Ahmed Shabbir

Shabbir Ahmed

Information about the author Shabbir Ahmed will soon be added to the site.
Found 17 papers in total
Sell or Hold: A simple two‐stage stochastic combinatorial optimization problem
Sell or Hold: A simple two‐stage stochastic combinatorial optimization problem
2012
The sell or hold problem (SHP) is to sell k out of n indivisible assets over two...
Expectation and Chance‐Constrained Models and Algorithms for Insuring Critical Paths
Expectation and Chance‐Constrained Models and Algorithms for Insuring Critical Paths
2010
In this paper, we consider a class of two‐stage stochastic optimization...
An Automated Intensity-Modulated Radiation Therapy Planning System
An Automated Intensity-Modulated Radiation Therapy Planning System
2010
We design and implement an intensity-modulated radiation therapy plan generation...
A superior representation method for piecewise linear functions
A superior representation method for piecewise linear functions
2010
This paper studies two mixed-integer linear programming (MILP) formulations for...
Mixed-integer models for nonseparable piecewise-linear optimization: Unifying framework and extensions
Mixed-integer models for nonseparable piecewise-linear optimization: Unifying framework and extensions
2010
We study the modeling of nonconvex piecewise-linear functions as mixed-integer...
Approximating the stability region for binary mixed-integer programs
Approximating the stability region for binary mixed-integer programs
2009
The stability region of a solution is the polyhedral set of objective coefficients for...
Sample average approximation of expected value constrained stochastic programs
Sample average approximation of expected value constrained stochastic programs
2008
We propose a sample average approximation (SAA) method for stochastic programming...
A note on natural risk statistics
A note on natural risk statistics
2008
Recently Heyde, Kou and Peng (2007) proposed the notion of a natural risk statistic...
The value of multistage stochastic programming in capacity planning under uncertainty
The value of multistage stochastic programming in capacity planning under uncertainty
2009
This paper addresses a general class of capacity planning problems under uncertainty,...
A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
2008
This paper develops a linear–programming–based...
Sequential pairing of mixed integer inequalities
Sequential pairing of mixed integer inequalities
2007
We investigate a scheme, called pairing, for generating new valid inequalities for...
On bridging the gap between stochastic integer programming and MIP solver technologies
On bridging the gap between stochastic integer programming and MIP solver technologies
2004
Stochastic integer programs (SIPs) represent a very difficult class of optimization...
On formulations of the stochastic uncapacitated lot-sizing problem
On formulations of the stochastic uncapacitated lot-sizing problem
2006
We consider two formulations of a stochastic uncapacitated lot-sizing problem. We show...
A stochastic programming approach for supply chain network design under uncertainty
A stochastic programming approach for supply chain network design under uncertainty
2005
This paper proposes a stochastic programming model and solution algorithm for solving...
Dynamic capacity acquisition and assignment under uncertainty
Dynamic capacity acquisition and assignment under uncertainty
2003
Given a set of m resources and n tasks, the dynamic capacity acquisition and...
An approximation scheme for stochastic integer programs arising in capacity expansion
An approximation scheme for stochastic integer programs arising in capacity expansion
2003
Planning for capacity expansion forms a crucial part of the strategic-level decision...
Introduction to Stochastic Programming
Introduction to Stochastic Programming
1998
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