# Papers

#### Books

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

Mathematics & Statistics, Springer

#### Journal Articles

- “New characterizations of Hoffman constants for systems of linear constraints”, with J. Peña and J. C. Vera,
*Mathematical Programming*, forthcoming (2020). 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 - “Globally solving Non-Convex Quadratic Programs via Linear Integer Programming techniques”, with W. Xia and J. C. Vera,
*INFORMS Journal on Computing*, forthcoming (2019). 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*, 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. - “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