activity
20172021
most citedSimulation optimization: A review of algorithms and applications

460 citations · 783 across the 6 of their papers we have counts for

collaborators

8 papers

math.OC2021

SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs

Carlos J. Nohra, Arvind U. Raghunathan, Nikolaos V. Sahinidis

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxa…

cs.LG20203 cited

A Discussion on Practical Considerations with Sparse Regression Methodologies

Owais Sarwar, Benjamin Sauk, Nikolaos V. Sahinidis

Sparse linear regression is a vast field and there are many different algorithms available to build models. Two new papers published in Statistical Science study the comparative pe…

math.OC2020

Spectral relaxations and branching strategies for global optimization of mixed-integer quadratic programs

Carlos J. Nohra, Arvind U. Raghunathan, Nikolaos V. Sahinidis

We consider the global optimization of nonconvex quadratic programs and mixed-integer quadratic programs. We present a family of convex quadratic relaxations which are derived by c…

cs.AI2020

OR-Gym: A Reinforcement Learning Library for Operations Research Problems

Christian D. Hubbs, Hector D. Perez, Owais Sarwar +3

Reinforcement learning (RL) has been widely applied to game-playing and surpassed the best human-level performance in many domains, yet there are few use-cases in industrial or com…

cs.DS201778 cited

Domain reduction techniques for global NLP and MINLP optimization

Yash Puranik, Nikolaos V. Sahinidis

Optimization solvers routinely utilize presolve techniques, including model simplification, reformulation and domain reduction techniques. Domain reduction techniques are especiall…

cs.DS2017460 cited

Simulation optimization: A review of algorithms and applications

Satyajith Amaran, Nikolaos V. Sahinidis, Bikram Sharda +1

Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address…