Suvrajeet Sen

According to our database, Suvrajeet Sen authored at least 75 papers between 1985 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Correction to: The ancestral Benders' cutting-plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming.

Yunwei Qi, Suvrajeet Sen

Math. Program., May, 2024

Distribution-free algorithms for predictive stochastic programming in the presence of streaming data.

Shuotao Diao, Suvrajeet Sen

Comput. Optim. Appl., March, 2024

Ensemble Variance Reduction Methods for Stochastic Mixed-Integer Programming and their Application to the Stochastic Facility Location Problem.

Jiajun Xu, Suvrajeet Sen

INFORMS J. Comput., 2024

The Stochastic Conjugate Subgradient Algorithm For Kernel Support Vector Machines.

Di Zhang, Suvrajeet Sen

CoRR, 2024

A Reliability Theory of Compromise Decisions for Large-Scale Stochastic Programs.

Shuotao Diao, Suvrajeet Sen

CoRR, 2024

2023

Compromise policy for multi-stage stochastic linear programming: Variance and bias reduction.

Jiajun Xu, Suvrajeet Sen

Comput. Oper. Res., May, 2023

2022

Coupled Learning Enabled Stochastic Programming with Endogenous Uncertainty.

Junyi Liu, Guangyu Li, Suvrajeet Sen

Math. Oper. Res., 2022

Towards a sustainable power grid: Stochastic hierarchical planning for high renewable integration.

Semih Atakan, Harsha Gangammanavar, Suvrajeet Sen

Eur. J. Oper. Res., 2022

Predictive stochastic programming.

Yunxiao Deng, Suvrajeet Sen

Comput. Manag. Sci., 2022

2021

Decision Intelligence for Nationwide Ventilator Allocation During the COVID-19 Pandemic.

Jiajun Xu, Suvrajeet Sen

SN Comput. Sci., 2021

Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming.

Harsha Gangammanavar, Suvrajeet Sen

SIAM J. Optim., 2021

Stochastic Decomposition for Two-Stage Stochastic Linear Programs with Random Cost Coefficients.

Harsha Gangammanavar, Yifan Liu, Suvrajeet Sen

INFORMS J. Comput., 2021

2020

Asymptotic Results of Stochastic Decomposition for Two-Stage Stochastic Quadratic Programming.

Junyi Liu, Suvrajeet Sen

SIAM J. Optim., 2020

Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse.

Junyi Liu, Ying Cui, Jong-Shi Pang, Suvrajeet Sen

SIAM J. Optim., 2020

On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games.

Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen

Math. Oper. Res., 2020

2019

Computational Operations Research Exchange (Core): A Cyber-Infrastructure for Analytics.

Yunxiao Deng, Carl Kesselman, Suvrajeet Sen, Jiajun Xu

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

Two-Scale Stochastic Optimization for Controlling Distributed Storage Devices.

Harsha Gangammanavar, Suvrajeet Sen

IEEE Trans. Smart Grid, 2018

A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs.

Semih Atakan, Suvrajeet Sen

Comput. Manag. Sci., 2018

2017

The Ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming.

Yunwei Qi, Suvrajeet Sen

Math. Program., 2017

Two-stage non-cooperative games with risk-averse players.

Jong-Shi Pang, Suvrajeet Sen, Uday V. Shanbhag

Math. Program., 2017

2016

Preface.

Warren P. Adams, Suvrajeet Sen, J. Cole Smith

J. Glob. Optim., 2016

Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction.

Suvrajeet Sen, Yifan Liu

Oper. Res., 2016

Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis.

Uday V. Shanbhag, Jong-Shi Pang, Suvrajeet Sen

Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2014

Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming.

Suvrajeet Sen, Zhihong Zhou

SIAM J. Optim., 2014

Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs.

Dinakar Gade, Simge Küçükyavuz, Suvrajeet Sen

Math. Program., 2014

2012

A computational study of the cutting plane tree algorithm for general mixed-integer linear programs.

Binyuan Chen, Simge Küçükyavuz, Suvrajeet Sen

Oper. Res. Lett., 2012

2011

Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs.

Binyuan Chen, Simge Küçükyavuz, Suvrajeet Sen

Oper. Res., 2011

Optimization simulation: the case of multi-stage stochastic decision models.

Suvrajeet Sen, Zhihong Zhou

Proceedings of the Winter Simulation Conference 2011, 2011

2010

A global optimization algorithm for reliable network design.

Jitamitra Desai, Suvrajeet Sen

Eur. J. Oper. Res., 2010

Preface.

Suvrajeet Sen, Julia L. Higle

Ann. Oper. Res., 2010

2009

Stabilization of Cutting Plane Algorithms for Stochastic Linear Programming Problems.

Suvrajeet Sen, Julia L. Higle

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Stochastic Linear Programming: Decomposition and Cutting Planes.

Julia L. Higle, Suvrajeet Sen

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs.

Yang Yuan, Suvrajeet Sen

INFORMS J. Comput., 2009

Enhancements of two-stage stochastic decomposition.

Suvrajeet Sen, Zhihong Zhou, Kai Huang

Comput. Oper. Res., 2009

2008

A comparative study of decomposition algorithms for stochastic combinatorial optimization.

Lewis Ntaimo, Suvrajeet Sen

Comput. Optim. Appl., 2008

2007

A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables.

Lewis Ntaimo, Suvrajeet Sen

Int. J. Comput. Sci. Eng., 2007

2006

Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming.

Suvrajeet Sen, Hanif D. Sherali

Math. Program., 2006

A Stochastic Programming Approach to Power Portfolio Optimization.

Suvrajeet Sen, Lihua Yu, Talat Genc

Oper. Res., 2006

A heuristic procedure for stochastic integer programs with complete recourse.

Guglielmo Lulli, Suvrajeet Sen

Eur. J. Oper. Res., 2006

Multistage stochastic convex programs: Duality and its implications.

Julia L. Higle, Suvrajeet Sen

Ann. Oper. Res., 2006

A comparison of sample-path-based simulation-optimization and stochastic decomposition for multi-location transshipment problems.

Lei Zhao, Suvrajeet Sen

Proceedings of the Winter Simulation Conference WSC 2006, 2006

2005

The C³ Theorem and a D² Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification.

Suvrajeet Sen, Julia L. Higle

Math. Program., 2005

The Scenario Generation Algorithm for Multistage Stochastic Linear Programming.

Michael S. Casey, Suvrajeet Sen

Math. Oper. Res., 2005

The Million-Variable "March" for Stochastic Combinatorial Optimization.

Lewis Ntaimo, Suvrajeet Sen

J. Glob. Optim., 2005

A distributed computing architecture for simulation and optimization.

Yijia Xu, Suvrajeet Sen

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

16. A Stochastic Programming Model for Network Resource Utilization in the Presence of Multiclass Demand Uncertainty.

Julia L. Higle, Suvrajeet Sen

Proceedings of the Applications of Stochastic Programming, 2005

2004

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems.

Guglielmo Lulli, Suvrajeet Sen

Manag. Sci., 2004

2003

Introduction.

Julia L. Higle, Suvrajeet Sen

Comput. Optim. Appl., 2003

2002

Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization.

Suvrajeet Sen, Lihua Yu, Talat Genc

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Scenario Updating Method for Stochastic Mixed-integer Programming Problems.

Guglielmo Lulli, Suvrajeet Sen

Proceedings of the Operations Research Proceedings 2002, 2002

2001

A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems.

Suvrajeet Sen, Rekha Pillai, Shirish S. Joshi, Ajay K. Rathi

Transp. Sci., 2001

2000

Duality Gaps in Stochastic Integer Programming.

Suvrajeet Sen, Julia L. Higle, John R. Birge

J. Glob. Optim., 2000

A Stochastic Programming Model for Currency Option Hedging.

Jason Wu, Suvrajeet Sen

Ann. Oper. Res., 2000

1999

An Introductory Tutorial on Stochastic Linear Programming Models.

Suvrajeet Sen, Julia L. Higle

Interfaces, 1999

Statistical approximations forstochastic linear programming problems.

Julia L. Higle, Suvrajeet Sen

Ann. Oper. Res., 1999

Algorithmic Implications of Duality in Stochastic Programs.

Julia L. Higle, Suvrajeet Sen

Proceedings of the System Modelling and Optimization: Methods, 1999

1997

Controlled Optimization of Phases at an Intersection.

Suvrajeet Sen, K. Larry Head

Transp. Sci., 1997

1996

Duality and statistical tests of optimality for two stage stochastic programs.

Julia L. Higle, Suvrajeet Sen

Math. Program., 1996

Preface.

Stein W. Wallace, Julia L. Higle, Suvrajeet Sen

Ann. Oper. Res., 1996

1995

Statistical approximations for recourse constrained stochastic programs.

Julia L. Higle, Suvrajeet Sen

Ann. Oper. Res., 1995

1994

Network planning with random demand.

Suvrajeet Sen, Robert D. Doverspike, Steve Cosares

Telecommun. Syst., 1994

Finite master programs in regularized stochastic decomposition.

Julia L. Higle, Suvrajeet Sen

Math. Program., 1994

Inexact subgradient methods with applications in stochastic programming.

Kelly T. Au, Julia L. Higle, Suvrajeet Sen

Math. Program., 1994

1993

Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program.

Suvrajeet Sen

Oper. Res. Lett., 1993

1992

Relaxations for probabilistically constrained programs with discrete random variables.

Suvrajeet Sen

Oper. Res. Lett., 1992

On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization.

Julia L. Higle, Suvrajeet Sen

Math. Oper. Res., 1992

1991

Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse.

Julia L. Higle, Suvrajeet Sen

Math. Oper. Res., 1991

Statistical verification of optimality conditions for stochastic programs with recourse.

Julia L. Higle, Suvrajeet Sen

Ann. Oper. Res., 1991

1987

Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization.

Suvrajeet Sen, Hanif D. Sherali

Math. Program., 1987

Electric utility expansion planning in the presence of existing capacity: A nondifferentiable, convex programming approach.

Frederic H. Murphy, Suvrajeet Sen, Allen L. Soyster

Comput. Oper. Res., 1987

1986

Facet inequalities from simple disjunctions in cutting plane theory.

Suvrajeet Sen, Hanif D. Sherali

Math. Program., 1986

A class of convergent primal-dual subgradient algorithms for decomposable convex programs.

Suvrajeet Sen, Hanif D. Sherali

Math. Program., 1986

1985

On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs.

Suvrajeet Sen, Hanif D. Sherali

Math. Program., 1985

Technical Note - On Generating Cutting Planes from Combinatorial Disjunctions.

Hanif D. Sherali, Suvrajeet Sen

Oper. Res., 1985

A branch and bound algorithm for extreme point mathematical programming problems.

Suvrajeet Sen, Hanif D. Sherali

Discret. Appl. Math., 1985