#### Filter Results:

- Full text PDF available (119)

#### Publication Year

1995

2018

- This year (25)
- Last 5 years (90)
- Last 10 years (136)

#### Publication Type

#### Co-author

#### Journals and Conferences

Learn More

- James R. Luedtke, Shabbir Ahmed
- SIAM Journal on Optimization
- 2008

We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical distribution obtainedâ€¦ (More)

- Shabbir Ahmed
- Math. Program.
- 2006

Traditional stochastic programming is risk neutral in the sense that it is concerned with the optimization of an expectation criterion. A common approach to addressing risk in decision makingâ€¦ (More)

- Shabbir Ahmed, Alan J. King, Gyana R. Parija
- J. Global Optimization
- 2003

This paper addresses a multi-period investment model for capacity expansion in an uncertain environment. Using a scenario tree approach to model the evolution of uncertain demand and cost parameters,â€¦ (More)

This paper develops a solution strategy for two-stage stochastic programs with integer recourse. The proposed methodology relies on approximating the underlying stochastic program via sampling, andâ€¦ (More)

- Shabbir Ahmed, Mohit Tawarmalani, Nikolaos V. Sahinidis
- Math. Program.
- 2004

This paper addresses a general class of two-stage stochastic programs with integer recourse and discrete distributions. We exploit the structure of the value function of the second-stage integerâ€¦ (More)

- Tjendera Santoso, Shabbir Ahmed, Marc Goetschalckx, Alexander Shapiro
- European Journal of Operational Research
- 2005

This paper proposes a stochastic programming model and solution algorithm for solving supply chain network design problems of a realistic scale. Existing approaches for these problems are eitherâ€¦ (More)

- Shabbir Ahmed, Ulas Ã‡akmak, Alexander Shapiro
- European Journal of Operational Research
- 2007

We analyze an extension of the classical multi-period, single-item, linear cost inventory problem where the objective function is a coherent risk measure. Properties of coherent risk measures allowâ€¦ (More)

- James R. Luedtke, Shabbir Ahmed, George L. Nemhauser
- IPCO
- 2007

Linear programs with joint probabilistic constraints (PCLP) are known to be highly intractable due to the non-convexity of the feasible region. We consider a special case of PCLP in which only theâ€¦ (More)

- Juan Pablo Vielma, Shabbir Ahmed, George L. Nemhauser
- Operations Research
- 2010

We study the modeling of non-convex piecewise linear functions as Mixed Integer Programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise linearâ€¦ (More)

- Juan Pablo Vielma, Shabbir Ahmed, George L. Nemhauser
- INFORMS Journal on Computing
- 2008

This paper develops a linear programming based branch-and-bound algorithm for mixed integer conic quadratic programs. The algorithm is based on a higher dimensional or lifted polyhedral relaxation ofâ€¦ (More)