Professor
Department of Industrial and Systems Engineering
Discovery Fellow, Wisconsin Institute for Discovery
University of Wisconsin-Madison
Madison, WI 53706
R. Chen and J. Luedtke, "Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables", Integer Programming and
Combinatorial Optimization (IPCO) 2022, Eindhoven, The Netherlands (2022). Preprint
R. Kannan, J. Luedtke, and L. Roald, "Stochastic DC optimal power flow
with reserve saturation", XXI Power Systems Control Conference (PSCC), Porto, Portugual (2020) Preprint.
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, “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).
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).
Rohit Kannan. Current position: Assistant Professor, Virginia Tech
Conghan Lim. Current position: AI Resident, Uber ATG
Former PhD students (primary advisor)
Akhilesh Soni (co-advised with Jeff Linderoth), PhD 2023.
Current position: Amazon.
Rui Chen, PhD 2021. Current position:
Postdoc, Cornell Tech.
Eli Towle, PhD 2019. Current position: Optimization Support
Engineer, Gurobi Optimization.
Amanda Smith, PhD 2018. Current position: Associate Chair
for Undergraduate Affairs, Department of Industrial and Systems Engineering, University of Wisconsin-Madison.
Thai Dinh, MS 2016. Current position: Director of Data Science,
Visa, Inc.
Merve Bodur, PhD 2015. Current position: Assistant
Professor, Department of Mechanical and Industrial Engineering, University of Toronto.
Mahdi Hamzeei, PhD 2014. Current position: Senior Data Scientest, Precima.
Yongjia Song, PhD 2013. Current position: Assistant
Professor, Department of Industrial Engineering, Clemson University.
Former PhD students (co-advisor)
Mahdi Namazifar, PhD 2013 (co-advised with Jeff Linderoth). Current
position: Senior Data Scientist, Twitter Cortex and CUAD.
Srikrishna Sridhar, PhD 2014 (co-advised with Jeff Linderoth and Stephen Wright). Current position: Engineering
Manager, Apple.
Current Research Projects:
"A Polyhedral Approach for Multi-Parametric Linear Programming", Air Force Office of Scientific Research, co-PI,
with C.~Michini (PI), 7/2023 - 7/2026, \$587,381.
"New Methods for Stochastic Integer Programming: Exploiting Connections to Machine Learning", Office of Naval Research, PI, 2/2021 - 1/2024, $453,124.
"SaTC: CORE: Medium: An Optimization Framework for Identifying Dynamic Risk Management Practices", National Science
Foundation (DMS - Secure & Trustworthy Cyberspace), co-PI, with L. Albert (PI), 10/1/2020 - 9/30/2024, $1,200,000.
"Integer Programming for Mixture Matrix Completion", co-PI, American Family Data Science Institute, with J. Linderoth (PI) and D. Pimentel-Alcaron,
9/1/2020 - 8/31/2022, \$149,999.
Completed Research Projects:
"MACSER: Multifaceted Mathematics for Rare, High-Impact Events in Complex Energy and Environment Systems",
UW-Madison Principal Investigator, Department of Energy Office of Science, Advance Scientific Computing Research
program. Subcontract through Argonne National Laboratory. With co-PI's M. Ferris, J. Linderoth, L. Roald, S. Wright,
V. Zavala. 9/2017 - 8/2023, $600,000 per year (UW-Madison amount).
“Scalable Methods for Solving Stochastic Mixed-Integer Programs”, National Science Foundation, Principal
Investigator, with co-PI’s J. Linderoth and S. Wright, 9/1/2016 – 8/31/2020, $399,563.
“Large-scale Stochastic Mixed-Integer Nonlinear Programming," ExxonMobil Upstream Research Corporation, co-Principal Investigator with J. Linderoth (PI) and S. Wright (co-PI). 12/2010 – 12/2019.
“SBE: Small: An Optimization Framework for Prioritizing Cyber-security Mitigations for Securing Information
Technology Infrastructure,” National Science Foundation, (SES-Division of Social and Economic Sciences), co-PI with L.
Albert (PI), 8/2014 – 7/2019, $447,828.
“Multifaceted Mathematics Center for Complex Energy Systems" Department of Energy Office of Science, Advance Scientific Computing Research program. Subcontract through Argonne National Laboratory. With M. Ferris (PI), and co-PI's C. Demarco, B. Lesieutre, J. Linderoth, S. Wright. 9/2012 - 8/2017, $750,000 per year.
“Strengthened Benders Cuts for Stochastic Integer Programs with Continuous Recourse”, Office of Naval Research, Principal Investigator, 5/1/2015 – 4/30/2017, $90,002.
“Collaborative Research: Staffing and Routing in Service Systems with Uncertain Arrival Rates: An Integrated Stochastic Programming and Asymptotic Analysis Approach," Principal Investigator in collaboration with T. Tezcan (Simon School of Business, University of Rochester), National Science Foundation (CMMI-SES), 10/2011 - 9/2014, $206,141 (UW portion).
“CAREER: Risk Management via Stochastic Programming: Models, Computation, and Applications," National Science Foundation (CMMI-OR), Principal Investigator, 2/2010 - 1/2015, $400,000.
“MINOTAUR: A New Toolkit for Solving Mixed-Integer and Nonlinear Optimization Problems,” Department of Energy (funded via Argonne National Lab subcontract), co-Principal Investigator with J. Linderoth (PI), 10/2011 - 9/2013, $175,878.
“A Stochastic and Integer Programming Approach to Service Systems Scheduling Under Arrival Rate Uncertainty," University of Wisconsin-Madison Graduate School Research Committee, Principal Investigator, 9/2011 – 8/2012, $34,382.
“Collaborative Research: Next-Generation Solvers for Mixed-Integer Nonlinear Programs: Structure, Search and
Implementation,'' Department of Energy (DE-PS02-08ER08-13), co-Principal Investigator with J. Linderoth (PI), $528,476,
8/08 - 8/12.
“Collaborative Research: Next-Generation Solvers for Mixed-Integer Nonlinear Programs: Structure, Search and Implementation,'' National Science Foundation (CCF-0830153), co-Principal Investigator with J. Linderoth (PI), $199,997, 1/09 - 1/13.
“Warehouse Management for Hy-Vee Flow Through System,” Hy-Vee, Inc., co-Principal Investigator with R. Veeramani (PI), 5/2008 – 4/2009, $84,948.
Associate editor, Journal of Optimization Theory and Applications, 2011 - 2016.
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 right-hand side randomness instancs in "A branch-and-cut decomposition algorithm for solving
chance-constrained mathematical programs with finite support,"
Mathematical Programming, 146:219-244, (2014): Download here.
Data for paper "An integer programming approach
for linear programs with probabilistic constraints," by Luedtke, Ahmed and
Nemhauser, Mathematical Programming, 122:247-272 (2010): Download here.
Online supplement for "A branch-and-cut decomposition algorithm for solving
chance-constrained mathematical programs with finite support,"
Mathematical Programming, 146:219-244, (2014): Download here.