21 citations · 25 across the 4 of their papers we have counts for
9 papers · 1 filter
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…
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…
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…