1 citations · 1 across the 4 of their papers we have counts for
7 papers
Structured Nonsmooth Optimization Using Functional Encoding and Branching Information
Fengqiao Luo
We develop a novel gradient-based algorithm for optimizing nonsmooth nonconvex functions where nonsmoothness arises from explicit nonsmooth operators in the objective's analytical…
A Distributionally-Robust Service Center Location Problem with Decision Dependent Demand Induced from a Maximum Attraction Principle
Fengqiao Luo
We establish and analyze a service center location model with a simple but novel decision-dependent demand induced from a maximum attraction principle. The model formulations are i…
A Model of Supply-Chain Decisions for Resource Sharing with an Application to Ventilator Allocation to Combat COVID-19
Sanjay Mehrotra, Hamed Rahimian, Masoud Barah +2
This paper presents a stochastic optimization model for allocating and sharing a critical resource in the case of a pandemic. The demand for different entities peaks at different t…
A Geometric Branch and Bound Method for a Class of Robust Maximization Problems of Convex Functions
Fengqiao Luo, Sanjay Mehrotra
We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to sol…
A Decomposition Method for Distributionally-Robust Two-stage Stochastic Mixed-integer Cone Programs
Fengqiao Luo, Sanjay Mehrotra
We develop a decomposition algorithm for distributionally-robust two-stage stochastic mixed-integer convex cone programs, and its important special case of distributionally-robust…
Distributionally Robust Optimization with Decision Dependent Ambiguity Sets
Fengqiao Luo, Sanjay Mehrotra
We study decision dependent distributionally robust optimization models, where the ambiguity sets of probability distributions can depend on the decision variables. These models ar…