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
Bound Tightening for Alternating Current Optimal Power Flow Instances with Duality Gap
Chen Chen, Alper Atamturk and Shmuel S. Oren., “Bound Tightening for Alternating Current Optimal Power Flow Instances with Duality Gap”. EEE Transactions on Power Systems 31, 3729-3736, 2015. https://ieeexplore.ieee.org/document/7328765
A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives
Robert M. Freund, Paul Grigas, Rahul Mazumder. “A New Perspective on Boosting in Linear Regression via Subgradient Optimization and Relatives”. https://arxiv.org/abs/1505.04243v1.
Distribution Locational Marginal Pricing for Optimal Electric Vehicle Charging through Chance Constrained Mixed-Integer Programming
Huang Shaojun, Qiuwei Wu, Shmuel Oren, Ruoyang Li, Zhaoxi Liu, “Distribution Locational Marginal Pricing Through Quadratic Programming for Congestion Management in Distribution Networks”,IEEE PES Transactions Vol. 30, No 4 (2015) pp. 2190-2178
Applying High Performance Computing to Transmission-Constrained Stochastic Unit Commitment for Renewable Energy Integration
Papavasiliou, Anthony, Shmuel Oren, Barry Rountree, “Applying High Performance Computing to Transmission-Constrained Stochastic Unit Commitment for Renewable Energy Integration”, IEEE PES Transactions, Vol 30, No. 3, (2015) pp. 1109-1120
Optimal execution with multiplicative price impact
X. Guo and M. Zervos. Optimal execution with multiplicative price impact, SIAM Journal on Financial Mathematics, 6(1), 281-306, 2015.