefinite optimization problems
Operations Research Letters
2020-02-11Paper
Certifiably optimal sparse principal component analysis
Mathematical Programming Computation
2020-02-05Paper
Fast Exact Matrix Completion: A Unified Optimization Framework for Matrix Completion
 
2019-10-20Paper
On Polyhedral and Second-Order Cone Decompositions of Semidefinite Optimization Problems
 
2019-10-07Paper
Worst-case examples for the spacefilling curve heuristic for the Euclidean traveling salesman problem
Operations Research Letters
2019-07-22Paper
Dynamic optimization with side information
 
2019-07-16Paper
Robust and stochastic formulations for ambulance deployment and dispatch
European Journal of Operational Research
2019-07-05Paper
The \(K\)-server problem via a modern optimization lens
European Journal of Operational Research
2019-02-25Paper
Scalable Holistic Linear Regression
 
2019-02-08Paper
On dependent randomized rounding algorithms
Integer Programming and Combinatorial Optimization
2019-01-11Paper
Improved randomized approximation algorithms for lot-sizing problems
Integer Programming and Combinatorial Optimization
2019-01-11Paper
The Voice of Optimization
 
2018-12-24Paper
Multitarget Tracking via Mixed Integer Optimization
IEEE Transactions on Automatic Control
2018-12-04Paper
From predictive methods to missing data imputation: an optimization approach
 
2018-11-22Paper
A Scalable Algorithm For Sparse Portfolio Selection
 
2018-10-31Paper
Prescriptive analytics for human resource planning in the professional services industry
European Journal of Operational Research
2018-10-30Paper
On the power of randomization in network interdiction
Operations Research Letters
2018-09-28Paper
Robust sample average approximation
Mathematical Programming. Series A. Series B
2018-09-28Paper
Robust transient analysis of multi-server queueing systems and feed-forward networks
Queueing Systems
2018-08-01Paper
Characterization of the equivalence of robustification and regularization in linear and matrix regression
European Journal of Operational Research
2018-07-25Paper
A Scalable Algorithm for Two-Stage Adaptive Linear Optimization
 
2018-07-08Paper
Logistic regression: from art to science
Statistical Science
2018-05-18Paper
Binary decision rules for multistage adaptive mixed-integer optimization
Mathematical Programming. Series A. Series B
2018-02-28Paper
Data-driven robust optimization
Mathematical Programming. Series A. Series B
2018-02-28Paper
Optimal classification trees
Machine Learning
2018-02-20Paper
A comparison of Monte Carlo tree search and rolling horizon optimization for large-scale dynamic resource allocation problems
European Journal of Operational Research
2018-02-06Paper
Sparse Classification: a scalable discrete optimization perspective
 
2017-10-03Paper
Certifiably optimal low rank factor analysis
 
2017-09-27Paper
A Hierarchy of Near-Optimal Policies for Multistage Adaptive Optimization
IEEE Transactions on Automatic Control
2017-08-25Paper
Finite Adaptability in Multistage Linear Optimization
IEEE Transactions on Automatic Control
2017-08-25Paper
Constrained Stochastic LQC: A Tractable Approach
IEEE Transactions on Automatic Control
2017-07-27Paper
Robust product line design
Operations Research
2017-06-02Paper
Robust Fluid Processing Networks
IEEE Transactions on Automatic Control
2017-05-16Paper
Decomposable Markov decision processes: A fluid optimization approach
Operations Research
2017-01-26Paper
A hybrid approach to beam angle optimization in intensity-modulated radiation therapy
Computers \& Operations Research
2016-11-10Paper
Duality in two-stage adaptive linear optimization: faster computation and stronger bounds
INFORMS Journal on Computing
2016-11-01Paper
Multistage robust mixed-integer optimization with adaptive partitions
Operations Research
2016-10-31Paper
Robust option pricing
European Journal of Operational Research
2016-06-27Paper
Dynamic resource allocation: a flexible and tractable modeling framework
European Journal of Operational Research
2016-06-23Paper
OR forum: An algorithmic approach to linear regression
Operations Research
2016-05-13Paper
Best subset selection via a modern optimization lens
The Annals of Statistics
2016-05-12Paper
The Power and Limits of Predictive Approaches to Observational-Data-Driven Optimization
 
2016-05-08Paper
OR forum: Tenure analytics: models for predicting research impact
Operations Research
2016-04-05Paper
The power of optimization over randomization in designing experiments involving small samples
Operations Research
2016-01-22Paper
Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach
Computational Optimization and Applications
2016-01-07Paper
Robust queueing theory
Operations Research
2015-11-06Paper
Design of near optimal decision rules in multistage adaptive mixed-integer optimization
Operations Research
2015-11-06Paper
Data-driven estimation in equilibrium using inverse optimization
Mathematical Programming. Series A. Series B
2015-10-19Paper
On the performance of affine policies for two-stage adaptive optimization: a geometric perspective
Mathematical Programming. Series A. Series B
2015-10-19Paper
Optimal design for multi-item auctions: a robust optimization approach
Mathematics of Operations Research
2015-04-24Paper
A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization
Mathematical Programming. Series A. Series B
2015-04-16Paper
Least quantile regression via modern optimization
The Annals of Statistics
2015-01-06Paper
Robust and adaptive network flows
Operations Research
2014-06-26Paper
Learning Preferences Under Noise and Loss Aversion: An Optimization Approach
Operations Research
2014-06-26Paper
On the approximability of adjustable robust convex optimization under uncertainty
Mathematical Methods of Operations Research
2013-08-02Paper
Fairness, efficiency, and flexibility in organ allocation for kidney transplantation
Operations Research
2013-07-02Paper
An accelerated first-order method for solving SOS relaxations of unconstrained polynomial optimization problems
Optimization Methods \& Software
2013-06-24Paper
Inverse optimization: a new perspective on the Black-Litterman model
Operations Research
2013-03-12Paper
Tractable stochastic analysis in high dimensions via robust optimization
Mathematical Programming. Series A. Series B
2012-11-02Paper
On the power and limitations of affine policies in two-stage adaptive optimization
Mathematical Programming. Series A. Series B
2012-10-15Paper
Nonconvex robust optimization for problems with constraints
INFORMS Journal on Computing
2012-07-28Paper
Optimal selection of airport runway configurations
Operations Research
2012-06-26Paper
An approximate dynamic programming approach to multidimensional knapsack problems
Management Science
2012-02-19Paper
A new algebraic geometry algorithm for integer programming
Management Science
2012-02-12Paper
Theory and applications of robust optimization
SIAM Review
2012-02-11Paper
Constructing uncertainty sets for robust linear optimization
Operations Research
2011-11-24Paper
Robust optimization for unconstrained simulation-based problems
Operations Research
2011-11-24Paper
Performance analysis of queueing networks via robust optimization
Operations Research
2011-11-18Paper
A soft robust model for optimization under ambiguity
Operations Research
2011-11-17Paper
The price of fairness
Operations Research
2011-07-19Paper
An integer optimization approach to large-scale air traffic flow management
Operations Research
2011-07-19Paper
A geometric characterization of the power of finite adaptability in multistage stochastic and adaptive optimization
Mathematics of Operations Research
2011-04-27Paper
On the power of robust solutions in two-stage stochastic and adaptive optimization problems
Mathematics of Operations Research
2011-04-27Paper
Models for minimax stochastic linear optimization problems with risk aversion
Mathematics of Operations Research
2011-04-27Paper
Optimality of affine policies in multistage robust optimization
Mathematics of Operations Research
2011-04-27Paper
Solving convex programs by random walks
Journal of the ACM
2011-02-01Paper
Robust optimization with simulated annealing
Journal of Global Optimization
2010-10-15Paper
Robust and data-driven approaches to call centers
European Journal of Operational Research
2010-09-09Paper
Solving convex programs by random walks
Proceedings of the thiry-fourth annual ACM symposium on Theory of computing
2010-08-05Paper
Algorithm for cardinality-constrained quadratic optimization
Computational Optimization and Applications
2009-09-25Paper
A Learning Approach for Interactive Marketing to a Customer Segment
Operations Research
2009-08-13Paper
A Robust Optimization Approach to Inventory Theory
Operations Research
2009-08-13Paper
Algorithmic Prediction of Health-Care Costs
Operations Research
2009-08-13Paper
Classification and Regression via Integer Optimization
Operations Research
2009-08-13Paper
Simulation-Based Booking Limits for Airline Revenue Management
Operations Research
2009-07-17Paper
The Price of Robustness
Operations Research
2009-07-10Paper
From Fluid Relaxations to Practical Algorithms for High-Multiplicity Job-Shop Scheduling: The Holding Cost Objective
Operations Research
2009-07-09Paper
Probabilistic Service Level Guarantees in Make-to-Stock Manufacturing Systems
Operations Research
2009-07-03Paper
On the Relation Between Option and Stock Prices: A Convex Optimization Approach
Operations Research
2009-07-03Paper
Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach
Operations Research
2009-07-03Paper
Multistage Lot Sizing Problems via Randomized Rounding
Operations Research
2009-07-03Paper
Shortfall as a risk measure: properties, optimization and applications
Journal of Economic Dynamics and Control
2008-11-06Paper
Approximating integrals of multivariate exponentials: A moment approach
Operations Research Letters
2008-08-06Paper
The Air Traffic Flow Management Problem: An Integer Optimization Approach
Integer Programming and Combinatorial Optimization
2008-06-10Paper
Solving asymmetric variational inequalities via convex optimization
Operations Research Letters
2008-03-28Paper
Robust multiperiod portfolio management in the presence of transaction costs
Computers \& Operations Research
2007-10-10Paper
A semidefinite optimization approach to the steady-state analysis of queueing systems
Queueing Systems
2007-08-17Paper
TIGHT BOUNDS ON EXPECTED ORDER STATISTICS
Probability in the Engineering and Informational Sciences
2007-02-13Paper
Option Pricing without Price Dynamics: A Probabilistic Approach
 
2006-12-03Paper
Dynamic pricing: a learning approach
 
2006-10-17Paper
Persistence in discrete optimization under data uncertainty
Mathematical Programming. Series A. Series B
2006-09-12Paper
Bounds on linear PDEs via semidefinite optimization
Mathematical Programming. Series A. Series B
2006-06-28Paper
Robust game theory
Mathematical Programming. Series A. Series B
2006-06-14Paper
Tractable approximations to robust conic optimization problems
Mathematical Programming. Series A. Series B
2006-06-14Paper
Integer Programming and Combinatorial Optimization
Lecture Notes in Computer Science
2005-12-23Paper
Optimal Inequalities in Probability Theory: A Convex Optimization Approach
SIAM Journal on Optimization
2005-09-16Paper
Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming, and Asymptotic Bounds
SIAM Journal on Optimization
2005-02-23Paper
Robust linear optimization under general norms.
Operations Research Letters
2005-01-11Paper
Robust discrete optimization and network flows
Mathematical Programming. Series A. Series B
2004-03-11Paper
Performance of multiclass Markovian queueing networks via piecewise linear Lyapunov functions
The Annals of Applied Probability
2003-05-06Paper
The traffic flow management rerouting problem in air traffic control: A dynamic network flow approach
Transportation Science
2002-09-02Paper
The air traffic flow management problem with enroute capacities
Operations Research
2002-07-31Paper
Restless Bandits, Linear Programming Relaxations, and a Primal-Dual Index Heuristic
Operations Research
2002-06-04Paper
From valid inequalities to heuristics: A unified view of primal-dual approximation algorithms in covering problems
Operations Research
2002-02-07Paper
Bounds and policies for dynamic routing in loss networks
Operations Research
2002-02-07Paper
From fluid relaxations to practical algorithms for job shop scheduling: The makespan objective
Mathematical Programming. Series A. Series B
2002-01-01Paper
On the large deviations behavior of acyclic networks of \(G/G/1\) queues
The Annals of Applied Probability
2001-12-09Paper
Optimization of multiclass queueing networks with changeover times via the achievable region approach. I: The single-station case
Mathematics of Operations Research
2001-11-26Paper
Optimization of multiclass queueing networks with changeover times via the achievable region approach. II: The multi-station case
Mathematics of Operations Research
2001-11-26Paper
When is time continuous?
 
2001-09-03Paper
On dependent randomized rounding algorithms
Operations Research Letters
2001-02-09Paper
scientific article; zbMATH DE number 1534302 (Why is no real title available?)
 
2000-11-23Paper
Estimation of time-varying parameters in statistical models: An optimization approach
Machine Learning
2000-06-13Paper
Decomposition results for general polling systems and their applications
Queueing Systems
2000-04-25Paper
Large deviations analysis of the generalized processor sharing policy
Queueing Systems
2000-03-30Paper
Asymptotically Optimal Algorithms for Job Shop Scheduling and Packet Routing
Journal of Algorithms
2000-03-19Paper
The Multi-Airport Ground-Holding Problem in Air Traffic Control
Operations Research
1999-11-08Paper
Analysis of LP relaxations for multiway and multicut problems
 
1999-10-04Paper
scientific article; zbMATH DE number 1263267 (Why is no real title available?)
 
1999-10-03Paper
A New Algorithm for State-Constrained Separated Continuous Linear Programs
SIAM Journal on Control and Optimization
1999-03-31Paper
scientific article; zbMATH DE number 1263282 (Why is no real title available?)
 
1999-03-16Paper
Transient laws of non-stationary queueing systems and their applications
Queueing Systems
1998-08-31Paper
Asymptotic buffer overflow probabilities in multiclass multiplexers: an optimal control approach
IEEE Transactions on Automatic Control
1998-08-23Paper
On the worst case complexity of potential reduction algorithms for linear programming
Mathematical Programming. Series A. Series B
1998-08-03Paper
Rounding algorithms for covering problems
Mathematical Programming. Series A. Series B
1998-03-11Paper
The parsimonious property of cut covering problems and its applications
Operations Research Letters
1998-01-12Paper
scientific article; zbMATH DE number 1302192 (Why is no real title available?)
 
1998-01-01Paper
Multiclass Queueing Systems in Heavy Traffic: An Asymptotic Approach Based on Distributional and Conservation Laws
Operations Research
1997-11-25Paper
Locating Discretionary Service Facilities, II: Maximizing Market Size, Minimizing Inconvenience
Operations Research
1997-05-25Paper
A unified method to analyze overtake free queueing systems
Advances in Applied Probability
1997-04-22Paper
Models and Algorithms for Transient Queueing Congestion at Airports
Management Science
1997-04-10Paper
The archievable region method in the optimal control of queueing systems; formulations, bounds and policies
Queueing Systems
1997-03-03Paper
Decomposition Algorithms for Analyzing Transient Phenomena in Multiclass Queueing Networks in Air Transportation
Operations Research
1997-01-19Paper
Stability conditions for multiclass fluid queueing networks
IEEE Transactions on Automatic Control
1997-01-15Paper
Computational Approaches to Stochastic Vehicle Routing Problems
Transportation Science
1997-01-06Paper
A New Generation of Vehicle Routing Research: Robust Algorithms, Addressing Uncertainty
Operations Research
1996-10-28Paper
Conservation Laws, Extended Polymatroids and Multiarmed Bandit Problems; A Polyhedral Approach to Indexable Systems
Mathematics of Operations Research
1996-10-14Paper
scientific article; zbMATH DE number 910865 (Why is no real title available?)
 
1996-08-22Paper
Branching bandits and Klimov's problem: achievable region and side constraints
IEEE Transactions on Automatic Control
1996-06-13Paper
scientific article; zbMATH DE number 786521 (Why is no real title available?)
 
1996-05-20Paper
The Distributional Little's Law and Its Applications
Operations Research
1995-09-25Paper
Dynamic Ground-Holding Policies for a Network of Airports
Transportation Science
1995-05-28Paper
A technique for speeding up the solution of the Lagrangean dual
Mathematical Programming. Series A. Series B
1995-02-19Paper
Optimization of multiclass queueing networks: Polyhedral and nonlinear characterizations of achievable performance
The Annals of Applied Probability
1994-10-10Paper
scientific article; zbMATH DE number 432785 (Why is no real title available?)
 
1994-09-19Paper
On central limit theorems in geometrical probability
The Annals of Applied Probability
1994-04-06Paper
Stochastic and dynamic vehicle routing with general demand and interarrival time distributions
Advances in Applied Probability
1994-02-13Paper
Survivable networks, linear programming relaxations and the parsimonious property
Mathematical Programming. Series A. Series B
1993-12-06Paper
Further results on the probabilistic traveling salesman problem
European Journal of Operational Research
1993-08-24Paper
Stochastic and Dynamic Vehicle Routing in the Euclidean Plane with Multiple Capacitated Vehicles
Operations Research
1993-08-09Paper
scientific article; zbMATH DE number 176065 (Why is no real title available?)
 
1993-05-18Paper
A Vehicle Routing Problem with Stochastic Demand
Operations Research
1993-01-16Paper
A Vehicle Routing Problem with Stochastic Demand
Operations Research
1993-01-16Paper
Transient and busy period analysis of the GIG/1 Queue as a Hilbert factorization problem
Journal of Applied Probability
1992-06-28Paper
Transient and busy period analysis of the GI/G/1 queue: The method of stages
Queueing Systems
1992-06-28Paper
The minimum spanning tree constant in geometrical probability and under the independent model: A unified approach
The Annals of Applied Probability
1992-06-28Paper
A Stochastic and Dynamic Vehicle Routing Problem in the Euclidean Plane
Operations Research
1992-06-26Paper
Probabilistic Analysis of the Held and Karp Lower Bound for the Euclidean Traveling Salesman Problem
Mathematics of Operations Research
1991-01-01Paper
An asymptotic determination of the minimum spanning tree and minimum matching constants in geometrical probability
Operations Research Letters
1990-01-01Paper
scientific article; zbMATH DE number 4133277 (Why is no real title available?)
 
1990-01-01Paper
A Priori Optimization
Operations Research
1990-01-01Paper
The probabilistic minimum spanning tree problem
Networks
1990-01-01Paper
An Analytic Approach to a General Class of G/G/s Queueing Systems
Operations Research
1990-01-01Paper
Traveling Salesman Facility Location Problems
Transportation Science
1989-01-01Paper
On the Steady-State Solution of the M/C2(a, b)/s Queueing System
Transportation Science
1988-01-01Paper
Analysis of the stationary \(E_ k/C_ 2/s\) queueing system
European Journal of Operational Research
1988-01-01Paper
scientific article; zbMATH DE number 4090540 (Why is no real title available?)
 
1988-01-01Paper


Research outcomes over time


This page was built for person: Dimitris Bertsimas