James Luedtke

jrluedt1 at wisc dot edu

Here is my CV.

Background:

In August 2007, I completed my Ph.D. in the school of Industrial and Systems Engineering at Georgia Tech. After spending a year as post-doc in the Business Analytics and Mathematical Sciences department of IBM Research I joined the faculty of the department of Industrial and Systems Engineering at the University of Wisconsin-Madison, which is also where I obtained my B.S. in Industrial Engineering (go Badgers!). My advisors at Georgia Tech were Shabbir Ahmed and George Nemhauser. I am interested in Operations Research, and more specifically integer programming and optimization under uncertainty. My dissertation research focused on using integer programming techniques to solve nonconvex and stochastic optimization problems.

Research Interests:

• Polyhedral approaches to mixed-integer and nonconvex optimization
• Optimization under uncertainty: stochastic programming, approximate dynamic programming, robust optimization
• Sensitivity analysis and warm-starting in mixed integer programming
• Applications to supply chain management and logistics
• Revenue management

Papers:

• J. Luedtke. "Integer Programming Approaches for Some Non-convex and Stochastic Optimization Problems", Ph.D. Dissertation, 2007.
• J. Luedtke. "New Formulations for Optimization Under Stochastic Dominance Constraints," Working paper, accepted for publication in SIAM Journal on Optimization, 2008.
• J. Luedtke and S. Ahmed. "A Sample Approximation Approach for Optimization with Probabilistic Constraints," SIAM Journal on Optimization, 19, 674-699 (2008). Preprint,
• J. Luedtke, S. Ahmed and G. Nemhauser. "An Integer Programming Approach for Linear Programs with Probabilistic Constraints," Extended abstract, The Twelfth Conference for Integer Programming and Combinatorial Optimization (IPCO 2007), Proceedings. Lecture Notes in Computer Science 4513 Spring 2007. Full version, Mathematical Programming, 2008.
• J. Luedtke and G. Nemhauser. "Strategic Planning with Start-Time Dependent Variable Costs," Working paper, accepted for publication in Operations Research, 2008.
• J. Luedtke and C.C. White, III. "The Value of Asset Visibility in the Supply Chain: Single and Dual Source Models," 2004 IEEE Conference on Systems, Man and Cybernetics: Proceedings, Vol. 5, 4189-94.

Presentations:

• "Using Sampling and Integer Programming to Solve Chance-Constrained Optimization Problems," Invited seminar. Department of Mathematical Sciences, Stevens Institute of Technology, April 2008.
• "Computationally Attractive Formulations for Optimization Under Stochastic Dominance Constraints," INFORMS Optimization Society Meeting, Atlanta, March 2008.
• "New Formulations for Optimization with Stochastic Dominance Constraints," INFORMS Annual Meeting, Seattle, November 2007.
• "Sampling Approaches for Optimization with Probabilistic Constraints," INFORMS Annual Meeting, Seattle, November 2007.
• "An Integer Programming Approach for Linear Programs with Probabilistic Constraints," The Twelfth Conference for Integer Programming and Combinatorial Optimization (IPCO 2007), Ithaca, NY, June 2007.
• "Strong MIP Formulations for Chance Constrained Linear Programs with Random Right-hand Side," INFORMS Annual Meeting, Pittsburgh, November 2006.
• "Strategic Planning with Start-Time Dependent Variable Costs,"
  Interactive Session, INFORMS Annual Meeting, Pittsburgh, November 2006,
  International Symposium on Mathematical Programming, Rio de Janeiro, Brazil, August 2006,
  Poster, MIP 2006: Workshop on Mixed Integer Programming, University of Miami, June 2006.
• "The Value of Asset Visibility in the Supply Chain: Single and Dual Source Models," INFORMS Annual Meeting, Denver, October 2004.

Data:

• Data for paper "An Integer Programming Approach for Linear Programs with Probabilistic Constraints," by Luedtke, Ahmed and Nemhauser, Mathematical Programming, 2008: Download here.

Last update: November 12, 2007