Shabbir Ahmed
 
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Journal Papers

  1. S. Ahmed, D. Filipovic, and G. Svindland. " A note on natural risk staistics," accepted for publication in Operations Research Letters, 2008.
  2. J. Luedtke and S. Ahmed. "A sample approximation approach for optimization with probabilistic constraints," SIAM Journal on Optimization, vol.19, pp.674-699, 2008 (preprint).
  3. K. Huang and S. Ahmed. "The value of multi-stage stochastic programming in capacity planning under uncertainty," to appear in Operations Research, 2008.
  4. Y. Guan, S. Ahmed and G.L. Nemhauser. "Cutting planes for multi-stage stochastic integer programs," to appear in Operations Research, 2008.
  5. W. Wang and S. Ahmed. "Sample average approximation of expected value constrained stochastic programs," to appear in Operations Research Letters, 2008.
  6. J.P. Vielma, S. Ahmed and G.L. Nemhauser. "A lifted linear programming branch-and-bound algorithm for mixed integer conic quadratic programs," INFORMS Journal on Computing, vol.20, pp.438-450, 2008 (preprint).
  7. K. Huang and S. Ahmed. "On a multi-stage stochastic programming model for inventory planning," to appear in INFOR, 2008.
  8. S. Ahmed, U. Cakmak and A. Shapiro. "Coherent risk measures in inventory problems," European Journal of Operational Research, vol.182, pp.226-238, 2007 (preprint).
  9. Y. Guan, S. Ahmed and G. L. Nemhauser. "Sequential pairing of mixed integer inequalities," Discrete Optimization, vol.4, pp.21-39, 2007 (preprint).
  10. S. Ahmed. "Convexity and decomposition of mean-risk stochastic programs ,"  Mathematical Progamming, vol.106, pp.433-446, 2006 (preprint).
  11. Y. Guan, S. Ahmed, A. J. Miller, and G. L. Nemhauser. "On formulations of the stochastic uncapacitated lot-sizing problem," Operations Research Letters, vol.34, pp.241-250, 2006.
  12. M.-S. Cheon, S. Ahmed and F. Al-Khayyal. "A branch-reduce-cut algorithm for the global optimization of probabilistically constrained linear programs," Mathematical Progamming, vol.108, pp.617-634, 2006 ( preprint ).
  13. Y. Guan, S. Ahmed, G.L. Nemhauser and A.J. Miller. "A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem," Mathematical Programming, vol.105, pp.55-84, 2006 ( preprint ).
  14. S. Ahmed and Y. Guan. "The Inverse Optimal Value Problem," Mathematical Programming, vol.102, pp.91-110, 2005 ( preprint ).
  15. T. Santoso, S. Ahmed, M. Goetschalckx, and A. Shapiro. "A Stochastic Programming Approach for Supply Chain Network Design under Uncertainty," European Journal of Operational Research , vol.167, pp.96-115, 2005 ( preprint ).
  16. A. Shapiro and S. Ahmed. "On a class of minimax stochastic programs," SIAM Journal of Optimization, vol.14, pp.1237-1249, 2004 ( preprint ).
  17. S. Ahmed, M. Tawarmalani, and N. V. Sahinidis. "A Finite Branch and Bound Algorithm for Two-stage Stochastic Integer Programs,'' Mathematical Programming , vol.100, pp.355-377, 2004 ( preprint ).
  18. S. Takriti and S. Ahmed. "On Robust Optimization of Two-Stage Systems," Mathematical Programming, vol.99, pp.109-126, 2004 ( preprint ).
  19. S. Ahmed and R. Garcia. "Dynamic Capacity Acquisition and Assignment under Uncertainty," Annals of Operations Research, vol.124, pp. 267-283, 2003 ( preprint ).
  20. B. Verweij, S. Ahmed, A. J. Kleywegt, G. Nemhauser, and A. Shapiro. "The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study," Computational and Applied Optimization , vol.24, pp.289-333, 2003 ( preprint ).
  21. G. Parija, S. Ahmed, and A. J. King. "Bridging the Gap between Stochastic Integer Programming and Mixed-Integer Solver Technologies," INFORMS Journal on Computing, vol.16, 2004 ( preprint ).
  22. S. Ahmed and N. V. Sahinidis. "An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion,'' Operations Research , vol.51, pp.461-471, 2003 ( preprint ).
  23. S. Ahmed, A. J. King, and G. Parija. "A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty,'' Journal of Global Optimization, vol. 26, pp.3-24, 2003 ( preprint ).
  24. M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. "Product Disaggregation and Relaxations of Mixed-Integer Rational Programs," Optimization and Engineering , vol.3, no. 3, pp. 281-303, 2002.
  25. M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. "Global Optimization of 0-1 Hyperbolic Programs,'' Journal of Global Optimization, vol. 24, no. 2, pp. 385-417, 2002. 
  26. S. Ahmed and N. V. Sahinidis. "Selection, Acquisition, and Allocation of Manufacturing Technology in a Multi-Product Environment,'' to appear in the European Journal of Operational Research, 2007 .
  27. S. Ahmed and N. V. Sahinidis. "Analytical Investigations of the Process Planning Problem,'' Computers & Chemical Engineering, vol. 23, pp. 1605-1621, 2000.
  28.  S. Ahmed, N. V. Sahinidis, and E. N. Pistikopoulos. "An Improved Decomposition Algorithm for Process Planning under Uncertainty,'' Computers & Chemical Engineering, vol. 23, pp. 1589-1604, 2000.
  29. S. Ahmed and N. V. Sahinidis. "Robust Process Planning under Uncertainty,'' Industrial & Engineering Chemistry Research , vol. 37, pp. 1883-1892, 1998.

Submitted

  1. S. Ahmed, O. Gozbasi, M. Savelsbergh, I. Crocker, T. Fox, and E. Schreibmann. " A fully-automated Intensity-Modulated Radiation Therapy planning system," submitted for publication, 2008.
  2. S. Ahmed and A. Atamturk. "Maximizing a class of submodular utility functions," submitted for publication, 2008.
  3. B. Pagnoncelli, S. Ahmed, and A. Shapiro. "Computational study of a chance constrained portfolio selection problem," submitted for publication, 2008.
  4. Z.C. Taskin, J.C. Smith, S. Ahmed, and A.J, Schaefer. "Cutting plane algorithms for solving a robust edge-partition problem," submitted for publication, 2008.
  5. F. Kilinc-Karzan, A. Toriello, S. Ahmed, G.L. Nemhauser, and M. Savelsbergh. "Approximating the stability region for binary mixed-integer programs," submitted for publication, 2007.
  6. P. Schutz, A. Tomasgard and S. Ahmed. "Supply chain design under uncertainty using sample average approximation and dual decomposition," submitted for publication, 2007.
  7. J. Luedtke, S. Ahmed and G.L. Nemhauser. " An integer programming approach for linear programs with probabilistic constraints," submitted for publication, 2007.
  8. A. Parmar, S. Ahmed and J. Sokol. "An integer programming approach to the OSPF weight setting problem," submitted for publication, 2006.
  9. N. Kong, A. Schaefer, and S. Ahmed. "Totally unimodular stochastic programs," submitted for publication, 2006.
  10. K. Huang and S. Ahmed. "A stochastic programming approach for planning horizons of infinite horizon production planning problems," submitted for publication, 2006.

Book Chapters

    1. M. Goetschalckx, S. Ahmed, A. Shapiro, and T. Santoso. "Strategic design of robust global supply chains under uncertainty,” in Progress in Material Handling Research: 2004, R. Meller et al. (eds.), The Material Handling Institute, NC, pp. 103-117, 2004.
    2. S. Ahmed and N. V. Sahinidis. "Techniques in Long Range Planning of Chemical Manufacturing Systems," in Computer-Aided Design, Engineering, and Manufacturing: Systems Techniques and Applications, Volume V: The Design of Manufacturing Systems, C. T. Leondes (ed.), CRC Press LLC, Boca Raton, FL, pp.1-25, 2001.
    3. S. Ahmed and N. V. Sahinidis. "Chemical Process Planning,'' in The Encyclopedia of Optimization, C. A. Floudas and P. M. Pardalos (eds.), Kluwer Academic Publishers, Vol.1, pp.246-252, 2001.

Others