Published Papers
2020
The Edge of Optimization in Large-Scale Vehicle Routing for Paratransit
with J. Yan, submitted to Transporation Science, 2020
Tensor Completion with Noisy Side Information
with C. Pawlowski, submitted to Machine Learning Research, 2020
A scalable algorithm for sparse and robust portfolios
with R. Cory-Wright, submitted to INFORMS Journal of Computing, 2020
Frequency Estimation in Data Streams: Learning the Optimal Hashing Scheme
with V. Digalakis, submitted to IEEE Transactions on Knowledge and Data Engineering, 2020
The edge of optimization in large-scale vehicle routing for paratransit
with J. Yan, submitted to Transportaiton Science, 2020
Sparse Regression over Clusters: SparClur
with J. Dunn, L. Kapelevich, R. Zhang, submitted to Operations Research Letters, 2020
Optimal Predictive Clustering
with M. Sobiesk and Y. Wang, submitted to Machine Learning, 2020
Forecasting COVID-19 and Analyzing the Effect of Government Interventions
with M. Li, H. Tazi, O. Skali, T. Trikalinos and N. Trichakis, submitted to Operations Research, 2020
The Power and Limits of Decision Making with Confounded Data: The Case of Pricing
with N. Kalllus, submitted to Management Science and Operations Management, 2020
Solving Large-Scale Sparse PCA to Certifiable (Near) Optimality
with R. Cory-Wright and J. Pauphilet, submitted to Mathematical Programming, 2020
Imbalanced classification via robust optimization
with Y. Wang, submitted to Machine Learning, 2020
Optimal Nonlinear Regression Trees
with J. Dunn and Y. Wang, submitted to Operations Research Letters, 2020
Hospital-wide Patient Flow Optimization
with J. Pauphilet, submitted to Management Science, 2020
The Backbone Method for Ultra-High Dimensional Sparse Machine Learning
with V. Digalakis Jr., submitted to Machine Learning, 2020
A Unified Approach to Mixed-Integer Optimization: Nonlinear Formulations and Scalable Algorithms
with R. Cory-Wright and J. Pauphilet, submitted to SIAM J. Optimization, 2020
Optimization-based Scenario Reduction for Data-Driven Two-stage Stochastic Optimization
with N. Mundru, submitted to Operations Research, 2020
Stable Classification
with J. Dunn and I. Paskov, submitted to Journal of Machine Learning Research, 2020
Frequency Estimation in Data Streams: Learning the Optimal Hashing Scheme
with V. Digalakis, submitted to IEEE Transactions on Knowledge and Data Engineering, 2020
Robust Convex Optimization: A New Perspective That Unifies And Extends
with D. den Hertog, J. Pauphilet, T. Zhen, submitted to Mathematics of Operations Research, 2020
Early Detection of Opioid Over-Procurement: A Machine Learning Approach
with M. Fazel-Zarandi and J. Ivanhoe, submitted to MOSM, 2020
Holistic Prescriptive Analytics for Continuous and Constrained Optimization Problems
with O. Skali Lami, submitted to INFORMS Journal on Optimization, 2020
Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
with R. Cory-Wright and J. Pauphilet, submitted to Operations Research, 2020
Prescriptive Machine Learning for Public Policy: The Case of Immigration Enforcement
with M. Fazel-Zarandi, submitted to PNAS, 2020
COVID-19 Mortality Risk Assessment: An International Multi-Center Study
with G. Lukin, L. Mingardi, O. Nohadani, A. Orfanoudaki, B. Stellato, H. Wiberg, J.M. Cisneros- Herreros, S. Gonzalez Garcia, C. Caldern, The Hellenic COVID-19 Study Group, K. Robinson, M. Schneider, B. Stein, L. Beccara, R. Canino, M. Dal Bello, F. Pezzetti and A. Pan, submitted to PLOS One, 2020
From predictions to prescriptions: A data-driven response to COVID-19
with L. Boussioux, R. Cory-Wright, A. Delarue, V. Digalakis, A. Jacquillat, D. Lahlou Kitane, G. Lukin, M. Li, L. Mingardi, O. Nohadani, A. Orfanoudaki, T. Papalexopoulos, I. Paskov, J, Pauphilet, O. Skali Lami, B. Stellato, H. Tazi Bouardi, K. Villalobos Carballo, H. Wiberg and
C. Zeng, submitted toit PNAS, 2020
FTIR spectroscopy combined with multivariate data analysis for diagnosis of Covid-19
with D. Lahlou Kitane, S. Loukman, N. Marchoudi, A. Fernandez, J. Badir, JL. Gala, N.Azami, O. Lakbita, O. Moudam, R. Benhida, J. Fekkak, submitted to Nature Biotechnology, 2020
Personalized treatment of coronary artery disease patients using electronic medical records: a machine learning approach
with A. Orfanoudakis and R. Weiner, submitted to Health Management Science, 2020
2019
The Price of Interpretability
with P. Jaillet, A. Delarue, S. Martin, submitted to Operations Research, 2019
Dynamic Optimization with Side Information
with C. McCord and B. Sturt, submitted to Management Science, 2019
Prescriptive Analytics for Observational Data
with C. McCord, submitted to Management Science, 2019
Online Mixed-Integer Optimization in Milliseconds
with B. Stellato, submitted to Informs Jounral of Computing, 2019
Optimizing Influenza Vaccine Composition: A Machine Learning Approach
with H. Bandi, submitted to Operations Research, 2019
Informing national immigration policy through interpretable machine learning
with M. Fazel-Zarandi, submitted to Operations Research, 2019
Optimal Survival Trees
with J. Dunn, E. Gibson and A. Orfanoudaki, submitted to Machine Learning, 2019
Probabilistic guarantees in Robust Optimization: a general methodology
with D. den Hertog, J. Pauphilet submitted to Mathematical Programming, 2019
Optimization-based Scenario Reduction for Data-Driven Two-stage Stochastic Optimization
with N. Mundru, submitted to Operations Research, 2019
Length-of-stay and mortality prediction for a major hospital through interpretable machine learning
with J. Pauphilet, J. Stevens and M. Tandon, submitted to MSOM, 2019
2018
Sparse Classi cation and Phase Transitions: a Discrete Optimization Perspective
with J. Pauphilet and B. van Parys, submitted to Operations Research, 2018
Data-Driven Two-Stage Adaptive Optimization
with S. Shtern and B. Sturt, submitted to Operations Research, 2018
Scheduling and Pricing Optimization on Multi-Modal Transit Networks at Scale
with Yee Sian Ng and J. Yan, submitted to Transportation Science, 2018
Optimal classi cation and regression trees with hyperplanes are as powerful as classi cation and regression neural networks
with R. Mazumder and M. Sobiesk, submitted to of Machine Learning Research, 2018
2017
Optimal Selection of Health Care Providers
with J. Kung, submitted to MS&OM, 2017
Multiperiod and Online Optimization for Fleet Defense: Centralized and Distributed Approaches
with P. Jaillet and N. Korolko, submitted to Naval Research Logistics, 2017
From Predictions to Prescriptions in Multistage Optimization Problems
with C. McCord, submitted to Mathematical Programming, 2017
The Trimmed Lasso: Sparsity and Robustness
with M. Copenhaver, R. Mazumder, submitted to IEEE Information Theory, 2017
Bootstrap Robust Prescriptive Analytics
with B. van Parys, submitted to Mathematical Programming, 2017
2016
Pricing from Observational Data
with N. Kallus, submitted to Management Science, 2016
Scalable Robust and Adaptive Inventory Routing
with S. Gupta, J. Tay, submitted to Transportation Science, 2016
2015
Channel Coding via Robust Optimization, Part 1: The Case of a Single Channel
with C. Bandi, submitted to IEEE Transactions on Information Theory, 2015
Channel Coding via Robust Optimization, Part 2: The Multiple Channel Case
with C. Bandi, submitted to IEEE Transactions on Information Theory, 2015
Data-driven learning in dynamic pricing using adaptive optimization
with P. Vayanos, submitted to Mathematical Programming, 2015
The price of flexibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2014
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2013
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2012
Equitable and Effifficient Coordination in Air traffiffic Flow Management
with C. Barn- hart, C. Caramanis, D. Fearing, Transportation Science, 46, 2, 262–280, 2012.
A Characterization of the Effifficiency-Fairness Tradeoff
with V. Farias and N. Trichakis, Management Science, 58, 12, 2234-2250, 2012.
Inverse Optimization: A New Perspective on the Black-Litterman Model
with V. Gupta and I. Paschalidis, Operations Research, 60, 6, 1389–1403, 2012.
Tractable Stochastic Analysis via Robust Optimization
with C. Bandi, Mathematical Programming, Series B, 134, 2370, 2012.
Adaptive Robust Optimization for the Security Constrained Unit Commitment Problem
with E. Litvinov, A. Sun, J. Zhao, and T. Zheng), IEEE Transactions on Power Systems, 99, 1–12. 2012
2011
The air traffiffic flow management problem: an integer optimization approach
with G. Lulli, Operations Research, 59, 1, 211-227, 2011
Performance analyis of queueing networks via robust optimization
with D. Gamarnik and A. Rikun, Operations Research, 59, 2, 455-466, 2011
The Price of Fairness
with V. Farias, N. Trichakis, Operations Research, 59, 1, 17–31, 2011.
A Geometric Characterization of the Power of Finite Adaptability in Multi-stage Stochas- tic and Adaptive Optimization
with V. Goyal and A. Sun, Mathematics of Operations Research, 36, 24–54, 2011.
On the Power and Limitations of Affiffine Policies in Two-Stage Adaptive Optimization
with V. Goyal, Mathematical Programming, 1–41, 2011.
Theory and applications of robust optimization
with D. Brown and C. Caramanis, SIAM Review. 53, 464-501, 2011.
A hierarchy of policies for adaptive optimization
with D. Iancu and P. Parrilo, in IEEE Automatic Control, 56, 12, 2809-2824, 2011.
Optimal Selection of Airport Runway Configurations
with M. Frankovitch and A. Odoni, Operations Research, 6, 1407-1420, 2011.
2010
Robust Optimization for Unconstrained Simulation-Based Problems
with O. Nohadani and K. M. Teo, Operations Research, 1, 161-178, 2010
Nonconvex Robust Optimization for Problems with Constraints
with O. Nohadani and K. M. Teo), INFORMS Journal of Computing, 1, 44–58, 2010.
On the Power of Robust Solutions in Two-Stage Stochastic and Adaptive Optimization Problems with V. Goyal, Mathematics of Operations Research, 35, 284–305, 2010.
Optimality of Affiffine Policies in Multi-stage Robust Optimization
with D. Iancu and P. Parrilo, Mathematics of Operations Research, 35, 363-394, 2010
A Soft Robust Model for Optimization under Ambiguity
with A. Ben-Tal and D. Brown, Operations Research, 58, 1220-1234, 2010
Robust and Data-Driven Approaches to Call Centers
with X. Vinh Doan, European Journal of Operations Research, 207, 2, 1072-1085, 2010
Robust optimization via simulated annealing
with O. Nohadani, Journal of Global Optimization, 48, 2, 323-334, 2010
Models for Minimax Stochastic Linear Optimization Problems with Risk Aversion
with X. Vinh Doan, K. Natarajan, C. P. Teo, Mathematics of Operations Research, 35, 580-602, 2010
Finite adaptability in linear optimization
with C. Caramanis, IEEE Transactions in Automatic Control, 55, 12, 2751-2766, 2010
2009
Constructing uncertainty sets for robust linear optimization
with D. Brown, Operations Research, 57, 6, 1483-1495, 2009
An Algorithm For Cardinality Constrained Quadratic Optimization Problems
with R. Shioda, Computational Optimization and Applications, 42, 1-22, 2009
Optimal bidding in online auctions
with J. Hawkins and G. Perakis, Pricing and Revenue Management, 8, 21-41, 2009
Depression and Increased Health Care Cost
with C. Welch, D. Czerwinski, and B. Ghimire, Psychomatics, 50, 392-401, 2009
2008
Robust Multiperiod Portfolio Management in the Presence of Transaction Costs
with D. Pachamanova, Computer and Operations Research, 35, 1, 3-17, 2008
Multivariate exponential integral approximations: a moment approach
with X. Vinh Doan and J. Lasserre, Operations Research Letters, 36, 2, 205-210, 2008
Robust chirped mirrors
with J. Birge, O. Nohadani and F. Kartner, Applied Optics, 47, 2630-2636, 2008
Algorithmic prediction of health care costs
with M. Bjarnadottir, M. Kane, C. Kryder, R. Pandey, S. Vempala and G. Wang, Operations Research, 1382-1392, 2008
2007
Classification and Regression via Integer Optimization
with R. Shioda, submitted to Operations Research, 2007
A Learning Approach for Interactive Marketing to A Customer Segment
with A. Mersereau, submitted to Operations Research, 2007
Constrained Stochastic LQC: A Tractable Approach
with D. Brown, IEEE Journal of Automatic Control, 52, 10, 1826-1841, 2007
Robust Optimization in Electromagnetic Scattering Problems
with O. Nohadani and K. M. Teo, Journal Applied Physics, 101, 7, 074507, 2007
Performance bounds on queueing systems: an SDP approach
with K. Natarajan, Queueing Systems and Applications, 56, 1, 27-40, 2007
2006
A Robust Optimization Approach to Inventory Theory
with A. Thiele, submitted to Operations Research, 54, 150-168, 2006
Robust Game Theory
with M. Aghassi, Mathematical Programming, 107, 173-231, 2006
Persistence in Discrete Optimization under Data Uncertainty
with K. Natarajan and C. Teo, Mathematical Programming, 2006
Solving Asymmetric Variational Inequalities via Convex Optimization
with M. Aghassi and G. Perakis, Operations Research, 481-490, 2006
Bounds on Linear PDEs via Semidefinite Optimization
with C. Caramanis, Mathematical Programming, 108, 135-158, 2006
Tight bounds on expected order statistics
with K. Natarajan and C. Teo, Probability in Engineering and Information Systems, 20, 4, 667-686, 2006
Robust and data-driven optimization: modern decision-making under uncertainty
with A Thiele, Tutorials on Operations Research, INFORMS, Chapter 4, 195-122, 2006
2005
Probabilistic Combinatorial Optimization: Moments, Semidefinite Programming and Asymp- totic Bounds
with K. Natarajan and C. Teo, SIAM Journal of Optimization, 15, 185-209, 2005
Optimal inequalities in probability theory: A convex optimization approach
with I. Popescu, SIAM Journal of Optimization, 15, 780-804, 2005
Dynamic pricing and inventory control for multiple products
with S. de Boer, Journal of Revenue Management, 17, 303-319, 2005
Dynamic Pricing; A Learning Approach
with G. Perakis, Models for Congestion Charging/ Network Pricing, 2005
Simulation-Based Booking Limits for Airline Revenue Management
with S. de Boer, submitted to Operations Research, 53, 1, 90-106, 2005
2004
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2003
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2002
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2001
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
2000
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
1999
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
1998
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
1997
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
1996
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
1995
The price of exibility
with I. Dunning and H. Bidkhori, submitted to Operations Research, 2015
1994
The multi-airport ground-holding problem in air traffic control
with A. Odoni and P. Vranas, Operations Research, 42, 2, 249-261, 1994
Dynamic ground-holding policies for a network of airports
with A. Odoni and P. Vranas, Transportation Science, 28, 4, 275-291, 1994
A technique for speeding up the solution of the Lagrangean dual
with J. Orlin, Mathematical Programming, vol. 63, 1, 23-46, 1994
Optimization of multiclass queuing networks: polyhedral and nonlinear characterizations of achievable performance
with I. Paschalidis and J. Tsitsiklis, Annals of Applied Probability, 4, 1, 43-75, 1994
1993
On central limit theorems in geometrical probability
with F. Avram, Annals of Applied Probability, vol. 3, 4, 1033-1046, 1993
Survivable networks, LP relaxations and the parsimonious property
with M. Goemans, Mathematical Programming, 60, 145-166, 1993
Simulated annealing
with J. Tsitsiklis, Statistical Science, Vol.8, No. 1, 10-15, 1993
Stochastic and Dynamic Vehicle Routing in the Euclidean Plane with Multiple Capacitated Vehicles
with G. van Ryzin, Operations Research, 41, 60-76, 1993
Further results on the probabilistic traveling salesman problem
with L. Howell, European Journal of Operations Research, 65, 1, 68-95, 1993
Stochastic and dynamic vehicle routing with general arrival and demand distributions
with G. van Ryzin, Advances in Applied Probability, 25, 4, 947-978, 1993
1992
The minimum spanning tree constant in geometrical probability and under the independent model; a unified approach
with F. Avram, Annals of Applied Probability, vol. 2 ,1, 113-130, 1992
Deducing queuing from transactional data: the queue inference engine, revisited
with L. Servi, Operations Research, 40, S217-S228, 1992
Transient and busy period analysis for the GI/G/1 queue; The method of stages
with D. Nakazato, Queuing Systems and Applications, 10, 153-184, 1992
A vehicle routing problem with stochastic demand
Operations Research, 40, 574-585, 1992
1991
A stochastic and dynamic vehicle routing problem in the Euclidean plan
with G. van Ryzin, Operations Research, 39, 4, 601-615, 1991
Probabilistic analysis of the Held and Karp lower bound for the Euclidean traveling salesman problem
with M. Goemans, Mathematics of Operations Research, 1, 72-89, 1991
Transient and busy period analysis of the GI/G/1 queue as a Hilbert factorization problem
with J. Keilson, D. Nakazato, H. Zhang, Journal of Applied Probability, 28, 873-885, 1991
1990
A priori optimization
with P. Jaillet and A. Odoni, submitted to Operations Research, 1990
The probabilistic minimum spanning tree problem
Networks, 1990
An asymptotic determination of the minimum spanning tree and minimum matching constants in geometrical probability
with G. van Ryzin, Operations Research Letters, 9, 223-231, 1990
An analytic approach to a general class of G/G/s queuing systems
Operations Research, 38, 1, 139-155, 1990
1989
On probabilistic traveling salesman facility location problems
submitted to Transportation Science, 1989
Worst case examples for the spacefilling curve heuristic for the Euclidean traveling salesman problem
with M. Grigni, Operations Research Letterswith I. Dunning and H. Bidkhori 1989