Suvrajeet Sen

Publication Activity (10 Years)

Years Active: 1985-2024
Publications (10 Years): 24

Top Topics

Integer Program

Stochastic Programming

Cooperative Game

Top Venues

Math. Oper. Res.

Publications

Shuotao Diao, Suvrajeet Sen
A Reliability Theory of Compromise Decisions for Large-Scale Stochastic Programs. CoRR (2024)
Shuotao Diao, Suvrajeet Sen
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data. Comput. Optim. Appl. 87 (2) (2024)
Yunwei Qi, Suvrajeet Sen
Correction to: The ancestral Benders' cutting-plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming. Math. Program. 205 (1) (2024)
Di Zhang, Suvrajeet Sen
The Stochastic Conjugate Subgradient Algorithm For Kernel Support Vector Machines. CoRR (2024)
Jiajun Xu, Suvrajeet Sen
Ensemble Variance Reduction Methods for Stochastic Mixed-Integer Programming and their Application to the Stochastic Facility Location Problem. INFORMS J. Comput. 36 (2) (2024)
Jiajun Xu, Suvrajeet Sen
Compromise policy for multi-stage stochastic linear programming: Variance and bias reduction. Comput. Oper. Res. 153 (2023)
Yunxiao Deng, Suvrajeet Sen
Predictive stochastic programming. Comput. Manag. Sci. 19 (1) (2022)
Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen
Towards a sustainable power grid: Stochastic hierarchical planning for high renewable integration. Eur. J. Oper. Res. 302 (1) (2022)
Junyi Liu, Guangyu Li, Suvrajeet Sen
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty. Math. Oper. Res. 47 (2) (2022)
Harsha Gangammanavar, Suvrajeet Sen
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming. SIAM J. Optim. 31 (3) (2021)
Jiajun Xu, Suvrajeet Sen
Decision Intelligence for Nationwide Ventilator Allocation During the COVID-19 Pandemic. SN Comput. Sci. 2 (6) (2021)
Harsha Gangammanavar, Yifan Liu, Suvrajeet Sen
Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients. INFORMS J. Comput. 33 (1) (2021)
Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen
Towards a Sustainable Power Grid: Stochastic Hierarchical Planning for High Renewable Integration. CoRR (2021)
Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games. Math. Oper. Res. 45 (1) (2020)
Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse. SIAM J. Optim. 30 (3) (2020)
Junyi Liu, Suvrajeet Sen
Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming. SIAM J. Optim. 30 (1) (2020)
Yunxiao Deng, Carl Kesselman, Suvrajeet Sen, Jiajun Xu
Computational Operations Research Exchange (Core): A Cyber-Infrastructure for Analytics. WSC (2019)
Harsha Gangammanavar, Suvrajeet Sen
Two-Scale Stochastic Optimization for Controlling Distributed Storage Devices. IEEE Trans. Smart Grid 9 (4) (2018)
Semih Atakan, Suvrajeet Sen
A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs. Comput. Manag. Sci. 15 (3-4) (2018)
Yunwei Qi, Suvrajeet Sen
The Ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming. Math. Program. 161 (1-2) (2017)
Jong-Shi Pang, Suvrajeet Sen, Uday V. Shanbhag
Two-stage non-cooperative games with risk-averse players. Math. Program. 165 (1) (2017)
Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis. CDC (2016)
Suvrajeet Sen, Yifan Liu
Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction. Oper. Res. 64 (6) (2016)
Warren P. Adams, Suvrajeet Sen, J. Cole Smith
Preface. J. Glob. Optim. 66 (2) (2016)
Dinakar Gade, Simge Küçükyavuz, Suvrajeet Sen
Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs. Math. Program. 144 (1-2) (2014)
Suvrajeet Sen, Zhihong Zhou
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming. SIAM J. Optim. 24 (1) (2014)
Binyuan Chen, Simge Küçükyavuz, Suvrajeet Sen
A computational study of the cutting plane tree algorithm for general mixed-integer linear programs. Oper. Res. Lett. 40 (1) (2012)
Binyuan Chen, Simge Küçükyavuz, Suvrajeet Sen
Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs. Oper. Res. 59 (1) (2011)
Suvrajeet Sen, Zhihong Zhou
Optimization simulation: the case of multi-stage stochastic decision models. WSC (2011)
Suvrajeet Sen, Julia L. Higle
Preface. Ann. Oper. Res. 177 (1) (2010)
Jitamitra Desai, Suvrajeet Sen
A global optimization algorithm for reliable network design. Eur. J. Oper. Res. 200 (1) (2010)
Yang Yuan, Suvrajeet Sen
Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs. INFORMS J. Comput. 21 (3) (2009)
Suvrajeet Sen, Zhihong Zhou, Kai Huang
Enhancements of two-stage stochastic decomposition. Comput. Oper. Res. 36 (8) (2009)
Lewis Ntaimo, Suvrajeet Sen
A comparative study of decomposition algorithms for stochastic combinatorial optimization. Comput. Optim. Appl. 40 (3) (2008)
Lewis Ntaimo, Suvrajeet Sen
A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables. Int. J. Comput. Sci. Eng. 3 (3) (2007)
Suvrajeet Sen, Lihua Yu, Talat Genc
A Stochastic Programming Approach to Power Portfolio Optimization. Oper. Res. 54 (1) (2006)
Suvrajeet Sen, Hanif D. Sherali
Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming. Math. Program. 106 (2) (2006)
Lei Zhao, Suvrajeet Sen
A comparison of sample-path-based simulation-optimization and stochastic decomposition for multi-location transshipment problems. WSC (2006)
Guglielmo Lulli, Suvrajeet Sen
A heuristic procedure for stochastic integer programs with complete recourse. Eur. J. Oper. Res. 171 (3) (2006)
Julia L. Higle, Suvrajeet Sen
Multistage stochastic convex programs: Duality and its implications. Ann. Oper. Res. 142 (1) (2006)
Lewis Ntaimo, Suvrajeet Sen
The Million-Variable "March" for Stochastic Combinatorial Optimization. J. Glob. Optim. 32 (3) (2005)
Yijia Xu, Suvrajeet Sen
A distributed computing architecture for simulation and optimization. WSC (2005)
Suvrajeet Sen, Julia L. Higle
Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification. Math. Program. 104 (1) (2005)
Michael S. Casey, Suvrajeet Sen
The Scenario Generation Algorithm for Multistage Stochastic Linear Programming. Math. Oper. Res. 30 (3) (2005)
Guglielmo Lulli, Suvrajeet Sen
A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems. Manag. Sci. 50 (6) (2004)
Julia L. Higle, Suvrajeet Sen
Introduction. Comput. Optim. Appl. 24 (2-3) (2003)
Suvrajeet Sen, Lihua Yu, Talat Genc
Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization. WSC (2002)
Guglielmo Lulli, Suvrajeet Sen
Scenario Updating Method for Stochastic Mixed-integer Programming Problems. OR (2002)
Suvrajeet Sen, Rekha Pillai, Shirish S. Joshi, Ajay K. Rathi
A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems. Transp. Sci. 35 (1) (2001)
Jason Wu, Suvrajeet Sen
A Stochastic Programming Model for Currency Option Hedging. Ann. Oper. Res. 100 (1-4) (2000)
Suvrajeet Sen, Julia L. Higle, John R. Birge
Duality Gaps in Stochastic Integer Programming. J. Glob. Optim. 18 (2) (2000)
Suvrajeet Sen, Julia L. Higle
An Introductory Tutorial on Stochastic Linear Programming Models. Interfaces 29 (2) (1999)
Julia L. Higle, Suvrajeet Sen
Statistical approximations forstochastic linear programming problems. Ann. Oper. Res. 85 (1999)
Julia L. Higle, Suvrajeet Sen
Algorithmic Implications of Duality in Stochastic Programs. System Modelling and Optimization (1999)
Suvrajeet Sen, K. Larry Head
Controlled Optimization of Phases at an Intersection. Transp. Sci. 31 (1) (1997)
Julia L. Higle, Suvrajeet Sen
Duality and statistical tests of optimality for two stage stochastic programs. Math. Program. 75 (1996)
Stein W. Wallace, Julia L. Higle, Suvrajeet Sen
Preface. Ann. Oper. Res. 64 (1) (1996)
Julia L. Higle, Suvrajeet Sen
Statistical approximations for recourse constrained stochastic programs. Ann. Oper. Res. 56 (1) (1995)
Julia L. Higle, Suvrajeet Sen
Finite master programs in regularized stochastic decomposition. Math. Program. 67 (1994)
Suvrajeet Sen, Robert D. Doverspike, Steve Cosares
Network planning with random demand. Telecommun. Syst. 3 (1) (1994)
Kelly T. Au, Julia L. Higle, Suvrajeet Sen
Inexact subgradient methods with applications in stochastic programming. Math. Program. 63 (1994)
Suvrajeet Sen
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program. Oper. Res. Lett. 13 (3) (1993)
Julia L. Higle, Suvrajeet Sen
On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization. Math. Oper. Res. 17 (1) (1992)
Suvrajeet Sen
Relaxations for probabilistically constrained programs with discrete random variables. Oper. Res. Lett. 11 (2) (1992)
Julia L. Higle, Suvrajeet Sen
Statistical verification of optimality conditions for stochastic programs with recourse. Ann. Oper. Res. 30 (1) (1991)
Julia L. Higle, Suvrajeet Sen
Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse. Math. Oper. Res. 16 (3) (1991)
Frederic H. Murphy, Suvrajeet Sen, Allen L. Soyster
Electric utility expansion planning in the presence of existing capacity: A nondifferentiable, convex programming approach. Comput. Oper. Res. 14 (1) (1987)
Suvrajeet Sen, Hanif D. Sherali
Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization. Math. Program. 37 (2) (1987)
Suvrajeet Sen, Hanif D. Sherali
Facet inequalities from simple disjunctions in cutting plane theory. Math. Program. 34 (1) (1986)
Suvrajeet Sen, Hanif D. Sherali
A class of convergent primal-dual subgradient algorithms for decomposable convex programs. Math. Program. 35 (3) (1986)
Suvrajeet Sen, Hanif D. Sherali
On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs. Math. Program. 31 (1) (1985)
Suvrajeet Sen, Hanif D. Sherali
A branch and bound algorithm for extreme point mathematical programming problems. Discret. Appl. Math. 11 (3) (1985)
Hanif D. Sherali, Suvrajeet Sen
Technical Note - On Generating Cutting Planes from Combinatorial Disjunctions. Oper. Res. 33 (4) (1985)