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

Special Issue

  • “TRIPODS/MOPTA 2018 special issue on energy and optimization”, with D. Bienstock, Optimization and Engineering (OPTE), Volume 21, Number 2 (2020), pp 371–373. Download

Journal Articles

  • “New characterizations of Hoffman constants for systems of linear constraints”, with J. Peña and J. C. Vera, Mathematical Programming, forthcoming (2020). Download
  • “Mixed-integer second-order cone optimization for composite discrete ply-angle and thickness topology optimization problems”, with S. He, M. Shahabsafa, W. Lei, A. Mohammad-Nezhad, T. Terlaky, J. Martins, Optimization and Engineering (OPTE), forthcoming (2020). Download
  • “Truss topology design and sizing optimization with guaranteed kinematic stability”, with M. Shahabsafa, R. Fakhimi, W. Lei, T., Terlaky,  S. He, J. Hwang, and J. Martins, Structural and Multidisciplinary Optimization (SAMO), forthcoming (2020). Download
  • “Globally solving Non-Convex Quadratic Programs via Linear Integer Programming techniques”, with W. Xia and J. C. Vera, INFORMS Journal on Computing, Volume 32, Number 1 (2020), pp. 40-56. Download
  • “Pricing In Non-Convex Markets with Quadratic Deliverability Costs”, with X. Kuang and A. Lamadrid, Energy Economics, Volume 80 (2019), pp. 153-175. Download
  • “A Heuristic Approach to the Post-disturbance and Stochastic Pre-disturbance Microgrid Formation Problem”, with K. S. Sedzro, X. Shin, and A. Lamadrid, IEEE Transactions on Smart Grid, Volume 10, Number 5 (2019), pp. 5574-5586. Download
  • “Operational decisions for multi-period industrial gas pipeline networks under uncertainty”, with P. Cay, C. Mancilla, and R. Storer, Optimization and Engineering (OPTE), Volume 20, Number 2 (2019), pp. 647-682. Download
  • “Alternative SDP and SOCP Approximations for Polynomial Optimization”, with X. Kuang, B. Ghaddar and J. Naoum-Sawaya, EURO Journal on Computational Optimization, Volume 7, Number 2 (2019), pp. 123-131. Download
  • “A novel approach to discrete truss design problems using mixed integer neighborhood search”, with M. Shahabsafa,A. Mohammad-Nezhad, T. Terlaky, S. He, J. T. HWang, and J. R. R. A. Martins, Structural and Multidisciplinary Optimization (SAMO), Volume 58, Number 6 (2018), pp. 2411–2429. Download
  • “Stochastic risk-sensitive market integration for renewable energy: Application to ocean wave power plants”, with K. S. Sedzro, S. Kishore and A. Lamadrid, Applied Energy, Volume 229 (2018), pp. 474-481. Download
  • “Solutions with Performance Guarantees on Tactical Decisions for Industrial Gas Network Problems”, with P. Cay, A. Esmaili, C. Mancilla and R. H. Storer, IISE Transactions (special issue on Energy Systems Modeling and Analytics), Volume 50, Number 8 (2018), pp. 654-667. Download
  • “Pricing Chance Constraints in Electricity Markets”, with X. Kuang, Y. Dvorkin, A. J. Lamadrid, and M. A. Ortega-Vazquez, IEEE Transactions on Power Systems, Volume 33, Number 4 (2018), pp.4634-4636. Download
  • “Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques”, with O. Babat and J. C. Vera, European Journal of Operational Research, Volume 266, Number 1 (2018), pp. 304-315. Download
  • “Allocation of Resources using a Microgrid Formation Approach for Resilient Electric Grids”, with K. S. Sedzro and A. Lamadrid, IEEE Transactions on Power Systems, Volume 33, Number 3 (2018), pp. 2633-2643. Download
  • “Completely Positive and Completely Positive Semidefinite Tensor Relaxations for Polynomial Optimization”, with X. Kuang, Journal of Global Optimization, Volume 70, Number 3 (2018), pp. 551-577. Download
  • “Completely positive reformulations of polynomial optimization problems with linear constraints”, with W. Xia, Optimization Letters, Volume 11, Number 7 (2017), pp. 1229-1241. 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
  • “Systematic Prioritization of Sensor Improvements in an Industrial Gas Supply Network”, with O. Babat, A. Esmaili, J. D. Isom, and C. Mancilla, International Journal of Chemical Engineering, Volume 2017, (2017). 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
  • “Computing semiparametric bounds on the expected payments of insurance instruments via column generation”, with R. Howley, R. Storer, and J. Vera, Variance , Volume 10, Number 1 (2016), pp. 34-50. 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
  • “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. Download
  • “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