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James Luedtke
James Luedtke
Professor, Ind. & Sys. Engr and Wisconsin Institute for Discovery, UW-Madison
Verificeret mail på wisc.edu - Startside
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Mixed-integer nonlinear optimization
P Belotti, C Kirches, S Leyffer, J Linderoth, J Luedtke, A Mahajan
Acta Numerica 22, 1-131, 2013
8362013
A sample approximation approach for optimization with probabilistic constraints
J Luedtke, S Ahmed
SIAM Journal on Optimization 19 (2), 674-699, 2008
7062008
An integer programming approach for linear programs with probabilistic constraints
J Luedtke, S Ahmed, GL Nemhauser
Mathematical programming 122 (2), 247-272, 2010
4132010
A branch-and-cut decomposition algorithm for solving chance-constrained mathematical programs with finite support
J Luedtke
Mathematical Programming 146, 219-244, 2014
2102014
Staffing call centers with uncertain demand forecasts: A chance-constrained optimization approach
I Gurvich, J Luedtke, T Tezcan
Management Science 56 (7), 1093-1115, 2010
1472010
New formulations for optimization under stochastic dominance constraints
J Luedtke
SIAM Journal on Optimization 19 (3), 1433-1450, 2008
1182008
Decomposition Algorithms for Two-Stage Chance-Constrained Programs
X Liu, S Küçükyavuz, J Luedtke
Mathematical Programming, 2014
1082014
Chance-constrained binary packing problems
Y Song, J Luedtke, S Küçükyavuz
INFORMS Journal on Computing 26, 735-747, 2014
1032014
Some Results on the Strength of Relaxations of Multilinear Functions
J Luedtke, M Namazifar, J Linderoth
Mathematical Programming 136, 325-351, 2012
992012
Strengthened Benders cuts for stochastic integer programs with continuous recourse
M Bodur, S Dash, O Gunluk, J Luedtke
INFORMS Journal on Computing 29 (1), 77-91, 2017
902017
Lift-and-project cuts for convex mixed integer nonlinear programs: Linear programming based separation and extended formulations
MR Kılınç, J Linderoth, J Luedtke
Mathematical Programming Computation 9, 499-526, 2017
72*2017
Mixed-integer rounding enhanced benders decomposition for multiclass service system staffing and scheduling with arrival rate uncertainty
M Bodur, J Luedtke
Management Science, 2016
722016
A cycle-based formulation and valid inequalities for DC power transmission problems with switching
B Kocuk, H Jeon, SS Dey, J Linderoth, J Luedtke, A Sun
Operations Research, 2016
702016
Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
S Ahmed, J Luedtke, Y Song, W Xie
Mathematical Programming, 2016
692016
Exact algorithms for the chance-constrained vehicle routing problem
T Dinh, R Fukasawa, J Luedtke
Mathematical Programming 172 (1), 105-138, 2018
672018
Combining progressive hedging with a frank-wolfe method to compute lagrangian dual bounds in stochastic mixed-integer programming
N Boland, J Christiansen, B Dandurand, A Eberhard, J Linderoth, ...
SIAM Journal on Optimization, 2017
662017
Solving chance-constrained problems via a smooth sample-based nonlinear approximation
A Peña-Ordieres, JR Luedtke, A Wächter
SIAM Journal on Optimization 30 (3), 2221-2250, 2020
622020
Applications and algorithms for mixed integer nonlinear programming
S Leyffer, J Linderoth, J Luedtke, A Miller, T Munson
Journal of Physics: Conference Series 180 (1), 012014, 2009
622009
An integer programming approach for linear programs with probabilistic constraints
J Luedtke, S Ahmed, G Nemhauser
Integer Programming and Combinatorial Optimization: 12th International IPCO …, 2007
582007
An Adaptive Partition-based Approach for Solving Two-stage Stochastic Programs with Fixed Recourse
Y Song, J Luedtke
SIAM Journal on Optimization 25 (3), 1344-1367, 2014
572014
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Artikler 1–20