Papers

Books

  • Edited Book: “Modeling and Optimization: Theory and Applications: Selected Contributions
    from the MOPTA 2012 Conference”, with T. Terlaky, Springer Proceedings in
    Mathematics & Statistics, Springer
    , Volume 62, (2013). Download

Journal Articles

  • “Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques”, with O. Babat and J. C. Vera, European Journal of Operational Research, forthcoming (2017).
  • “Allocation of Resources using a Microgrid Formation Approach for Resilient Electric Grids”, with K. S. Sedzro and A. Lamadrid, IEEE Transactions on Power Systems, forthcoming (2017).
  • “Completely Positive and Completely Positive Semidefinite Tensor Relaxations for Polynomial Optimization”, with X. Kuang, Journal of Global Optimization, forthcoming (2017). Download
  • “Completely positive reformulations of polynomial optimization problems with linear constraints”, with W. Xia, Optimization Letters, forthcoming (2017). Download
  • “Alternative LP and SOCP hierarchies for ACOPF problems”, with X. Kuang, B. Ghaddar, J. Naoum-Sawaya, IEEE Transactions on Power Systems, Volume 32, Number 4 (2017), pp. 2828-2836. Download
  • “Linear solution schemes for Mean-SemiVariance Project portfolio selection problems: An application in the oil and gas industry”, with J. Sefair, C. Y. Mendez, O. Babat, and A. Medaglia, OMEGA, Volume 68 (2017), pp. 39-48. Download
  • “Moment Problem and Its Applications To Risk Assessment”, with R. Tian and S. Cox, North American Actuarial Journal, Volume 21, Number 2 (2017), pp. 242-266. Download
  • “A robust model for the ramp-constrained economic dispatch problem with uncertain
    renewable energy”, with M. Moarefdoost and A. Lamadrid, Energy Economics, Volume 56, (2016), pp. 310-325. Download
  • “Completely Positive Reformulations for Polynomial Optimization”, with J. Pena and J. C. Vera, Mathematical Programming B, Volume 151, Number 2 (2015), pp. 405-431. Download
  • “Copula-based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines”, with D. Du and X. Chen, Theory of Computing Systems , Volume 57, Number 3 (2015), pp. 753-781. Download
  • “Computing semiparametric bounds on the expected payments of insurance instruments via column generation”, with R. Howley, R. Storer, and J. Vera, Variance , forthcoming (2015). Download
  • “Technical Note: A risk and ambiguity-averse extension of the max-min newsvendor order formula”, with D. Du and Q. Han, Operations Research, Volume 62, Number 3 (2014), pp. 535-542. Download
  • “Mortality Portfolio Risk Management”, with S. H. Cox, Y. Lin, and R. Tian, Journal of Risk and Insurance, Volume 80, Number 4 (2013), pp. 853–890. Download
  • “Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads”, with J. Peña, and J. C. Vera, European Journal of Operational Research, Volume 222, Number 2 (2012), pp. 369–376. Download
  • “Computing bounds on the expected payoff of Alternative Risk Transfer products”, with A. L. Medaglia and A. M. Villegas, Insurance: Mathematics and Economics, Volume 51, Number 2 (2012), pp. 271–281. Download
  • “Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition”, with J. Peña, X. Saynac, and J. C. Vera, Algorithmic Operations Research, Volume 5, Number 2 (2010), pp. 65-74. Download
  • “Static-arbitrage lower bounds on the prices of basket options via linear programming”, with J. Peña and J. C. Vera, Quantitative Finance, Volume 10, Number 8 (2010), pp. 819-827. Download
  • “Portfolio Risk Management with CVaR-like Constraints”, with S. H. Cox, Y. Lin, and R. Tian, North American Actuarial Journal, Volume 14, Number 1 (2010), pp. 86-106. Download
  • “Improving skewness of mean-variance portfolios”, with S. H. Cox, North American Actuarial Journal, Volume 14, Number 1 (2010), pp. 59-85. Download
  • “Bounds for Extreme Probabilities and Value at Risk”, with S. H. Cox, Y. Lin, and R. Tian, Variance, Volume 4, Number 1 (2010), pp. 47-65. Download
  • “Third-order extensions of Lo’s semiparametric bound for European call options”, with D. Du and J. Peña, European Journal of Operational Research, Volume 198, Issue 2 (2008), pp. 557-570. Download
  • “Improved bounds for the symmetric Rendezvous problem on the line”, with Q. Han, D. Du, and J. C. Vera, Operations Research, Vol. 56, No. 3 (2008), pp. 772-782. Download
  • “Exploiting Equalities in Polynomial Programming”, with J. Peña and J. C. Vera, Operations Research Letters, Volume 36, Number 2 (2008), pp. 223-228. Download
  • “An estimation-free, robust CVaR portfolio allocation model”, with C. Jabbour, J. Peña, and J. C. Vera, Journal of Risk, Volume 11, Number 1 (2008), pp. 57-78.
  • “Optimizing Highway Transportation for the US Postal Service”, with A. Pajunas, E. J. Matto, and M. Trick, Interfaces, Vol. 37 (2007), pp. 515-525. Download
  • “Computing the Stability Number of a Graph Via Linear and Semidenite Programming”, with J. Peña and J. C. Vera, SIAM Journal on Optimization, Vol. 18 (2007), No. 1, pp. 87-105. Download
  • “LMI Approximations for Cones of Positive Semidenite Forms”, with J. Peña and J. C. Vera, SIAM Journal on Optimization, Vol. 16, No. 4 (2006), pp. 1076-1091. Download
  • “A Conic Programming Programming Approach to Generalized Tchebyche Inequalities”, with J. Peña, Mathematics of Operations Research, 30, No. 2 (2005), pp. 369-388. Download
  • “On Padberg’s conjecture about Almost Totally Unimodular matrices”; with G. Cornuéjols, Operations Research Letters, 27 (2000), pp. 97-99. Download

Conference Proceedings

  • “Approximating the ACOPF problem with a hierarchy of SOCP problems”, with B. Ghaddar,
    X. Kuang, and J. Naoum-Sawaya, PESGM2015 (2015), pp. 1-5.
  • “Copula-Based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines”, with D. Du and X. Chen, Algorithmic Game Theory Lecture Notes in Computer Science, Volume 8146 (2013), pp 231-242 Download
  • “Improved bounds for the symmetric rendezvous search problem on the line”, with Q. Han, D. Du, and J. C. Vera, ACM-SIAM Symposium on Discrete Algorithms (SODA), (2007) pp. 69-78. Download
  • “Optimal noise levels for Stochastic Resonance”, with A. Restrepo and E. Pino, IEEE ICASSP 97, Munich, Proceedings Vol. III (1997), pp. 2365–2368. Download
  • Analytical properties of Teager’s Filter”, with A. Restrepo, H. Ortiz, and V. Ojeda, IEEE ICIP 97 , Santa Barbara, California, Proceedings Vol. I (1997), pp. 397-400. Download

Other Publications

  • “The effect of Life Expectancy on the Bucketing Strategy”, with A. Dunkers, Y. Shen, D. Yang, W. Yale, Investments & Wealth Monitor , May/June (2016).
  • “Lehigh’s Univeristy’s ESC and ISE Department offer vibrant educational ecosystem”, with A. Alexandrescu, T. Terlaky, E. Zimmers Jr., OR/MS Today , Vol. 42, August (2015).
  • “Review of Innovative Packaging technologies for Opioid Abuse Prevention”, with O. Babat, H. Gao, K. Katase, T. Yang, P. Zhao, H. A. Nabaa, FDA Docket FDA-2014-N-0233-0001, FDA-2014-N-0233-0006 (2014). Download