21 citations · 51 across the 13 of their papers we have counts for
7 papers · 1 filter
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…