| Publication | Date of Publication | Type |
|---|
Optimization modeling for pandemic vaccine supply chain management: a review and future research opportunities
Naval Research Logistics | 2024-11-05 | Paper |
A disjunctive cutting plane algorithm for bilinear programming
SIAM Journal on Optimization | 2024-10-22 | Paper |
An algorithm for stochastic convex-concave fractional programs with applications to production efficiency and equitable resource allocation
European Journal of Operational Research | 2024-08-13 | Paper |
Service center location problems with decision dependent utilities and a pandemic case study
Naval Research Logistics | 2024-03-06 | Paper |
Elevating Industries with Unmanned Aerial Vehicles: Integrating Sustainability and Operational Innovation
| 2023-12-20 | Paper |
A model of <scp>supply‐chain</scp> decisions for resource sharing with an application to ventilator allocation to combat <scp>COVID</scp>‐19
Naval Research Logistics | 2023-10-12 | Paper |
Optimizing Equitable Resource Allocation in Parallel Any-Scale Queues with Service Abandonment and its Application to Liver Transplant
| 2023-09-16 | Paper |
Optimization Modeling for Pandemic Vaccine Supply Chain Management: A Review and Future Research Opportunities
| 2023-05-18 | Paper |
A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs
Mathematical Programming. Series A. Series B | 2022-11-14 | Paper |
Numerical Methods for Integral Equations of the Second Kind with NonSmooth Solutions of Bounded Variation
SIAM Journal on Numerical Analysis | 2022-10-06 | Paper |
Frameworks and results in distributionally robust optimization
OJMO. Open Journal of Mathematical Optimization | 2022-08-20 | Paper |
Distributionally Robust Two-Stage Stochastic Programming
SIAM Journal on Optimization | 2022-07-29 | Paper |
Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning
INFORMS Journal on Computing | 2022-06-28 | Paper |
A New Method for Computing Stationary Distribution and Steady-State Performance Measures of a Continuous-State Markov Chain with a Queuing Application
| 2021-12-28 | Paper |
A geometric branch and bound method for robust maximization of convex functions
Journal of Global Optimization | 2021-11-26 | Paper |
Solution approaches to linear fractional programming and its stochastic generalizations using second order cone approximations
SIAM Journal on Optimization | 2021-03-31 | Paper |
Distributionally robust optimization with decision dependent ambiguity sets
Optimization Letters | 2021-02-17 | Paper |
A Data-Driven Functionally Robust Approach for Simultaneous Pricing and Order Quantity Decisions with Unknown Demand Function
Operations Research | 2020-10-26 | Paper |
Service Center Location with Decision Dependent Utilities with an Application to Early Stage Testing and Vaccination in Epidemic Planning
| 2019-10-22 | Paper |
On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
European Journal of Operational Research | 2019-07-05 | Paper |
Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models
European Journal of Operational Research | 2019-06-25 | Paper |
Generation of feasible integer solutions on a massively parallel computer using the feasibility pump
Operations Research Letters | 2019-02-22 | Paper |
Decomposition Algorithms for Two-Stage Distributionally Robust Mixed Binary Programs
SIAM Journal on Optimization | 2018-09-12 | Paper |
Segment LLL reduction of lattice bases using modular arithmetic
Algorithms | 2018-08-20 | Paper |
Robust decision making using a general utility set
European Journal of Operational Research | 2018-05-22 | Paper |
Tight second stage formulations in two-stage stochastic mixed integer programs
SIAM Journal on Optimization | 2018-04-03 | Paper |
A Concentration Result of Estimating Phi-Divergence using Data Dependent Partition
| 2018-01-02 | Paper |
Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method
INFORMS Journal on Computing | 2017-06-02 | Paper |
Decomposition Algorithm for Distributionally Robust Optimization using Wasserstein Metric
| 2017-04-12 | Paper |
A two-stage stochastic integer programming approach to integrated staffing and scheduling with application to nurse management
Operations Research | 2016-04-05 | Paper |
An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
Computational Optimization and Applications | 2015-07-01 | Paper |
A Cutting Surface Algorithm for Semi-Infinite Convex Programming with an Application to Moment Robust Optimization
SIAM Journal on Optimization | 2015-04-08 | Paper |
Stochastically weighted stochastic dominance concepts with an application in capital budgeting
European Journal of Operational Research | 2015-02-18 | Paper |
Models and algorithms for distributionally robust least squares problems
Mathematical Programming. Series A. Series B | 2014-08-29 | Paper |
Nurse staffing under demand uncertainty to reduce costs and enhance patient safety
Asia-Pacific Journal of Operational Research | 2014-04-25 | Paper |
Generating moment matching scenarios using optimization techniques
SIAM Journal on Optimization | 2013-09-25 | Paper |
An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
Computational Optimization and Applications | 2013-08-08 | Paper |
Robust and Stochastically Weighted Multiobjective Optimization Models and Reformulations
Operations Research | 2012-12-07 | Paper |
Computational experience with a modified potential reduction algorithm for linear programming
Optimization Methods \& Software | 2012-11-06 | Paper |
Sample average approximation of stochastic dominance constrained programs
Mathematical Programming. Series A. Series B | 2012-06-26 | Paper |
Generating nested quadrature formulas for general weight functions with known moments
| 2012-03-07 | Paper |
Decomposition based interior point methods for two-stage stochastic convex quadratic programs with recourse
Operations Research | 2011-11-24 | Paper |
Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices
Journal of Global Optimization | 2011-05-23 | Paper |
Convergence of a weighted barrier decomposition algorithm for two-stage stochastic programming with discrete support
SIAM Journal on Optimization | 2011-03-21 | Paper |
A cutting-surface method for uncertain linear programs with polyhedral stochastic dominance constraints
SIAM Journal on Optimization | 2010-09-06 | Paper |
On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
SIAM Journal on Optimization | 2009-11-27 | Paper |
On the Value of Binary Expansions for General Mixed-Integer Linear Programs
Operations Research | 2009-07-03 | Paper |
An example to demonstrate the importance of using ellipsoidal norm in lattice basis reduction for branching on hyperplane algorithms
| 2009-06-11 | Paper |
Decomposition‐Based Interior Point Methods for Two‐Stage Stochastic Semidefinite Programming
SIAM Journal on Optimization | 2008-02-25 | Paper |
Convergence Conditions and Krylov Subspace--Based Corrections for Primal-Dual Interior-Point Method
SIAM Journal on Optimization | 2005-09-16 | Paper |
Generating convex polynomial inequalities for mixed 0-1 programs
Journal of Global Optimization | 2003-06-09 | Paper |
Experimental results on using general disjunctions in branch-and-bound for general-integer linear programming
Computational Optimization and Applications | 2002-04-07 | Paper |
A disjunctive cutting plane procedure for general mixed-integer linear programs
Mathematical Programming. Series A. Series B | 2001-10-03 | Paper |
A branch-and-cut method for 0-1 mixed convex programming
Mathematical Programming. Series A. Series B | 2000-10-29 | Paper |
Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
SIAM Journal on Scientific Computing | 1998-05-12 | Paper |
Asymptotic convergence in a generalized predictor-corrector method
Mathematical Programming. Series A. Series B | 1997-08-18 | Paper |
scientific article; zbMATH DE number 992799 (Why is no real title available?)
| 1997-03-18 | Paper |
A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods
ORSA Journal on Computing | 1996-08-19 | Paper |
A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
Mathematical Programming. Series A. Series B | 1996-07-28 | Paper |
Finding an interior point in the optimal face of linear programs
Mathematical Programming. Series A. Series B | 1995-01-03 | Paper |
Solving symmetric indefinite systems in an interior-point method for linear programming
Mathematical Programming. Series A. Series B | 1994-12-21 | Paper |
Predictor-corrector Methods for a Class of Linear Complementarity Problems
SIAM Journal on Optimization | 1994-08-14 | Paper |
Quadratic Convergence in a Primal-Dual Method
Mathematics of Operations Research | 1993-11-28 | Paper |
DEFERRED RANK ONE UPDATES IN O(n_3L) INTERIOR POINT ALGORITHM
Journal of the Operations Research Society of Japan | 1993-08-17 | Paper |
Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
ORSA Journal on Computing | 1993-04-01 | Paper |
On the Implementation of a Primal-Dual Interior Point Method
SIAM Journal on Optimization | 1993-01-13 | Paper |
A method of Analytic Centers for Quadratically Constrained Convex Quadratic Programs
SIAM Journal on Numerical Analysis | 1992-06-25 | Paper |
On finding a vertex solution using interior point methods
Linear Algebra and its Applications | 1992-06-25 | Paper |
On computing the center of a convex quadratically constrained set
Mathematical Programming. Series A. Series B | 1991-01-01 | Paper |
A computational comparison of the network simplex method with the dual affine scaling method
Opsearch | 1991-01-01 | Paper |
An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations
Mathematics of Operations Research | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4197759 (Why is no real title available?)
| 1990-01-01 | Paper |
A Self-Correcting Version of Karmarkar’s Algorithm
SIAM Journal on Numerical Analysis | 1989-01-01 | Paper |
A relaxed version of Karmarkar's method
Mathematical Programming. Series A. Series B | 1988-01-01 | Paper |
Relaxed variants of Karmarkar's algorithm for linear programs with unknown optimal objective value
Mathematical Programming. Series A. Series B | 1988-01-01 | Paper |
A Finitely Convergent Cutting Plane, and a Bender's Decomposition Algorithm for Mixed-Integer Convex and Two-Stage Convex Programs using Cutting Planes
| N/A | Paper |
