Georgia Tech Center for Process System Engineering

Shabbir Ahmed
ISyE Faculty Profile

Dr. Shabbir Ahmed is an Assistant Professor in ISyE. He received a Ph.D. in Industrial Engineering from the University of Illinois at Urbana-Champaign in 2000. He holds a MS in Industrial Engineering from the University of Illinois and a B.Eng. in Mechanical Engineering from the Bangladesh University of Engineering & Technology. Dr. Ahmed's research interests are in stochastic programming and computational optimization with applications in facility location, network design, capacity planning, and finance. He has on-going collaborations with the IBM T. J. Watson research center on the development of optimization models and algorithms for semiconductor tool planning and pricing of supply contracts. Dr. Ahmed's honors include the Dantzig Dissertation award from the Institute of Operations Research and Management Science and a doctoral fellowship from IBM Research division.

Current Projects

Stochastic lot-sizing problems
Risk modelling in stochastic programming
Polyhedral study of stochastic integer programs

Current Students

Ulas Cakmak (co-advising with A. Shapiro)
Myun-Seok Cheon (co-advising with F. Al-Khayyal)
Deniz Dogan (co-advising with A. Kleywegt and A. Shapiro)
Renan Garcia (co-advising with G. Nemhauser)
Yongpei Guan (co-advising with G. Nemhauser)
Kai Huang
Amandeep Parmar
Wei Wang

Publications

Journal Papers

Submitted:

S. Ahmed. " Mean-risk objectives in stochastic programming ," submitted for publication, 2004.
Y. Guan, S. Ahmed and G.L. Nemhauser. " A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem ," submitted for publication, 2004.
S. Takriti and S. Ahmed. " Managing Short-Term Electricity Contracts under Uncertainty: A Minimax Approach ," submitted for publication, 2002.
S. Ahmed and A. Shapiro. " The Sample Average Approximation Method for Stochastic Programs with Integer Recourse ," submitted for publication, 2002.
S. Ahmed and N. V. Sahinidis. " Selection, Acquisition, and Allocation of Manufacturing Technology in a Multi-Product Environment ,'' submitted for publication, 2000.
S. Ahmed and M. A. Haque. "Multi-facility Retail Locationing Using p-Choice Models,'' submitted for publication, 2001.

Accepted/Published:

S. Ahmed and Y. Guan. "The Inverse Optimal Value Problem," accepted for publication in Mathematical Programming , 2004.
T. Santoso, S. Ahmed, M. Goetschalckx, and A. Shapiro. "A Stochastic Programming Approach for Supply Chain Network Design under Uncertainty," accepted for publication in the European Journal of Operational Research , 2004.
A. Shapiro and S. Ahmed. "On a class of minimax stochastic programs," accepted for publication in SIAM Journal of Optimization , 2004.
S. Takriti and S. Ahmed. "On Robust Optimization of Two-Stage Systems," Mathematical Programming , vol.99, pp.109-126, 2004.
S. Ahmed, M. Tawarmalani, and N. V. Sahinidis. "A Finite Branch and Bound Algorithm for Two-stage Stochastic Integer Programs,'' accepted for publication in Mathematical Programming , 2003.
S. Ahmed and R. Garcia. "Dynamic Capacity Acquisition and Assignment under Uncertainty," Annals of Operations Research , vol.124, pp. 267-283, 2003.
B. Verweij, S. Ahmed, A. J. Kleywegt, G. Nemhauser, and A. Shapiro. "The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study," Computational and Applied Optimization , vol.24, pp.289-333, 2003.
G. Parija, S. Ahmed, and A. J. King. "Bridging the Gap between Stochastic Integer Programming and Mixed-Integer Solver Technologies," INFORMS Journal on Computing , vol.16, 2004.
S. Ahmed and N. V. Sahinidis. "An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion,'' Operations Research , vol.51, pp.461-471, 2003.
S. Ahmed, A. J. King, and G. Parija. "A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty,'' Journal of Global Optimization , vol. 26, pp.3-24, 2003.
M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. "Product Disaggregation and Relaxations of Mixed-Integer Rational Programs," Optimization and Engineering , vol.3, no. 3, pp. 281-303, 2002.
M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. "Global Optimization of 0-1 Hyperbolic Programs,'' Journal of Global Optimization , vol. 24, no. 2, pp. 385-417, 2002.
S. Ahmed and N. V. Sahinidis. "Analytical Investigations of the Process Planning Problem,'' Computers & Chemical Engineering , vol. 23, pp. 1605-1621, 2000.
S. Ahmed, N. V. Sahinidis, and E. N. Pistikopoulos. "An Improved Decomposition Algorithm for Process Planning under Uncertainty,'' Computers & Chemical Engineering, vol. 23, pp. 1589-1604, 2000.
S. Ahmed and N. V. Sahinidis. "Robust Process Planning under Uncertainty,'' Industrial & Engineering Chemistry Research , vol. 37, pp. 1883-1892, 1998.
Book Chapters
S. Ahmed and N. V. Sahinidis. "Techniques in Long Range Planning of Chemical Manufacturing Systems," in Computer-Aided Design, Engineering, and Manufacturing: Systems Techniques and Applications, Volume V: The Design of Manufacturing Systems, C. T. Leondes (ed.), CRC Press LLC, Boca Raton, FL, pp.1-25, 20001.
S. Ahmed and N. V. Sahinidis. "Chemical Process Planning,'' in The Encyclopedia of Optimization, C. A. Floudas and P. M. Pardalos (eds.), Kluwer Academic Publishers, Vol.1, pp.246-252, 2001.

Reports

S. Ahmed. "Review of Introduction to Stochastic Programming by J. R. Birge and F. Louveaux.'' Interfaces, vol. 28, pp. 79, 1998.
A. J. King, S. Takriti, and S. Ahmed. " Issues in Risk Modeling for Multi-Stage Systems ," IBM Research Report No. RC-20993, 1997.
S. Ahmed. " Semiconductor Tool Planning via Multi-Stage Stochastic Programming ," Proceedings of the International Conference on Modeling and Analysis in Semiconductor Manufacturing, Mackulak et al. (eds.), pp. 153-157, 2002.

Patents

Software


				Center for Process Systems Engineering School of Chemical & Biomolecular Engineering Georgia Institute of Technology 311 Ferst Drive, N.W. • Atlanta, GA 30332-0100 Phone: 404-385-2148 • Fax: 404-894-2866 E-mail: jay.lee@chbe.gatech.edu



				Shabbir Ahmed ISyE Faculty Profile Dr. Shabbir Ahmed is an Assistant Professor in ISyE. He received a Ph.D. in Industrial Engineering from the University of Illinois at Urbana-Champaign in 2000. He holds a MS in Industrial Engineering from the University of Illinois and a B.Eng. in Mechanical Engineering from the Bangladesh University of Engineering & Technology. Dr. Ahmed's research interests are in stochastic programming and computational optimization with applications in facility location, network design, capacity planning, and finance. He has on-going collaborations with the IBM T. J. Watson research center on the development of optimization models and algorithms for semiconductor tool planning and pricing of supply contracts. Dr. Ahmed's honors include the Dantzig Dissertation award from the Institute of Operations Research and Management Science and a doctoral fellowship from IBM Research division. Current Projects Stochastic lot-sizing problems Risk modelling in stochastic programming Polyhedral study of stochastic integer programs Current Students Ulas Cakmak (co-advising with A. Shapiro) Myun-Seok Cheon (co-advising with F. Al-Khayyal) Deniz Dogan (co-advising with A. Kleywegt and A. Shapiro) Renan Garcia (co-advising with G. Nemhauser) Yongpei Guan (co-advising with G. Nemhauser) Kai Huang Amandeep Parmar Wei Wang Publications Journal Papers Submitted: S. Ahmed. " Mean-risk objectives in stochastic programming ," submitted for publication, 2004. Y. Guan, S. Ahmed and G.L. Nemhauser. " A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem ," submitted for publication, 2004. S. Takriti and S. Ahmed. " Managing Short-Term Electricity Contracts under Uncertainty: A Minimax Approach ," submitted for publication, 2002. S. Ahmed and A. Shapiro. " The Sample Average Approximation Method for Stochastic Programs with Integer Recourse ," submitted for publication, 2002. S. Ahmed and N. V. Sahinidis. " Selection, Acquisition, and Allocation of Manufacturing Technology in a Multi-Product Environment ,'' submitted for publication, 2000. S. Ahmed and M. A. Haque. "Multi-facility Retail Locationing Using p-Choice Models,'' submitted for publication, 2001. Accepted/Published: S. Ahmed and Y. Guan. "The Inverse Optimal Value Problem," accepted for publication in Mathematical Programming , 2004. T. Santoso, S. Ahmed, M. Goetschalckx, and A. Shapiro. "A Stochastic Programming Approach for Supply Chain Network Design under Uncertainty," accepted for publication in the European Journal of Operational Research , 2004. A. Shapiro and S. Ahmed. "On a class of minimax stochastic programs," accepted for publication in SIAM Journal of Optimization , 2004. S. Takriti and S. Ahmed. "On Robust Optimization of Two-Stage Systems," Mathematical Programming , vol.99, pp.109-126, 2004. S. Ahmed, M. Tawarmalani, and N. V. Sahinidis. "A Finite Branch and Bound Algorithm for Two-stage Stochastic Integer Programs,'' accepted for publication in Mathematical Programming , 2003. S. Ahmed and R. Garcia. "Dynamic Capacity Acquisition and Assignment under Uncertainty," Annals of Operations Research , vol.124, pp. 267-283, 2003. B. Verweij, S. Ahmed, A. J. Kleywegt, G. Nemhauser, and A. Shapiro. "The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study," Computational and Applied Optimization , vol.24, pp.289-333, 2003. G. Parija, S. Ahmed, and A. J. King. "Bridging the Gap between Stochastic Integer Programming and Mixed-Integer Solver Technologies," INFORMS Journal on Computing , vol.16, 2004. S. Ahmed and N. V. Sahinidis. "An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion,'' Operations Research , vol.51, pp.461-471, 2003. S. Ahmed, A. J. King, and G. Parija. "A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty,'' Journal of Global Optimization , vol. 26, pp.3-24, 2003. M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. "Product Disaggregation and Relaxations of Mixed-Integer Rational Programs," Optimization and Engineering , vol.3, no. 3, pp. 281-303, 2002. M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. "Global Optimization of 0-1 Hyperbolic Programs,'' Journal of Global Optimization , vol. 24, no. 2, pp. 385-417, 2002. S. Ahmed and N. V. Sahinidis. "Analytical Investigations of the Process Planning Problem,'' Computers & Chemical Engineering , vol. 23, pp. 1605-1621, 2000. S. Ahmed, N. V. Sahinidis, and E. N. Pistikopoulos. "An Improved Decomposition Algorithm for Process Planning under Uncertainty,'' Computers & Chemical Engineering, vol. 23, pp. 1589-1604, 2000. S. Ahmed and N. V. Sahinidis. "Robust Process Planning under Uncertainty,'' Industrial & Engineering Chemistry Research , vol. 37, pp. 1883-1892, 1998. Book Chapters S. Ahmed and N. V. Sahinidis. "Techniques in Long Range Planning of Chemical Manufacturing Systems," in Computer-Aided Design, Engineering, and Manufacturing: Systems Techniques and Applications, Volume V: The Design of Manufacturing Systems, C. T. Leondes (ed.), CRC Press LLC, Boca Raton, FL, pp.1-25, 20001. S. Ahmed and N. V. Sahinidis. "Chemical Process Planning,'' in The Encyclopedia of Optimization, C. A. Floudas and P. M. Pardalos (eds.), Kluwer Academic Publishers, Vol.1, pp.246-252, 2001. Reports S. Ahmed. "Review of Introduction to Stochastic Programming by J. R. Birge and F. Louveaux.'' Interfaces, vol. 28, pp. 79, 1998. A. J. King, S. Takriti, and S. Ahmed. " Issues in Risk Modeling for Multi-Stage Systems ," IBM Research Report No. RC-20993, 1997. S. Ahmed. " Semiconductor Tool Planning via Multi-Stage Stochastic Programming ," Proceedings of the International Conference on Modeling and Analysis in Semiconductor Manufacturing, Mackulak et al. (eds.), pp. 153-157, 2002. Patents N/A Software N/A

Journal Papers

Book Chapters