Simge Küçükyavuz

Orcid: 0000-0001-6548-9378

According to our database1, Simge Küçükyavuz authored at least 48 papers between 2005 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
On the convex hull of convex quadratic optimization problems with indicators.
Math. Program., March, 2024

An Asymptotically Optimal Coordinate Descent Algorithm for Learning Bayesian Networks from Gaussian Models.
CoRR, 2024

2023
A graph-based decomposition method for convex quadratic optimization with indicators.
Math. Program., July, 2023

Strong Formulations for Distributionally Robust Chance-Constrained Programs with Left-Hand Side Uncertainty Under Wasserstein Ambiguity.
INFORMS J. Optim., April, 2023

Strong valid inequalities for a class of concave submodular minimization problems under cardinality constraints.
Math. Program., 2023

Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks.
J. Mach. Learn. Res., 2023

2022
Ideal formulations for constrained convex optimization problems with indicator variables.
Math. Program., 2022

Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design.
Math. Program., 2022

Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens.
Math. Program., 2022

Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity.
Math. Program., 2022

Chance-constrained optimization under limited distributional information: A review of reformulations based on sampling and distributional robustness.
EURO J. Comput. Optim., 2022

2021
Integer Programming for Learning Directed Acyclic Graphs from Continuous Data.
INFORMS J. Optim., January, 2021

A polyhedral approach to bisubmodular function minimization.
Oper. Res. Lett., 2021

An exact cutting plane method for k-submodular function maximization.
Discret. Optim., 2021

2020
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions.
Oper. Res. Lett., 2020

Risk aversion to parameter uncertainty in Markov decision processes with an application to slow-onset disaster relief.
IISE Trans., 2020

Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks.
CoRR, 2020

On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables.
Proceedings of the Integer Programming and Combinatorial Optimization, 2020

2019
Probabilistic Partial Set Covering with an Oracle for Chance Constraints.
SIAM J. Optim., 2019

On intersection of two mixing sets with applications to joint chance-constrained programs.
Math. Program., 2019

Integer Programming for Learning Directed Acyclic Graphs from Continuous Data.
CoRR, 2019

2018
Vector-valued multivariate conditional value-at-risk.
Oper. Res. Lett., 2018

A two-stage stochastic programming approach for influence maximization in social networks.
Comput. Optim. Appl., 2018

A polyhedral study of the static probabilistic lot-sizing problem.
Ann. Oper. Res., 2018

2017
Path Cover and Path Pack Inequalities for the Capacitated Fixed-Charge Network Flow Problem.
SIAM J. Optim., 2017

Robust multicriteria risk-averse stochastic programming models.
Ann. Oper. Res., 2017

2016
On a cardinality-constrained transportation problem with market choice.
Oper. Res. Lett., 2016

Three-partition flow cover inequalities for constant capacity fixed-charge network flow problems.
Networks, 2016

Decomposition algorithms for two-stage chance-constrained programs.
Math. Program., 2016

Cut generation for optimization problems with multivariate risk constraints.
Math. Program., 2016

A polyhedral study of production ramping.
Math. Program., 2016

2015
On the transportation problem with market choice.
Discret. Appl. Math., 2015

Maximizing Influence in Social Networks: A Two-Stage Stochastic Programming Approach That Exploits Submodularity.
CoRR, 2015

2014
Finitely Convergent Decomposition Algorithms for Two-Stage Stochastic Pure Integer Programs.
SIAM J. Optim., 2014

Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs.
Math. Program., 2014

A Branch-and-Cut Method for Dynamic Decision Making Under Joint Chance Constraints.
Manag. Sci., 2014

Chance-Constrained Binary Packing Problems.
INFORMS J. Comput., 2014

On a Cardinality-Constrained Transportation Problem With Market Choice.
CoRR, 2014

2012
A computational study of the cutting plane tree algorithm for general mixed-integer linear programs.
Oper. Res. Lett., 2012

On mixing sets arising in chance-constrained programming.
Math. Program., 2012

A Polyhedral Study of Multiechelon Lot Sizing with Intermediate Demands.
Oper. Res., 2012

2011
Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs.
Oper. Res., 2011

A Note on "Lot-sizing with fixed charges on stocks: The convex hull".
Discret. Optim., 2011

2009
Uncapacitated lot sizing with backlogging: the convex hull.
Math. Program., 2009

2008
On stochastic lot-sizing problems with random lead times.
Oper. Res. Lett., 2008

An O(n<sup>2</sup>) algorithm for lot sizing with inventory bounds and fixed costs.
Oper. Res. Lett., 2008

Branch-and-price-and-cut algorithms for solving the reliable <i>h</i> -paths problem.
J. Glob. Optim., 2008

2005
Lot Sizing with Inventory Bounds and Fixed Costs: Polyhedral Study and Computation.
Oper. Res., 2005


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