Research

IEOR researchers investigate the latest mathematical tools, approaches, and methodologies to make new theoretical discoveries and innovations that touch nearly every industry, making them more efficient and profitable in areas such as supply chain, logistics, manufacturing, data science, energy systems, robotics, and management.

Selected Publications

Scalable Unit Commitment with AC Power Flow via Semidefinite Programming Relaxation

Ramtin Madani, Alper Atamturk and Ali Davoudi. “Scalable Unit Commitment with AC Power Flow via Semidefinite Programming Relaxation“. BCOL Research Report 17.03, IEOR, University of California-Berkeley.

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Transformation of Optimal Centralized Controllers Into Near-Globally Optimal Static Distributed Controllers

Somayeh Sojoudi, Salar Fattahi and Javad Lavaei, Convexification of Generalized Network Flow Problem, to appear in Mathematical Programming, pp. 1-39, 2017.

Random Knockout Tournaments

Ilan Adler, Yang Cao, Richard Karp, Erol A. Peköz, Sheldon M. Ross (2016), Random Knockout Tournaments, INFORMS Operations Research Journal

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Conic Relaxation of the Unit Commitment Problem

Fattahi, Salar & Ashraphijuo, Morteza & Lavaei, Javad & Atamturk, Alper. (2016). Conic Relaxation of the Unit Commitment Problem. Energy. 134. 10.1016/j.energy.2017.06.072.

Optimal placement in a limit order book: an analytical approach

X. Guo, A. de Larrard and Z. Ruan. Optimal placement in a limit order book, an analytical approach, Mathematics and Financial Economics, DOI: 10.1007/s11579-016- 0177-5, 2016.

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Stochastic Comparison of Discounted Rewards