200 citations · 244 across the 14 of their papers we have counts for
4 papers · 1 filter
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…
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…
Distributionally Robust Optimization: A Review
Hamed Rahimian, Sanjay Mehrotra
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also w…