Raghu Pasupathy

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 21

Top Topics

Stochastic Optimization

Sample Average Approximation

Top Venues

ACM Trans. Model. Comput. Simul.

Publications

Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. ACM Trans. Model. Comput. Simul. 34 (2) (2024)
Yunsoo Ha, Sara Shashaani, Raghu Pasupathy
Complexity of Zeroth- and First-order Stochastic Trust-Region Algorithms. CoRR (2024)
Ziwei Su, Raghu Pasupathy, Yingchieh Yeh, Peter W. Glynn
Overlapping Batch Confidence Intervals on Statistical Functionals Constructed from Time Series: Application to Quantiles, Optimization, and Estimation. CoRR (2023)
Raghu Pasupathy
Bootstrapping And Batching For Output Analysis. WSC (2023)
Raghu Pasupathy, Dashi I. Singham, Yingchieh Yeh
Overlapping Batch Confidence Regions on the Steady-State Quantile Vector. WSC (2022)
Prasanna K. Ragavan, Susan R. Hunter, Raghu Pasupathy, Michael R. Taaffe
Adaptive Sampling line search for local stochastic optimization with integer variables. Math. Program. 196 (1) (2022)
Susan R. Hunter, Raghu Pasupathy
Central Limit Theorems for Constructing Confidence Regions in Strictly Convex Multi-Objective Simulation Optimization. WSC (2022)
Zihe Zhou, Harsha Honnappa, Raghu Pasupathy
Sample Average Approximation Over Function Spaces: Statistical Consistency and Rate of Convergence. WSC (2022)
Raghu Pasupathy, Yongjia Song
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs. SIAM J. Optim. 31 (1) (2021)
Raghu Pasupathy, Yingchieh Yeh
Risk-Efficient Sequential Simulation Estimators. WSC (2020)
Raghu Pasupathy, Yongjia Song
Adaptive Sequential SAA for Solving Two-stage Stochastic Linear Programs. CoRR (2020)
Eric A. Applegate, Guy Feldman, Susan R. Hunter, Raghu Pasupathy
Multi-objective ranking and selection: Optimal sampling laws and tractable approximations via SCORE. J. Simulation 14 (1) (2020)
Daniel Vasquez, Raghu Pasupathy, Sara Shashaani
Astro for Derivative-Based Stochastic Optimization: Algorithm Description & Numerical Experiments. WSC (2019)
Raghu Pasupathy
The Number of Random Restarts Required to Identify all Solutions to a Nonlinear System: Applications to Global Stochastic Optimization. WSC (2019)
David J. Eckman, Shane G. Henderson, Raghu Pasupathy
Redesigning a Testbed of Simulation-Optimization Problems and Solvers for Experimental Comparisons. WSC (2019)
Sara Shashaani, Fatemeh Sadat Hashemi, Raghu Pasupathy
ASTRO-DF: A Class of Adaptive Sampling Trust-Region Algorithms for Derivative-Free Stochastic Optimization. SIAM J. Optim. 28 (4) (2018)
David Newton, Raghu Pasupathy, Farzad Yousefian
Recent Trends in stochastic Gradient Descent for Machine Learning and Big Data. WSC (2018)
Raghu Pasupathy, Peter W. Glynn, Soumyadip Ghosh, Fatemeh Sadat Hashemi
On Sampling Rates in Simulation-Based Recursions. SIAM J. Optim. 28 (1) (2018)
Prateek Jaiswal, Harsha Honnappa, Raghu Pasupathy
Optimal Allocations for sample Average Approximation. WSC (2018)
Eric A. Applegate, Susan R. Hunter, Guy Feldman, Raghu Pasupathy
Phantom pareto systems for multi-objective ranking and selection. WSC (2017)
Sara Shashaani, Susan R. Hunter, Raghu Pasupathy
ASTRO-DF: Adaptive sampling trust-region optimization algorithms, heuristics, and numerical experience. WSC (2016)
Guy Feldman, Susan R. Hunter, Raghu Pasupathy
Multi-objective simulation optimization on finite sets: optimal allocation via scalarization. WSC (2015)
Raghu Pasupathy, Kalyani Nagaraj
Modeling dependence in simulation input: the case for copulas. WSC (2015)
Guy Feldman, Susan R. Hunter, Raghu Pasupathy
Multi-objective simulation optimization on finite sets: optimal allocation via scalarization. WSC (2015)
Pengfei Li, Montasir Abbas, Raghu Pasupathy
A Stochastic Dilemma Zone Protection Algorithm Based on the Vehicles' Trajectories. J. Intell. Transp. Syst. 19 (2) (2015)
Raghu Pasupathy, Susan R. Hunter, Nugroho Artadi Pujowidianto, Loo Hay Lee, Chun-Hung Chen
Stochastically Constrained Ranking and Selection via SCORE. ACM Trans. Model. Comput. Simul. 25 (1) (2014)
Fatemeh Sadat Hashemi, Soumyadip Ghosh, Raghu Pasupathy
On adaptive sampling rules for stochastic recursions. WSC (2014)
Honggang Wang, Raghu Pasupathy, Bruce W. Schmeiser
Integer-Ordered Simulation Optimization using R-SPLINE: Retrospective Search with Piecewise-Linear Interpolation and Neighborhood Enumeration. ACM Trans. Model. Comput. Simul. 23 (3) (2013)
Kalyani Nagaraj, Raghu Pasupathy
R-SPLINE for local integer-ordered simulation optimization problems with stochastic constraints. WSC (2013)
Susan R. Hunter, Raghu Pasupathy
Optimal Sampling Laws for Stochastically Constrained Simulation Optimization on Finite Sets. INFORMS J. Comput. 25 (3) (2013)
Soumyadip Ghosh, Raghu Pasupathy
Low-storage online estimators for quantiles and densities. WSC (2013)
Soumyadip Ghosh, Raghu Pasupathy
C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions. INFORMS J. Comput. 24 (2) (2012)
Fatemeh Sadat Hashemi, Raghu Pasupathy
Averaging and derivative estimation within stochastic approximation algorithms. WSC (2012)
Nugroho Artadi Pujowidianto, Susan R. Hunter, Raghu Pasupathy, Loo Hay Lee, Chun-Hung Chen
Closed-form sampling laws for stochastically constrained simulation optimization on large finite sets. WSC (2012)
Raghu Pasupathy, Sujin Kim
The stochastic root-finding problem: Overview, solutions, and open questions. ACM Trans. Model. Comput. Simul. 21 (3) (2011)
Susan R. Hunter, Chun-Hung Chen, Raghu Pasupathy, Nugroho Artadi Pujowidianto, Loo Hay Lee, Chee Meng Yap
Optimal sampling laws for constrained simulation optimization on finite sets: the bivariate normal case. WSC (2011)
Raghu Pasupathy
An introspective on the retrospective-approximation paradigm. WSC (2011)
Soumyadip Ghosh, Raghu Pasupathy
On interior-point based retrospective approximation methods for solving two-stage stochastic linear programs. WSC (2011)
Raghu Pasupathy, Shane G. Henderson
SimOpt: a library of simulation optimization problems. WSC (2011)
Raghu Pasupathy, Bruce W. Schmeiser
The initial transient in steady-state point estimation: Contexts, a bibliography, the mse criterion, and the MSER statistic. WSC (2010)
Raghu Pasupathy, Roberto Szechtman, Enver Yücesan
Selecting small quantiles. WSC (2010)
Kaeyoung Shin, Raghu Pasupathy
An Algorithm for Fast Generation of Bivariate Poisson Random Vectors. INFORMS J. Comput. 22 (1) (2010)
Susan R. Hunter, Raghu Pasupathy
Large-deviation sampling laws for constrained simulation optimization on finite sets. WSC (2010)
Raghu Pasupathy, Bruce W. Schmeiser
Root finding via DARTS - Dynamic Adaptive Random Target Shooting. WSC (2010)
Raghu Pasupathy
On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization. Oper. Res. 58 (4-Part-1) (2010)
Raghu Pasupathy, Bruce W. Schmeiser
Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem. ACM Trans. Model. Comput. Simul. 19 (2) (2009)
Raghu Pasupathy, Samuel Labi, Kumares C. Sinha
Optimal Reconstruction Periods for Stochastically Deteriorating Infrastructures. Comput. Aided Civ. Infrastructure Eng. 22 (6) (2007)
Kaeyoung Shin, Raghu Pasupathy
A method for fast generation of bivariate Poisson random vectors. WSC (2007)
Raghu Pasupathy
On choosing parameters in retrospective-approximation algorithms for simulation-optimization. WSC (2006)
Raghu Pasupathy, Shane G. Henderson
A testbed of simulation-optimization problems. WSC (2006)
Raghu Pasupathy, Bruce W. Schmeiser
Retrospective Approximation Algorithms for the Multidimensional Stochastic Root-Finding Problem. WSC (2004)
Raghu Pasupathy, Bruce W. Schmeiser
Issues on simulation and optimization II: some issues in multivariate stochastic root finding. WSC (2003)
Jamie R. Wieland, Raghu Pasupathy, Bruce W. Schmeiser
Queueing network simulation analysis: queueing-network stability: simulation-based checking. WSC (2003)