Browsing by Author "Mahmutoğulları, Ali İrfan"
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Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
Mahmutoğulları, Ali İrfan; Çavuş, Özlem; Aktürk, M. Selim (Elsevier B.V., 2018)Risk-averse mixed-integer multi-stage stochastic programming forms a class of extremely challenging problems since the problem size grows exponentially with the number of stages, the problem is non-convex due to integrality ... -
An exact solution approach for risk-averse mixed-integer multi-stage stochastic programming problems
Mahmutoğulları, Ali İrfan; Çavuş, Özlem; Aktürk, M. Selim (Springer, 2019)Risk-averse mixed-integer multi-stage stochastic programming problems are challenging, large scale and non-convex optimization problems. In this study, we propose an exact solution algorithm for a type of these problems ... -
Hub location under competition
Mahmutoğulları, Ali İrfan (Bilkent University, 2013)Hubs are consolidation and dissemination points in many-to-many flow networks. The hub location problem is to locate hubs among available nodes and allocate non-hub nodes to these hubs. The mainstream hub location studies ... -
Risk-averse multi-stage mixed-integer stochastic programming problems
Mahmutoğulları, Ali İrfan (Bilkent University, 2019-01)Risk-averse multi-stage mixed-integer stochastic programming problems form a class of extremely challenging problems since the problem size grows exponentially with the number of stages, they are non-convex due to ... -
The value of multi-stage stochastic programming in risk-averse unit commitment under uncertainty
Mahmutoğulları, Ali İrfan; Ahmed, S.; Çavuş, Özlem; Aktürk, M. Selim (IEEE, 2019)Day-ahead scheduling of electricity generation or unit commitment is an important and challenging optimization problem in power systems. Variability in net load arising from the increasing penetration of renewable technologies ...