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John Birge
John Birge
Professor of Operations Management, University of Chicago Booth School of Business
Verified email at chicagobooth.edu
Title
Cited by
Year
A Dantzig-Wolfe decomposition variant equivalent to basis factorization
JR Birge
Mathematical Programming Essays in Honor of George B. Dantzig Part I, 43-64, 1985
191985
A general approach to convergence properties of some methods for nonsmooth convex optimization
JR Birge, L Qi, Z Wei
Applied Mathematics and Optimization 38, 141-158, 1998
171998
A high-fidelity model to predict length of stay in the neonatal intensive care unit
K Wang, W Hussain, JR Birge, MD Schreiber, D Adelman
INFORMS journal on computing 34 (1), 183-195, 2022
72022
A Lagrangian relaxation approach coupled with heuristic techniques for solving the unit committment [sic] problem
S Takriti, JR Birge, E Long
21997
A model for tax advantages of portfolios with many assets
JR Birge, S Yang
Journal of Banking & Finance 31 (11), 3269-3290, 2007
82007
A MODEL FOR! 1DE-AREA PATROL POLICY EVALUATION
SM Pollock, JR Birge, WJ Hopp
41982
A Multicut Algorithm for Two-Stage Stochastic Linear Program: European Journal of Operational Research, 34, 384-392.
F Louveaux, J Birge
1988
A multicut algorithm for two-stage stochastic linear programs
JR Birge, FV Louveaux
European Journal of Operational Research 34 (3), 384-392, 1988
7331988
A new method for nonsmooth convex optimization.
Z Wei, L Qi, JR Birge
Journal of Inequalities and Applications [electronic only] 2, 157-179, 1998
171998
A parallel implementation of the nested decomposition algorithm for multistage stochastic linear programs
JR Birge, CJ Donohue, DF Holmes, OG Svintsitski
Mathematical Programming 75 (2), 327-352, 1996
1581996
A quadratic recourse function for the two-stage stochastic program
JR Birge, SM POLLACK
8*1995
A quadratic recourse function for the two-stage stochastic program John R. Birge, Stephen M. Pollock, and Liqun Qi.
JR Birge, SM Pollock, L Qi
1995
A separable piecewise linear upper bound for stochastic linear programs
JR Birge, SW Wallace
Monterey, California. Naval Postgraduate School, 1987
31987
A separable piecewise linear upper bound for stochastic linear programs
JR Birge, SW Wallace
SIAM Journal on Control and Optimization 26 (3), 725-739, 1988
931988
A simplified proof of the general convergence of affine scaling
JR Birge, CH Rosa
21991
A standard input format for computer codes which solve stochastic programs with recourse and a library of utilities to simplify its use
J Edwards, JR Birge, AJ King, JL Nazareth
WP-85-003, 1985
151985
A standard input format for multiperiod stochastic linear programs
JR Birge, MAH Dempster, HI Gassmann, E Gunn, AJ King, SW Wallace
WP-87-118, 1987
1861987
A startup procedure for process industries using a multiple objective nonlinear program
HB Nembhard, JR Birge
IIE transactions 30 (4), 291-300, 1998
131998
A stochastic electricity market clearing formulation with consistent pricing properties
VM Zavala, K Kim, M Anitescu, J Birge
Operations Research 65 (3), 557-576, 2017
992017
A stochastic model for the unit commitment problem
S Takriti, JR Birge, E Long
IEEE Transactions on Power Systems 11 (3), 1497-1508, 1996
7801996
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