Research
To provide some insight, a sample of faculty publications is presented below. Note that many of the scholarly papers are co-authored with Ph.D. students.
A Sample of Publications by OR Faculty
(ISyE-OR faculty and Ph.D. students in bold type)
Books
Bechhofer, R.E., Santner, T., and Goldsman, D., Design and Analysis of Experiments for Statistical Selection, Screening and Multiple Comparisons, John Wiley & Sons (1995).
Ben-Tal, A. and Nemirovski, A., Lectures on Modern Convex Optimization: Analysis, Algorithms and Engineering Applications, MPS-SIAM Series on Optimization, SIAM: Philadelphia, PA.(2001).
Bonnans, J.F. and Shapiro, A., Perturbation Analysis of Optimization Problems, Springer, New York (2000).
Cook, W., Cunningham, W., Pulleyblank, W., and Schrijver, A., Combinatorial Optimization, John Wiley (1998).
Hayter, A., Probability and Statistics for Engineers and Scientists, 2nd Edition, Duxbury (2001).
Johnson, E. L.,Integer Programming: Facets, Subadditivity, ad Duality fro Group and Semigroup Problems, SIAM, No. 32 in CBMS-NSF Regional Conference Series in Applied Mathematics (1980).
Nemhauser, G and Wolsey, L., Integer and Combinatorial Optimization, John Wiley (1988).
Parker, R. and Rardin, R., Discrete Optimization, Academic Press (1988).
Serfozo, R., Introduction to Stochastic Networks, Springer-Verlag, NY (1999).
Vidakovic, B., Statistical Modeling by Wavelets, John Wiley & Sons (1999).
Wu, C.F. and Hamada, M., Experiments: Planning, Analysis, and Parameter Design Optimization, John Wiley & Sons (2000).
Journal Publications
Abramovich, F., Antoniadis, A., Sapatinas, T., and Vidakovic, B., “Optimal Testing in Functional Analysis of Variance Models,” Int, J. Wavelets, Multiresolution Info. Processing, 2, pp. 323-349 (2004).
Ahmed, S. and Guan, Y., “The Inverse Optimal Value Problem,” Mathematical Programming, 102, pp. 91-110 (2005).
Ahmed, S. and Sahinidis, N.V., “An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion.” Operations Research, 51, pp. 461-471 (2003).
Ahmed, S., Sahinidis, N.V., and Tawarmalni, M., “A Finit Branch and Bounf Algorithm for Two-Stage Stochastic Integer Programs,” Mathematical Programming, 100, pp 355-377 (2004).
Ahuja, R.K., Ergun, O., Orlin, J.B., and Punnen, A.B., “A Survey of Very Large-Scale Neighborhood Search Techniques,” Discrete Applied Mathematics, 123, pp. 75-102 (2002).
Al-Khayyal, F. and Sherali, H.D., “On Finitely Terminating Branch-and-Bound Algorithms for Some Global Optimization Problems,” SIAM J. Optimization, 10, pp. 1049-1057 (2000).
Alrefaei and Andradottir, S., “A Simulated Annealing Algorithm with Constant Temperature for Discrete Stochastic Optimization,” Management Science, pp. 748-764 (1999).
Andradottir, S., Ayhan, H., and Down, D., “Dynamic Server Allocation for Queueing Networks with Flexible Servers,” Operations Research, 51, pp. 952-968 (2003).
Andradottir, S., Ayhan, H., and Down, D., “Server Assignment Policies for Maximizing the Steady-State Throughput of Finite Queueing Systems,” Management Science, pp. 1421-1439 (2001).
Angelini, C. and Vidakovic, B., “Gamma-Minimax Wavelet Shrinkage: A Robust Incorporation of Information About Energy of a Signal in Denoising Applications,” Statistica Sinica, 14, pp. 103-125 (2004).
Applegate, D., Bixby, R., Chvatal, V., and Cook, W., “Implementing the Dantzig-Fulkerson-Johnson Algorithm for Large Traveling Salesman Problems,” Mathematical Programming, 97, pp. 91-153 (2003).
Araoz, J., Evans, L., Gomory, R.E., and Johnson, E.L., “Cyclic Group and Knapsak Facets,” Mathematical Programming, 96, pp. 377-408 (2003).
Arias-Castro, E., Donoho, D.L, and Huo, X., “Adaptive Multiscale Detection of Filamentary Structures Embedded in a Background of Uniform Random Points,” Annals of Statistics (to appear).
Ayhan, H., Palmowski, Z., and Schelegal, S., “Cyclic Queueing Networks with Subexponential Service Times,” J. Applied Probability, 41, pp. 791-801 (2004).
Bander, J. L., and White, C. C., “A Heuristic Search Approach for a Nonstationary Stochastic Shortest Path Problem with Terminal Cost,” Transportation Science, 36, pp. 218-230 (2002).
Barnes, E.B., Sokol, J., and Strickland, D., “Optimal Protein Structure Alignment Using Maximum Cliques,” Operations Research, 53 , (2005).
Bartholdi, J.J. III and Goldsman, P., “Multiresolution Indexing of Triangulated Irregular Networks,” IEEE Transactions and Computer Graphics, 10, pp.1-12 (2004).
Bartholdi, J.J. III and Goldsman, P., “The Vertex-Adjacency Dual of a Triangulated Irregular Network has a Hamiltonian Cycle,” Operations Research Letters, 32, pp. 304-308 (2004).
Bartholdi, J.J. III and Gue, K.R., “The Best Shape for a Crossdock,” Transportation Science, 38, pp. 235-244 (2004).
Ben-Tal, Goryashko, A., Guslitzer, E., and Nemirovski, A., “Adjustable Robust Solutions of Uncertain Linear Programs,” Mathematical Programming, 99, pp. 351-376 (2004).
Biller, S., Chan, L.M.A., Simchi-Levi, D., and Swann, J., Dynamic Pricing and the Direct-to-Customer Model in the Automotive Industry,” Electronic Commerce Journal Special Issue on Dynamic Pricing, (to appear in 2005).
Bramson, M. and Dai, J.G., “Heavy Traffic Limits for Some Queueing Networks,” Annals of Applied Probability, 11, pp. 49-90 (2001).
Cook, W. and Dash, S., “On Matrix-Cut Rank of Polyhedra,” Mathematics of Operations Research, 26, pp. 19-30 (2001).
Dai, J.G. and Lin, Wuqin, “Maximum Pressure Policies in Stochastic Processing Networks,” Operations Research, 53, (2005).
Dai, J.G., “On Positive Harris Recurrence of Multiclass Queueing Networks: A Unified Approach Via Fluid Limit Models,” Annals of Applied Probability, 5, pp. 49-77 (1995).
Easton, T. and Parker, R.G., “On Completing Latin Squares,” Discrete Applied Mathematics, 113, pp.167-181 (2001).
Easton, T. and Parker, R.G., “On Critical Spanning Trees and the Linear Arrangement Problem,” IEEE Transactions on Circuits and Systems, 49, pp. 1939-1843 (2002).
Easton, T., Hooker, K., and Lee, E.K., “Facets of the Independent Set Polytope,” Mathematical Programming, 98, p. 177-199 (2003).
Eldar, Y.C., Ben-Tal, A., and Nemirovski, A., “Linear Minimax Regret Estimation of Deterministic Parameters with Bounded Data Uncertainties,” IEEE Transactions on Signal Processing, 52 pp. 2177-2188 (2004).
Elmaghraby, W. and Keskinocak, P., “Dynamic Pricing in the Presence of Inventory Considerations: Research Overview, Current Practices and Future Directions,” Management Science, 49, pp. 1287-1309 (2003).
Erera, A. L., Daganzo, C.F., and Lovell, D.J., “The Access Control Problem on Capacitated FIFO Networks with Unique O-D Paths is Hard,” Operations Research, 50, pp. 736-743 (2002).
Ergun, O. and Orlin, J.B., “Fast Neighborhood Search for the Single Machine Total Weighted Tardiness Problem,” Operations Research Letters (to appear).
Ergun, O., Orlin, J.B., and Steele-Feldman, A., “Creating Very Large-Scale Neighborhoods Out of Smaller Ones by Compounding Moves,” J. Heuristics (to appear).
Foley, R.D. and McDonald, D.R., “Bridges and Networks: Exact Asymptotics,” Annals of Applied Probability, 15, pp. 542-586 (2005).
Foley, R.D. and McDonald, D.R., “Join the Shortest Queue: Stability and Exact Asymptotics,” Annals of Applied Probability, 11, pp. 569-607 (2001).
Foley, R.D. and McDonald, D.R., “Large Deviations of a Modified Jackson Network: Stability and Rough Asymptotics,” Annals of Applied Probability, 15, pp. 519-541 (2005).
Goldsman, D., Kim, Seong-Hee, Marshall, W., and Nelson, B., “Ranking and Selection for Steady-State Simulation: Procedurees and Perspectives,” INFORMS J. Computing, 14, pp. 2-19 (2002).
Guan, Y., Ahmed, S., and Nemhauser, G.L., “A Branch-and-Cut Algorithm for Stochastic Uncapacitated Lot-Sizing Problems,” Mathematical Programming, (to appear).
Hackman, S. and Passy, U., “Maximizing a Linear Fractional Function Over the Efficient Frontier,” J. Optimization Theory and Application, 113, pp. 83-103 (2002).
Hackman, S., Golany, B., and Passy, U., “Multi-Stage Efficiency Analysis,” Annals of Operations Research, (to appear in 2005).
Hayter, A.J., “Recursive Integration Methodologies with Statistical Applications,” J. Statistical Planning and Inference, (to appear).
Horton, S.B., Easton, T., and Parker, R.G., “The Linear Arrangement Problem on Recursively Constructed Graphs,” NETWORKS, 42, pp. 165-168 (2003).
Hughs-Oliver, J.M., Lu, J.C., Davis, J.C., and Gyurcsik, R.S., “Achieving Uniformity in a Semiconductor Fabrication Process Using Spatial Modeling,” J. American Statistical Association, 93, pp. 36-45 (1998).
Hunsaker, B., Kleywegt, A. Savelsbergh, M.W.P., and Tovey, C.A., “Optimal Online Algorithms for Minmax Resource Scheduling,” SIAM J. Discrete Mathematics, 16, pp. 555-590 (2003).
Huo, X. and Chen, Jihong, “JBEAM: Multiscale Curve Coding Via Beamlets,” IEEE Transactions on Image Processing (to appear).
Huo, X., Tsui, K.,Kim, S.B., and “A Frontier-Based Tree Pruning Algorithm and Automatic Identification of Inadmissibility,” INFORMS J. Computing (to appear).
Jeong, M.K., Lu, J.C., Huo, X., Vidakovic, B., and Chen, D., “Wavelet-Based Data Reduction Techniques for Process Fault Detection,” Technometrics (to appear).
Jiang, W., Wu, H., Tsung, F., Nair, V., and Tsui, K.L., “PID Charts for Process Monitoring,” Technometrics, pp. 205-214 (2002).
Keskinocak, P., Ravi, R., and Tayur, S., “Scheduling and Reliable Lead Time Quotation for Orders with Availability Intervals and Lead Time Sensitive Revenues,” Management Science, 47, pp. 264-279 (2001).
Kim, Seong-Hee and Nelson, B., “On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation,” Operations Research (to appear).
Kleywegt, A., Nori, V., and Savelsbergh, M.W.P., Dynamic Programming Approximations for a Stochastic Inventory Routing Problem,” Transportation Science, 38, pp. 42-70 (2004).
Kvam, P. and Bae, S.J., “A Nonlinear Randon Coefficients Model for Degradation Testing,” Technometrics, 46, pp. 460-469 (2004).
Kvam, P. and Pena, E.A., “Estimating Load-Sharing Properties in a Dynamic Reliability System,” J. American Statistical Association, 100, pp. 262-272 (2004).
Lee, E.K., “Generating Cutting Planes for Mixed Integer Programming Problems in a Parallel Distributed Memory Environment, INFORMS J. Computing, 16, pp. 1-28, (2004).
Lin, Z. Z., Bean, J., and White, C. C., "A Hybrid Genetic/Optimization Algorithm for Finite Horizon Partially Observed Markov Decision Processes." INFORMS Journal on Computing,16, pp. 27-38 (2004).
Miwa, T., Hayter, A.J., and Kuriki, S., “The Evaluation of General Non-Centered Orthanty Probabilities,” J. Royal Statistical Society, 65, pp. 223-234 (2003).
Nelson, B.L., Swann, J., Goldsman, D., and Song, W., “Simple Procedures for Selecting the Best Simulated System When the Number of Alternatives is Large,” Operations Research, 49, pp. 950-963 (2001).
Nemirovski, A., “Prox-Method with Rate of Convergence O(1/t) for variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave saddle Point Problems,” SIOPT Journal on Optimization, 15, pp. 229-251 (2004).
Qian, Z., Seepersad, C., Joseph, R., Allen, J., and Wu, C.F.J., “Building Surrogate Models with Detailed and Approximate Simulations,” ASME J. Mechanical Design (to appear).
Richard, J.P., de Farias, I.R., and Nemhauser, G.L., “Lifted Inequalities for 0-1 Mixed Integer Programming: Superlinear Lifting,” Mathematical Programming, 98, pp. 115-143 (2003).
Rosenberger, J.M.,Johnson, E.L., and Nemhauser, G.L., “Rerouting Aircraft for Airline Recovery,” Transportation Science, 37, pp. 408-421 (2003).
Rosenberger, J.M.,Schaefer, A., Goldsman, D., Johnson, E.L., Kleywegt, A., and Nemhauser, G.L., “SimAir: A Simulation of Airline Operations,” Transportation Science, 36, pp. 357-377 (2002).
Savelsbergh, M.W.P., Uma, R.N., and Wein, J., “An Experimental Study of LP-Based Approximation Algorithms for Scheduling Problems,” INFORMS J. on Computing, 17, pp. 123-136 (2005).
Serfozo, R.F. and Ko, S., “Response Times in M/M/s Fork-Join Netwroks,” Advances in Applied Probability, 36, pp. 854-871 (2004).
Serfozo, R.F., Cooper, W., and Schmidt, V., “Skorohod-Loynes Representations of Queueing, Fluid, and Inventory Processes,” Queueing Systems, 37, pp. 233-257 (2001).
Shapiro, A., “Inference of Statistical Bounds for Multistage Stochastic Programming Problems,” Mathematical Methods of Operations Research, 30, pp. 57-68 (2003).
Shapiro, A., “On the Asymptotics of Constrained Local M-Estimators,” Annals of Statistics, 28, pp. 948-960 (2000).
Shapiro, A., “Sensitivity Analysis of Parameterized Variational Inequalities,” Mathematics of Operations Research, 30, pp. 109-126 (2005).
Sherman, M. and Goldsman, D., “Large Sample Normality of the Batch Means Variance Estimator,” Operations Research Letters, 30, pp. 319-326 (2002).
Sokol, J., “A Robust Heuristic for Batting Order Optimization Under Uncertainty,” Journal of Heuristics, 9 , (2003).
Thomas, B., and White, C. C., “Anticipatory Route Selection.” Transportation Science, 38, pp. 473-487 (2004).
V. Roshan Joseph and Wu, C.F.J., “Failure Amplification Method: An Information Maximization Approach to Categorical Response Optimization,” Technometrics, 46, pp. 1-31 (2004).
V. Roshan Joseph, “Efficient Robbins-Monro Procedure for Binary Data,” Biometrika, 91, pp. 461-470 (2004.
V. Roshan Joseph, “Robust Parameter Design with Feed-Forward Control,” Technometrics, 45, pp. 284-292 (2003).
Van Voorhis, T. and Al-Khayyal, F., “Difference of Convex Solution of Quadratically Constrained Optimization Problems,” European J. Operations Research, 148, pp. 349-362 (2003).
Vandenbussche, D. and Nemhauser, G.L., “A Branch-and-Cut Algorithm for Non-Convex Quadric Programs with Box Constraints,” Mathematical Programming, (to appear).
Woodall, W.H., Koudelik, R., Tsui, K.L., Kim, K.B., Stoumbos, Z.G., and Carvounis, C.P., “A Review and Analysis of the Mahalanobos-Taguchi System,” Technometrics, pp. 1-29 (2003).
Xu, H., Cheng, S.W., and Wu, C.F.J., “Optimal Projective Three-Level Designs for Factor Screening and Intera ction Detection,” Technometrics, 46, pp. 280-292 (2004).
Yuan, M. and Kendziorski, C., “Hidden Markov Models for Microarray Time Course Data Under Multiple Biological Conditions,” J. American Statistical Association (to appear).
Yuan, M. and Lin, Y., “Efficient Empirical Bayes Variable Selection and Estimation in Linear Models,” J. American Statistical Association (to appear).
Ziya, S., Ayhan, H., and Foley, R.D., “Relationships Among Three Assumptions in Revenue Management,” Operations Research, 52, pp. 804-809 (2004).
Lu, Z., Monteiro, R.D.C., and O’Neal, J., “An Interative Solver-Based Infeasible Primal-Dual Path Following Algorithm for Convex Quadratic Programs,” SIAM J. Optimization, (to appear).
Lu, Z. and Monteiro, R.D.C., “A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh-Haeberly-Overton Search Direction,” SIAM J. Optimization, (to appear).
Burer, S. and Monteiro, R.D.C., “Convergence Analysis of a Long-Step Primal-Dual Infeasible Interior-Point LP Algorithm Based on Iterative Problem Solvers,” Mathematical Programming, (to appear).
Tovey, C.A., “Non-Approximability of Precedence-Constrained Scheduling to Minimize Setups,” Discrete Applied Math, 134, pp. 351-360 (2004).
Hunsaker, B., Kleywegt, A., Savelsbergh, M. and Tovey, C., “Optimal Algorithms for Online Resource Scheduling,” SIAM Discrete Mathematics, 16, pp. 555-590 (2003).
Calkin, N., Erdos, P., and Tovey, C., “Improved Bounds on Ramsey Numbers from Cycle Graphs of Prime Order,” SIAM Discrete Math.,10, #3 (1997).