1 citations · 1 across the 4 of their papers we have counts for
5 papers
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…
A Concentration Result of Estimating Phi-Divergence using Data Dependent Partition
Fengqiao Luo, Sanjay Mehrotra
Estimation of the -divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We cons…