2009 |
15 | EE | Suvrajeet Sen,
Julia L. Higle:
Stabilization of Cutting Plane Algorithms for Stochastic Linear Programming Problems.
Encyclopedia of Optimization 2009: 3669-3676 |
14 | EE | Julia L. Higle,
Suvrajeet Sen:
Stochastic Linear Programming: Decomposition and Cutting Planes.
Encyclopedia of Optimization 2009: 3755-3760 |
2006 |
13 | EE | Lei Zhao,
Suvrajeet Sen:
A comparison of sample-path-based simulation-optimization and stochastic decomposition for multi-location transshipment problems.
Winter Simulation Conference 2006: 238-245 |
12 | EE | Julia L. Higle,
Suvrajeet Sen:
Multistage stochastic convex programs: Duality and its implications.
Annals OR 142(1): 129-146 (2006) |
11 | EE | Guglielmo Lulli,
Suvrajeet Sen:
A heuristic procedure for stochastic integer programs with complete recourse.
European Journal of Operational Research 171(3): 879-890 (2006) |
10 | EE | Suvrajeet Sen,
Hanif D. Sherali:
Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming.
Math. Program. 106(2): 203-223 (2006) |
2005 |
9 | EE | Yijia Xu,
Suvrajeet Sen:
A distributed computing architecture for simulation and optimization.
Winter Simulation Conference 2005: 365-373 |
8 | EE | Suvrajeet Sen,
Julia L. Higle:
The C3 Theorem and a D2 Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification.
Math. Program. 104(1): 1-20 (2005) |
2002 |
7 | EE | Suvrajeet Sen,
Yu Lihua,
Talat Genc:
Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization.
Winter Simulation Conference 2002: 1530-1538 |
2000 |
6 | EE | Jason Wu,
Suvrajeet Sen:
A Stochastic Programming Model for Currency Option Hedging.
Annals OR 100(1-4): 227-249 (2000) |
1999 |
5 | | Julia L. Higle,
Suvrajeet Sen:
Algorithmic Implications of Duality in Stochastic Programs.
System Modelling and Optimization 1999: 179-188 |
1996 |
4 | | Julia L. Higle,
Suvrajeet Sen:
Duality and statistical tests of optimality for two stage stochastic programs.
Math. Program. 75: 257-275 (1996) |
1994 |
3 | | Kelly T. Au,
Julia L. Higle,
Suvrajeet Sen:
Inexact subgradient methods with applications in stochastic programming.
Math. Program. 63: 65-82 (1994) |
2 | | Julia L. Higle,
Suvrajeet Sen:
Finite master programs in regularized stochastic decomposition.
Math. Program. 67: 143-168 (1994) |
1987 |
1 | EE | Frederic H. Murphy,
Suvrajeet Sen,
Allen L. Soyster:
Electric utility expansion planning in the presence of existing capacity: A nondifferentiable, convex programming approach.
Computers & OR 14(1): 19-31 (1987) |