Sen Suvrajeet

Suvrajeet Sen

Information about the author Suvrajeet Sen will soon be added to the site.
Found 20 papers in total
Finite Disjunctive Programming Characterizations for General Mixed‐Integer Linear Programs
Finite Disjunctive Programming Characterizations for General Mixed‐Integer Linear Programs
2011
In this paper, we give a finite disjunctive programming procedure to obtain the convex...
Stochastic scenario decomposition for multistage stochastic programs
Stochastic scenario decomposition for multistage stochastic programs
2010
Over the past decade, several stochastic approaches have been proposed for two-stage...
A stochastic programming approach to power portfolio optimization
A stochastic programming approach to power portfolio optimization
2006
We consider a power portfolio optimization model that is intended as a decision aid...
A branch-and-price algorithm for multistage stochastic integer programming with application to stochastic batch-sizing problems
A branch-and-price algorithm for multistage stochastic integer programming with application to stochastic batch-sizing problems
2004
In this paper, we present a branch-and-price method to solve special structured...
An order level inventory model with variable rate of deterioration and alternating replenishing rates considering shortages
An order level inventory model with variable rate of deterioration and alternating replenishing rates considering shortages
2007
In production inventory systems, there are situations in which it is not possible to...
A heuristic procedure for stochastic integer programs with complete recourse
A heuristic procedure for stochastic integer programs with complete recourse
2006
In this paper, we propose a successive approximation heuristic which solves large...
Multistage stochastic convex programs: Duality and its implications
Multistage stochastic convex programs: Duality and its implications
2006
In this paper, we study alternative primal and dual formulations of multistage...
The scenario generation algorithm for multistage stochastic linear programming
The scenario generation algorithm for multistage stochastic linear programming
2005
A multistage stochastic linear program (MSLP) is a model of sequential stochastic...
The million-variable “march” for stochastic combinatorial optimization
The million-variable “march” for stochastic combinatorial optimization
2005
Combinatorial optimization problems have applications in a variety of sciences and...
A mean-variance model for route guidance in advanced traveler information systems
A mean-variance model for route guidance in advanced traveler information systems
2001
Traditional models of route generation are based on choosing routes that minimize...
A stochastic programming model for currency option hedging
A stochastic programming model for currency option hedging
2000
In this paper we use a stochastic programming approach to develop currency option...
An introductory tutorial on stochastic linear programming models
An introductory tutorial on stochastic linear programming models
1999
Linear programming is a fundamental planning tool. It is often difficult to precisely...
Statistical approximations for stochastic linear programming problems
Statistical approximations for stochastic linear programming problems
1999
Sampling and decomposition constitute two of the most successful approaches for...
Duality and statistical tests of optimality for two stage stochastic programs
Duality and statistical tests of optimality for two stage stochastic programs
1996
We present alternative methods for verifying the quality of a proposed solution to a...
Controlled optimization of phases at an intersection
Controlled optimization of phases at an intersection
1997
This paper presents a general purpose algorithm for real-time traffic control at an...
Statistical approximations for recourse constrained stochastic programs
Statistical approximations for recourse constrained stochastic programs
1995
The two stage stochastic program with recourse is known to have numerous applications...
Inexact subgradient methods with applications in stochastic programming
Inexact subgradient methods with applications in stochastic programming
1994
In many instances, the exact evaluation of an objective function and its subgradients...
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program
1993
The paper characterizes the differentiability of the recourse function of a two stage...
Stochastic decomposition: An algorithm for two-stage linear programs with recourse
Stochastic decomposition: An algorithm for two-stage linear programs with recourse
1991
The authors present a cutting plane algorithm for two-stage stochastic linear programs...
Statistical verification of optimality conditions for stochastic programs with recourse
Statistical verification of optimality conditions for stochastic programs with recourse
1991
Statistically motivated algorithms for the solution of stochastic programming problems...
Papers per page: