S. Ahmed, J. Luedtke, Y. Song, and W. Xie, “Nonanticipative duality, relaxations,
and formulations for chance-constrained stochastic
programs,” Accepted for publication in Mathematical Programming (2016). (Preprint)
M. Bodur, S. Dash, O. Günlük, and J. Luedtke, “Strengthened Benders cuts for
stochastic integer programs with continuous recourse,” Accepted for publication in INFORMS Journal on
Computing (2016). (Preprint)
B. Kocuk, H. Jeon, S.S. Dey, J. Linderoth, J. Luedtke, and X. Sun, "A cycle-based formulation and valid
inequalities for DC power transmission with switching,” Accepted for publication in Operations Research (2016). (Preprint)
A. Kogan, M. Lejeune, and J. Luedtke, "Erratum to: Threshold Boolean form for joint probabilistic constraints with
random technology matrix'', Mathematical Programming, 155:617-620 (2015).
M. Hamzeei and J. Luedtke, "Linearization-based algorithms for
mixed-integer nonlinear programs with convex continuous relaxation", Journal
of Global Optimization, 59:343-365 (2014).
Y. Song, S. Kucukyavuz, and J. Luedtke, "Chance-constrained binary
packing problems," INFORMS Journal on Computing,
26:735-747 (2014).
B. Armbruster and J. Luedtke, "Models and formulations for multivariate
dominance constrained stochastic programs," IIE Transactions, 47:1-14 (2014).
S. Sridhar, J. Linderoth, and J. Luedtke, "Locally ideal formulations for
piecewise linear functions with indicator variables",
Operations Research Letters, 41:627-632 (2013).
Y. Song and J. Luedtke. “Branch-and-cut approaches for
chance-constrained formulations of reliable network design problems,”
Mathematical Programing Computation 5:397-432 (2013).
P. Belotti, C. Kirches, S. Leyffer, J. Linderoth, J. Luedtke, and A.
Mahajan, "Mixed-integer nonlinear optimization,"
Acta Numerica, 22:1-131 (2013).
J. Luedtke, M. Namazifar, and J. Linderoth, “Some results on the strength
of relaxations of multilinear functions,”
Mathematical Programming, 136:325-351 (2012).
I. Gurvich, J. Luedtke, and T. Tezcan, “Staffing call-centers with
uncertain demand forecasts: a chance-constrained optimization approach,”
Management Science, 56:1093-1115 (2010).
J. Luedtke, S. Ahmed and G. Nemhauser, "An integer programming approach
for linear programs with probabilistic constraints," Mathematical
Programming, 122:247-272 (2010).
J. Luedtke and G. Nemhauser, "Strategic planning with start-time
dependent variable costs," Operations Research, 57:1250-1262 (2009).
J. Luedtke, "New formulations for optimization under stochastic
dominance constraints," SIAM Journal on Optimization, 19:1433-1450
(2008).
J. Luedtke and S. Ahmed, "A sample approximation approach for
optimization with probabilistic constraints," SIAM Journal on
Optimization, 19:674-699 (2008).
Conference Papers:
T. Dinh, R. Fukasawa, and J. Luedtke, “Exact algorithms for the chance-constrained vehicle routing problem,” Integer Programming and
Combinatorial Optimization (IPCO) 2016, Liege, Belgium (2016).
C.H. Lim, J. Linderoth, and J. Luedtke, “Valid inequalities for separable concave constraints with indicator
variables,” Integer Programming and
Combinatorial Optimization (IPCO) 2016, Liege, Belgium (2016).
C. D’Ambrosio, J. Linderoth, and J. Luedtke, “Valid inequalities for the
pooling problem with binary variables,” 117-129, Integer Programming and
Combinatorial Optimization (IPCO) 2011, New York, NY, (2011).
J. Luedtke, “Optimization with approximate stochastic dominance
constraints: Models and formulations," Proceedings of the 2011 NSF
Engineering Research and Innovation Conference, Atlanta, GA, January, (2011).
J. Luedtke, “An integer programming and decomposition approach to general
chance-constrained mathematical programs,” Integer Programming and Combinatorial
Optimization (IPCO) 2010, 271—284, Lausanne, Switzerland, (2010).
S. Leyffer, J. Linderoth, J. Luedtke, A. Miller and T. Munson,
“Applications and algorithms for mixed integer nonlinear programming,” SciDAC
2009, J. of Physics: Conference Series, San Diego, California, (2009).
J. Luedtke, S. Ahmed and G. Nemhauser. "An integer programming approach
for linear programs with probabilistic constraints,"
The Twelfth Conference for Integer Programming and
Combinatorial Optimization (IPCO 2007), Proceedings. Lecture Notes in
Computer Science 4513 (2007).
J. Luedtke and C.C. White, III. "The value of asset visibility in the
supply chain: single and dual source models," 2004 IEEE
Conference on Systems, Man and Cybernetics: Proceedings, 5:4189-94
(2004).
M. Kilinc, J. Linderoth, and J. Luedtke, “Lift-and-Project Cuts for Convex Mixed Integer Nonlinear Programs
Linear Programming Based Separation and Extended Formulations,” (2016). (
Preprint of earlier version)
Associate editor, Journal of Optimization Theory and Applications, 2011 - present.
Associate editor, IIE Transactions, 2011 – 2013.
Referee for: Mathematical Programming, Operations Research, Management Science, SIAM Review, Mathematics of
Operations Research, Manufacturing &
Service Operations Management, European Journal of Operational Research, Operations Research Letters, IIE Transactions,
INFORMS Journal on Computing, SIAM Journal on Optimization, Annals of Operations Research, Journal of Global
Optimization, Optimization Methods & Software, Mathematical Programming Computation, Optimization Letters, Computers and
Operations Research, Transportation Science, Journal of Optimization Theory and Applications, Engineering and
Optimization.
Data for paper "An integer programming approach
for linear programs with probabilistic constraints," by Luedtke, Ahmed and
Nemhauser, Mathematical Programming, 2008: Download here.
Online supplement for "A branch-and-cut algorithm for solving
chance-constrained mathematical programs" (2012): Download here.