Suvrajeet Sen

According to our database1, Suvrajeet Sen authored at least 58 papers between 1985 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.



In proceedings 
PhD thesis 




Two-Scale Stochastic Optimization for Controlling Distributed Storage Devices.
IEEE Trans. Smart Grid, 2018

A Progressive Hedging based branch-and-bound algorithm for mixed-integer stochastic programs.
Comput. Manag. Science, 2018

The Ancestral Benders' cutting plane algorithm with multi-term disjunctions for mixed-integer recourse decisions in stochastic programming.
Math. Program., 2017

Two-stage non-cooperative games with risk-averse players.
Math. Program., 2017

J. Global Optimization, 2016

Mitigating Uncertainty via Compromise Decisions in Two-Stage Stochastic Linear Programming: Variance Reduction.
Operations Research, 2016

Inexact best-response schemes for stochastic Nash games: Linear convergence and Iteration complexity analysis.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming.
SIAM Journal on Optimization, 2014

Decomposition algorithms with parametric Gomory cuts for two-stage stochastic integer programs.
Math. Program., 2014

A computational study of the cutting plane tree algorithm for general mixed-integer linear programs.
Oper. Res. Lett., 2012

Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs.
Operations Research, 2011

Optimization simulation: the case of multi-stage stochastic decision models.
Proceedings of the Winter Simulation Conference 2011, 2011

A global optimization algorithm for reliable network design.
European Journal of Operational Research, 2010

Annals OR, 2010

Stabilization of Cutting Plane Algorithms for Stochastic Linear Programming Problems.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Stochastic Linear Programming: Decomposition and Cutting Planes.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Enhanced Cut Generation Methods for Decomposition-Based Branch and Cut for Two-Stage Stochastic Mixed-Integer Programs.
INFORMS Journal on Computing, 2009

Enhancements of two-stage stochastic decomposition.
Computers & OR, 2009

A comparative study of decomposition algorithms for stochastic combinatorial optimization.
Comp. Opt. and Appl., 2008

A branch-and-cut algorithm for two-stage stochastic mixed-binary programs with continuous first-stage variables.
IJCSE, 2007

Decomposition with branch-and-cut approaches for two-stage stochastic mixed-integer programming.
Math. Program., 2006

A Stochastic Programming Approach to Power Portfolio Optimization.
Operations Research, 2006

A heuristic procedure for stochastic integer programs with complete recourse.
European Journal of Operational Research, 2006

Multistage stochastic convex programs: Duality and its implications.
Annals OR, 2006

A comparison of sample-path-based simulation-optimization and stochastic decomposition for multi-location transshipment problems.
Proceedings of the Winter Simulation Conference WSC 2006, 2006

The C3 Theorem and a D2 Algorithm for Large Scale Stochastic Mixed-Integer Programming: Set Convexification.
Math. Program., 2005

The Scenario Generation Algorithm for Multistage Stochastic Linear Programming.
Math. Oper. Res., 2005

The Million-Variable "March" for Stochastic Combinatorial Optimization.
J. Global Optimization, 2005

A distributed computing architecture for simulation and optimization.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

A Branch-and-Price Algorithm for Multistage Stochastic Integer Programming with Application to Stochastic Batch-Sizing Problems.
Management Science, 2004

Comp. Opt. and Appl., 2003

Asset price modeling: decision aids for scheduling and hedging (DASH) in deregulated electricity markets: a stochastic programming approach to power portfolio optimization.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Scenario Updating Method for Stochastic Mixed-integer Programming Problems.
Proceedings of the Operations Research Proceedings 2002, 2002

A Mean-Variance Model for Route Guidance in Advanced Traveler Information Systems.
Transportation Science, 2001

Duality Gaps in Stochastic Integer Programming.
J. Global Optimization, 2000

A Stochastic Programming Model for Currency Option Hedging.
Annals OR, 2000

An Introductory Tutorial on Stochastic Linear Programming Models.
Interfaces, 1999

Statistical approximations forstochastic linear programming problems.
Annals OR, 1999

Algorithmic Implications of Duality in Stochastic Programs.
Proceedings of the System Modelling and Optimization: Methods, 1999

Controlled Optimization of Phases at an Intersection.
Transportation Science, 1997

Duality and statistical tests of optimality for two stage stochastic programs.
Math. Program., 1996

Annals OR, 1996

Statistical approximations for recourse constrained stochastic programs.
Annals OR, 1995

Network planning with random demand.
Telecommunication Systems, 1994

Finite master programs in regularized stochastic decomposition.
Math. Program., 1994

Inexact subgradient methods with applications in stochastic programming.
Math. Program., 1994

Subgradient decomposition and differentiability of the recourse function of a two stage stochastic linear program.
Oper. Res. Lett., 1993

Relaxations for probabilistically constrained programs with discrete random variables.
Oper. Res. Lett., 1992

On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization.
Math. Oper. Res., 1992

Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse.
Math. Oper. Res., 1991

Statistical verification of optimality conditions for stochastic programs with recourse.
Annals OR, 1991

Nondifferentiable reverse convex programs and facetial convexity cuts via a disjunctive characterization.
Math. Program., 1987

Electric utility expansion planning in the presence of existing capacity: A nondifferentiable, convex programming approach.
Computers & OR, 1987

Facet inequalities from simple disjunctions in cutting plane theory.
Math. Program., 1986

A class of convergent primal-dual subgradient algorithms for decomposable convex programs.
Math. Program., 1986

On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs.
Math. Program., 1985

Technical Note - On Generating Cutting Planes from Combinatorial Disjunctions.
Operations Research, 1985

A branch and bound algorithm for extreme point mathematical programming problems.
Discrete Applied Mathematics, 1985