21 citations · 51 across the 13 of their papers we have counts for
15 papers
A K-Nearest Neighbor Heuristic for Real-Time DC Optimal Transmission Switching
Emma S. Johnson, Shabbir Ahmed, Santanu S. Dey +1
While transmission switching is known to reduce power generation costs, the difficulty of solving even DC optimal transmission switching (DCOTS) has prevented optimal transmission…
Distributionally Robust Bottleneck Combinatorial Problems: Uncertainty Quantification and Robust Decision Making
Weijun Xie, Jie Zhang, Shabbir Ahmed
This paper studies data-driven distributionally robust bottleneck combinatorial problems (DRBCP) with stochastic costs, where the probability distribution of the cost vector is con…
A Simulated Annealing Algorithm for the Directed Steiner Tree Problem
Matias Siebert, Shabbir Ahmed, George Nemhauser
In \cite{siebert2019linear} the authors present a set of integer programs (IPs) for the Steiner tree problem, which can be used for both, the directed and the undirected setting of…
Distributionally Robust Facility Location Problem under Decision-dependent Stochastic Demand
Beste Basciftci, Shabbir Ahmed, Siqian Shen
Facility location decisions significantly impact customer behavior and consequently the resulting demand in a wide range of businesses. Furthermore, sequentially realized uncertain…
Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support
Zhe Zhang, Shabbir Ahmed, Guanghui Lan
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a dist…
Exact Augmented Lagrangian Duality for Mixed Integer Quadratic Programming
Xiaoyi Gu, Shabbir Ahmed, Santanu S. Dey
Mixed integer quadratic programming (MIQP) is the problem of minimizing a convex quadratic function over mixed integer points in a rational polyhedron. This paper focuses on the au…
Two-stage Stochastic Lot-sizing Problem with Chance-constrained Condition in the Second Stage
Zeyang Zhang, Chuanhou Gao, Shabbir Ahmed
In a given production planning horizon, the demands may only be comfirmed in part of the whole periods, and the others are uncertain. In this paper, we consider a two-stage stochas…
Adaptive Two-stage Stochastic Programming with an Analysis on Capacity Expansion Planning Problem
Beste Basciftci, Shabbir Ahmed, Nagi Gebraeel
Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. O…
Stochastic Lipschitz Dynamic Programming
Shabbir Ahmed, Filipe Goulart Cabral, Bernardo Freitas Paulo da Costa
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane m…
Consensus-Based Dantzig-Wolfe Decomposition
Mohamed El Tonbari, Shabbir Ahmed
Dantzig-Wolfe decomposition (DWD) is a classical algorithm for solving large-scale linear programs whose constraint matrix involves a set of independent blocks coupled with a set o…
Learning to Solve Large-Scale Security-Constrained Unit Commitment Problems
Alinson S. Xavier, Feng Qiu, Shabbir Ahmed
Security-Constrained Unit Commitment (SCUC) is a fundamental problem in power systems and electricity markets. In practical settings, SCUC is repeatedly solved via Mixed-Integer Li…
A Linear Programming Based Approach to the Steiner Tree Problem with a Fixed Number of Terminals
Matias Siebert, Shabbir Ahmed, George Nemhauser
We present a set of integer programs (IPs) for the Steiner tree problem with the property that the best solution obtained by solving all, provides an optimal Steiner tree. Each IP…
The Value of Multi-stage Stochastic Programming in Risk-averse Unit Commitment under Uncertainty
Ali Irfan Mahmutogullari, Shabbir Ahmed, Ozlem Cavus +1
Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the in…
On the computational complexity of minimum-concave-cost flow in a two-dimensional grid
Shabbir Ahmed, Qie He, Shi Li +1
We study the minimum-concave-cost flow problem on a two-dimensional grid. We characterize the computational complexity of this problem based on the number of rows and columns of th…
Forbidden vertices
Gustavo Angulo, Shabbir Ahmed, Santanu S. Dey +1
In this work, we introduce and study the forbidden-vertices problem. Given a polytope P and a subset X of its vertices, we study the complexity of linear optimization over the subs…