1 citations · 2 across the 9 of their papers we have counts for
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math.OC2019
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…
math.OC2019★ 1 cited
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…
math.OC2019
Service Center Location with Decision Dependent Utilities with an Application to Early Stage Testing and Vaccination in Epidemic Planning
Fengqiao Luo, Sanjay Mehrotra
We study a service center location problem with ambiguous utility gains upon receiving service. The model is motivated by the problem of deciding medical clinic/service centers, po…