SUTIL

swMATH12322MaRDI QIDQ24251FDOQ24251

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Official website: http://coral.ise.lehigh.edu/~sutil//index.html

Cited In (only showing first 100 items - show all)

• Developing childhood vaccine administration and inventory replenishment policies that minimize open vial wastage
• Statistical estimation of operating reserve requirements using rolling horizon stochastic optimization
• Order Scheduling Models: Hardness and Algorithms
• Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients
• Dynamic fleet scheduling with uncertain demand and customer flexibility
• Analysis of stochastic problem decomposition algorithms in computational grids
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• The effect of regularization in portfolio selection problems
• Vehicle routing with probabilistic capacity constraints
• Computational study of decomposition algorithms for mean-risk stochastic linear programs
• Risk and complexity in scenario optimization
• Simulation-Based Optimality Tests for Stochastic Programs
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space
• Sales and operations planning in systems with order configuration uncertainty
• StochasticPrograms.jl
• Scenario MIN-MAX optimization and the risk of empirical costs
• Adaptive and nonadaptive approaches to statistically based methods for solving stochastic linear programs: a computational investigation
• Approximating stationary points of stochastic mathematical programs with equilibrium constraints via sample averaging
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic generalized equation
• Scenario reduction for stochastic programs with conditional value-at-risk
• Regularized optimization with spatial coupling for robust decision making
• Solving a class of stochastic mixed-integer programs with branch and price
• Convergence of stationary points of sample average two-stage stochastic programs: a generalized equation approach
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
• Challenges in Enterprise Wide Optimization for the Process Industries
• Learning regularization parameters for general-form Tikhonov
• Parallelizable preprocessing method for multistage stochastic programming problems
• Solving large MINLPs on computational grids
• Parallel distributed-memory simplex for large-scale stochastic LP problems
• Component rationing for available-to-promise scheduling in configure-to-order systems
• On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed \(0-1\) problems under uncertainty
• Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction
• Efficient Stochastic Programming in Julia
• Robust stochastic programming with uncertain probabilities
• A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems
• Hierarchical MPC schemes for periodic systems using stochastic programming
• Efficient solution selection for two-stage stochastic programs
• A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints
• A two-stage stochastic programming model for the parallel machine scheduling problem with machine capacity
• Two-stage linear decision rules for multi-stage stochastic programming
• Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition
• Designing optimal spectral filters for inverse problems
• A smoothing SAA method for a stochastic mathematical program with complementarity constraints.
• Sample average approximation for stochastic nonconvex mixed integer nonlinear programming via outer-approximation
• Stochastic optimization approaches for elective surgery scheduling with downstream capacity constraints: models, challenges, and opportunities
• InfiniteOpt
• POLO.jl
• mpi-sppy
• Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
• On complexity of stochastic programming problems
• Monte Carlo methods for mean-risk optimization and portfolio selection
• Exploiting structure in parallel implementation of interior point methods for optimization
• The generation of experimental data for computational testing in optimization
• Solving large quadratic assignment problems on computational grids
• Fast approaches to robust railway timetabling
• Topological optimization of reliable networks under dependent failures
• Uniform exponential convergence of sample average random functions under general sampling with applications in stochastic programming
• Optimal threshold levels in stochastic fluid models via simulation-based optimization
• Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
• A quasi-Monte-Carlo-based feasible sequential system of linear equations method for stochastic programs with recourse
• An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
• Generalized conditioning based approaches to computing confidence intervals for solutions to stochastic variational inequalities
• Title not available (Why is that?)
• Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation
• The stratified \(p\)-center problem
• Stochastic root finding and efficient estimation of convex risk measures
• Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
• Predictive stochastic programming
• Variance reduction for sequential sampling in stochastic programming
• A central limit theorem and hypotheses testing for risk-averse stochastic programs
• Underground mine scheduling under uncertainty
• Surgery sequencing coordination with recovery resource constraints
• General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
• Periodic supply vessel planning under demand and weather uncertainty
• Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS
• An efficient linear programming based method for the influence maximization problem in social networks
• Uncertainty feature optimization: an implicit paradigm for problems with noisy data
• Kernel entropy discriminant analysis for dimension reduction
• Some insights into the solution algorithms for SLP problems
• Approximation of probabilistic constraints in stochastic programming problems with a probability measure kernel
• A management system for decompositions in stochastic programming
• Approximate stochastic dynamic programming for hydroelectric production planning
• An ADMM algorithm for two-stage stochastic programming problems
• Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
• Approximation algorithms for stochastic and risk-averse optimization
• A smooth penalty-based sample average approximation method for stochastic complementarity problems
• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
• On feasibility of sample average approximation solutions
• Robust planning for an open-pit mining problem under ore-grade uncertainty
• Acceleration strategies of Benders decomposition for the security constraints power system expansion planning
• On the Implementation of Interior Point Decomposition Algorithms for Two-Stage Stochastic Conic Programs
• PySP: modeling and solving stochastic programs in Python
• Optimal path problems with second-order stochastic dominance constraints
• Stochastic polynomial optimization
• On the convergence of coderivative of SAA solution mapping for a parametric stochastic variational inequality
• An optimal method for stochastic composite optimization
• Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
• Monte Carlo sampling approach to stochastic programming
• Kestrel: an interface from optimization modeling systems to the NEOS server
• Computational aspects of minimizing conditional value-at-risk

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