Suvrajeet Sen

77 papers Misc 5Journal 66Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
The Stochastic Conjugate Subgradient Algorithm for Kernel Support Vector Machines.
SIAM J. Optim.
Di Zhang, Suvrajeet Sen
2024 J jnl
A Reliability Theory of Compromise Decisions for Large-Scale Stochastic Programs.
CoRR
Shuotao Diao, Suvrajeet Sen
2024 J jnl
Correction to: The ancestral Benders' cutting-plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming.
Math. Program.
Yunwei Qi, Suvrajeet Sen
2024 J jnl
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data.
Comput. Optim. Appl.
Shuotao Diao, Suvrajeet Sen
2024 J jnl
Ensemble Variance Reduction Methods for Stochastic Mixed-Integer Programming and their Application to the Stochastic Facility Location Problem.
INFORMS J. Comput.
Jiajun Xu, Suvrajeet Sen
2024 J jnl
The Stochastic Conjugate Subgradient Algorithm For Kernel Support Vector Machines.
CoRR
Di Zhang, Suvrajeet Sen
2023 J jnl
Compromise policy for multi-stage stochastic linear programming: Variance and bias reduction.
Comput. Oper. Res.
Jiajun Xu, Suvrajeet Sen
2022 J jnl
Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty.
Math. Oper. Res.
Junyi Liu, Guangyu Li, Suvrajeet Sen
2022 J jnl
Predictive stochastic programming.
Comput. Manag. Sci.
Yunxiao Deng, Suvrajeet Sen
2022 J jnl
Towards a sustainable power grid: Stochastic hierarchical planning for high renewable integration.
Eur. J. Oper. Res.
Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen
2021 J jnl
Decision Intelligence for Nationwide Ventilator Allocation During the COVID-19 Pandemic.
SN Comput. Sci.
Jiajun Xu, Suvrajeet Sen
2021 J jnl
Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients.
INFORMS J. Comput.
Harsha Gangammanavar, Yifan Liu, Suvrajeet Sen
2021 J jnl
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming.
SIAM J. Optim.
Harsha Gangammanavar, Suvrajeet Sen
2021 J jnl
Towards a Sustainable Power Grid: Stochastic Hierarchical Planning for High Renewable Integration.
CoRR
Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen
2020 J jnl
Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming.
SIAM J. Optim.
Junyi Liu, Suvrajeet Sen
2020 J jnl
On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games.
Math. Oper. Res.
Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
2020 J jnl
Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse.
SIAM J. Optim.
Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen
2019 Misc conf
Computational Operations Research Exchange (Core): A Cyber-Infrastructure for Analytics.
WSC
Yunxiao Deng, Carl Kesselman, Suvrajeet Sen, Jiajun Xu
2018 J jnl
A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs.
Comput. Manag. Sci.
Semih Atakan, Suvrajeet Sen
2018 J jnl
Two-Scale Stochastic Optimization for Controlling Distributed Storage Devices.
IEEE Trans. Smart Grid
Harsha Gangammanavar, Suvrajeet Sen
2017 J jnl
The Ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming.
Math. Program.
Yunwei Qi, Suvrajeet Sen
2017 J jnl
Two-stage non-cooperative games with risk-averse players.
Math. Program.
Jong-Shi Pang, Suvrajeet Sen, Uday V. Shanbhag
2016 — conf
Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis.
CDC
Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen
2016 J jnl
Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction.
Oper. Res.
Suvrajeet Sen, Yifan Liu
2016 J jnl
Preface.
J. Glob. Optim.
Warren P. Adams, Suvrajeet Sen, J. Cole Smith
2014 J jnl
Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs.
Math. Program.
Dinakar Gade, Simge Küçükyavuz, Suvrajeet Sen
2014 J jnl
Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming.
SIAM J. Optim.
Suvrajeet Sen, Zhihong Zhou
2012 J jnl
A computational study of the cutting plane tree algorithm for general mixed-integer linear programs.
Oper. Res. Lett.
Binyuan Chen, Simge Küçükyavuz, Suvrajeet Sen
2011 J jnl
Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs.
Oper. Res.
Binyuan Chen, Simge Küçükyavuz, Suvrajeet Sen
2011 Misc conf
Optimization simulation: the case of multi-stage stochastic decision models.
WSC
Suvrajeet Sen, Zhihong Zhou
2010 J jnl
A global optimization algorithm for reliable network design.
Eur. J. Oper. Res.
Jitamitra Desai, Suvrajeet Sen
2010 J jnl
Preface.
Ann. Oper. Res.
Suvrajeet Sen, Julia L. Higle
2009 J jnl
Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs.
INFORMS J. Comput.
Yang Yuan, Suvrajeet Sen
2009 J jnl
Enhancements of two-stage stochastic decomposition.
Comput. Oper. Res.
Suvrajeet Sen, Zhihong Zhou, Kai Huang
2009 — ch.
Stabilization of Cutting Plane Algorithms for Stochastic Linear Programming Problems.
Encyclopedia of Optimization
Suvrajeet Sen, Julia L. Higle
2009 — ch.
Stochastic Linear Programming: Decomposition and Cutting Planes.
Encyclopedia of Optimization
Julia L. Higle, Suvrajeet Sen
2008 J jnl
A comparative study of decomposition algorithms for stochastic combinatorial optimization.
Comput. Optim. Appl.
Lewis Ntaimo, Suvrajeet Sen
2007 J jnl
A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables.
Int. J. Comput. Sci. Eng.
Lewis Ntaimo, Suvrajeet Sen
2006 J jnl
A Stochastic Programming Approach to Power Portfolio Optimization.
Oper. Res.
Suvrajeet Sen, Lihua Yu, Talat Genc
2006 Misc conf
A comparison of sample-path-based simulation-optimization and stochastic decomposition for multi-location transshipment problems.
WSC
Lei Zhao, Suvrajeet Sen
2006 J jnl
A heuristic procedure for stochastic integer programs with complete recourse.
Eur. J. Oper. Res.
Guglielmo Lulli, Suvrajeet Sen
2006 J jnl
Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming.
Math. Program.
Suvrajeet Sen, Hanif D. Sherali
2006 J jnl
Multistage stochastic convex programs: Duality and its implications.
Ann. Oper. Res.
Julia L. Higle, Suvrajeet Sen
2005 — ch.
16. A Stochastic Programming Model for Network Resource Utilization in the Presence of Multiclass Demand Uncertainty.
Applications of Stochastic Programming
Julia L. Higle, Suvrajeet Sen
2005 Misc conf
A distributed computing architecture for simulation and optimization.
WSC
Yijia Xu, Suvrajeet Sen
2005 J jnl
The C
Math. Program.
Suvrajeet Sen, Julia L. Higle
2005 J jnl
The Million-Variable "March" for Stochastic Combinatorial Optimization.
J. Glob. Optim.
Lewis Ntaimo, Suvrajeet Sen
2005 J jnl
The Scenario Generation Algorithm for Multistage Stochastic Linear Programming.
Math. Oper. Res.
Michael S. Casey, Suvrajeet Sen
2004 J jnl
A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems.
Manag. Sci.
Guglielmo Lulli, Suvrajeet Sen
2003 J jnl
Introduction.
Comput. Optim. Appl.
Julia L. Higle, Suvrajeet Sen
2002 Misc conf
Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization.
WSC
Suvrajeet Sen, Lihua Yu, Talat Genc
2002 — conf
Scenario Updating Method for Stochastic Mixed-integer Programming Problems.
OR
Guglielmo Lulli, Suvrajeet Sen
2001 J jnl
A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems.
Transp. Sci.
Suvrajeet Sen, Rekha Pillai, Shirish S. Joshi, Ajay K. Rathi
2000 J jnl
A Stochastic Programming Model for Currency Option Hedging.
Ann. Oper. Res.
Jason Wu, Suvrajeet Sen
2000 J jnl
Duality Gaps in Stochastic Integer Programming.
J. Glob. Optim.
Suvrajeet Sen, Julia L. Higle, John R. Birge
1999 — conf
Algorithmic Implications of Duality in Stochastic Programs.
System Modelling and Optimization
Julia L. Higle, Suvrajeet Sen
1999 J jnl
An Introductory Tutorial on Stochastic Linear Programming Models.
Interfaces
Suvrajeet Sen, Julia L. Higle
1999 J jnl
Statistical approximations forstochastic linear programming problems.
Ann. Oper. Res.
Julia L. Higle, Suvrajeet Sen
1997 J jnl
Controlled Optimization of Phases at an Intersection.
Transp. Sci.
Suvrajeet Sen, K. Larry Head
1996 J jnl
Duality and statistical tests of optimality for two stage stochastic programs.
Math. Program.
Julia L. Higle, Suvrajeet Sen
1996 J jnl
Preface.
Ann. Oper. Res.
Stein W. Wallace, Julia L. Higle, Suvrajeet Sen
1995 J jnl
Statistical approximations for recourse constrained stochastic programs.
Ann. Oper. Res.
Julia L. Higle, Suvrajeet Sen
1994 J jnl
Finite master programs in regularized stochastic decomposition.
Math. Program.
Julia L. Higle, Suvrajeet Sen
1994 J jnl
Inexact subgradient methods with applications in stochastic programming.
Math. Program.
Kelly T. Au, Julia L. Higle, Suvrajeet Sen
1994 J jnl
Network planning with random demand.
Telecommun. Syst.
Suvrajeet Sen, Robert D. Doverspike, Steve Cosares
1993 J jnl
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program.
Oper. Res. Lett.
Suvrajeet Sen
1992 J jnl
On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization.
Math. Oper. Res.
Julia L. Higle, Suvrajeet Sen
1992 J jnl
Relaxations for probabilistically constrained programs with discrete random variables.
Oper. Res. Lett.
Suvrajeet Sen
1991 J jnl
Statistical verification of optimality conditions for stochastic programs with recourse.
Ann. Oper. Res.
Julia L. Higle, Suvrajeet Sen
1991 J jnl
Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse.
Math. Oper. Res.
Julia L. Higle, Suvrajeet Sen
1987 J jnl
Electric utility expansion planning in the presence of existing capacity: A nondifferentiable, convex programming approach.
Comput. Oper. Res.
Frederic H. Murphy, Suvrajeet Sen, Allen L. Soyster
1987 J jnl
Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization.
Math. Program.
Suvrajeet Sen, Hanif D. Sherali
1986 J jnl
A class of convergent primal-dual subgradient algorithms for decomposable convex programs.
Math. Program.
Suvrajeet Sen, Hanif D. Sherali
1986 J jnl
Facet inequalities from simple disjunctions in cutting plane theory.
Math. Program.
Suvrajeet Sen, Hanif D. Sherali
1985 J jnl
A branch and bound algorithm for extreme point mathematical programming problems.
Discret. Appl. Math.
Suvrajeet Sen, Hanif D. Sherali
1985 J jnl
On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs.
Math. Program.
Suvrajeet Sen, Hanif D. Sherali
1985 J jnl
Technical Note - On Generating Cutting Planes from Combinatorial Disjunctions.
Oper. Res.
Hanif D. Sherali, Suvrajeet Sen