Selected Publications

2021

• Games with distributionally robust joint chance constraints, Peng Shen, Abdel Lisser, Vikas Vikram Singh, Nalin Gupta, Eshan Balachandar, To appear in Optimization Letters. 
• An equivalent mathematical program for games with random constraints, Vikas Vikram Singh, Abdel Lisser, Monika Arora, Accepted in Statistics and Probability Letters.

2020

• A sparse chance constrained portfolio selection model with multiple constraints, Zhiping Chen, Shen Peng, Abdel Lisser, J. Glob. Optim. 77(4): 825-852 (2020).
• Rectangular chance constrained geometric optimization, Jia Liu, Shen Peng, Abdel Lisser, Zhiping Chen, Optim Eng 21, 537-566 (2020).

2019

• Notoriously hard (mixed-)binary QPs: empirical evidence on new completely positive approaches, Immanuel M. Bomze, Jianqiang Cheng, Peter J.C. Dickinson, Abdel Lisser, Jia Liu, Computational Management Science 16(4): 593-619 (2019).
• A second-order cone programming formulation for two player zero-sum games with chance constraints, Vikas Vikram Singh, Abdel Lisser, European Journal of Operational Research 275(): 839-845 (2019).
• Partial Sample Average Approximation Method for Chance Constrained Problems, Jianqiang Cheng, Céline Gicquel, Abdel Lisser, Optimization Letters 13(4): 839-672 (2019).
• Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR Problems with Unknown Mean and Variance, Jia Liu, Zhiping Chen, Abdel Lisser, Zhujia Xu, Applied Math. & Optimization 79(3): 671-693 1-23 (2019).

2018

• General sum games with joint chance constraints, Peng Shen, Vikas Vikram Singh, Abdel Lisser, Operations Research Letters 46(5): 482-486 (2018).
• Variational Inequality formulation for the games with random payoffs, Vikas Vikram Singh, Abdel Lisser, Journal of Global Optimization 72(4): 743-760 (2018).
• A Characterization of Nash Equilibrium for the Games with Random Payoffs, Vikas Vikram Singh, Abdel Lisser, Journal of Optimization Theory and Applications 178(3): 998-1013 (2018).
• Improved solution strategies for dominating trees, Pablo Adasme, Rafael Andrade, Janny Leung, Abdel Lisser, Expert Systems With Applications 100:30-40 (2018).
• Ordering protein contact matrices, Chuan Xu, Guillaume Bouvier, Benjamin Bardiaux, Michael Nilges, Thérèse Malliavin, Abdel Lisser, Computational and Structural Biotechnology 16:140-156 (2018).

2017

• A fresh CP look at mixed-binary QPs: New formulations and relaxations, Immanuel M. Bomze, Jianqiang Cheng, Peter J.C. Dickinson, Abdel Lisser, Math. Program., Ser. A (2017) 166:159-184.
• Distributionally robust chance-constrained games: Existence and characterization of Nash equilibrium, Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Optimization Letters 11(7): 1385-1405 (2017).
• Solving Chance-Constrained Games Using Complementarity Problems, Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Communications in Computer and Information Science 695:52-67 (2017).
• Minimum cost dominating tree sensor networks under probabilistic constraints, Pablo Adasme, Rafael Andrade, Abdel Lisser, Computer Networks 112: 208-222 (2017).
• On a Traveling Salesman based Bilevel Programming Problem, Pablo Adasme, Rafael Andrade, Janny Leung, Abdel Lisser, ICORES 2017: 329-336 (2017).
• Editorial: Stochastic programming – a theoretical field or relevant for managers, Asgeir Tomasgard, Abdel Lisser, Patrizia Beraldi, Vittorio Moriggia, IMA Journal of Management Mathematics 28 (1): 3-4 (2017).
• Stochastic knapsack problem: Application to transportation problems, Stefanie Kosuch, Marc Letournel, Abdel Lisser, Pesquisa Operacional 37(3): 1-17 (2017).

2016

• Stochastic geometric optimization with joint probabilistic constraints, Jia Liu, Abdel Lisser, Zhiping Chen, Operations Research Letters 44(5): 687-691 (2016).
• Stochastic geometric programming with joint probabilistic constraints, Jia Liu, Abdel Lisser, Zhiping Chen, Electron. Notes Discret. Math. 55: 49-52 (2016).
• Existence of Nash equilibrium for chance-constrained games, Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Operations Research Letters 44(5): 640-644 (2016).
• New reformulations of distributionally robust shortest path problem, Jianqiang Cheng, Janny Leung, Abdel Lisser, Computers & OperationsResearch 74: 196-204 (2016).
• Random-payoff two-person zero-sum game with joint chance constraints, Jianqiang Cheng, Janny Leung, Abdel Lisser, European Journal of Operational Research 252(1): 213-219 (2016).
• A Computational Study for Bilevel Quadratic Programs using Semidefinite Relaxations, Pablo Adasme, Abdel Lisser, European Journal of Operational Research 254(1): 9-18 (2016). Detailed numerical results.
• Stochastic nonlinear resource allocation problem, Jianqiang Cheng, Abdel Lisser, Janny Leung, Electronic Notes in Discrete Mathematics 52: 165-172 (2016).
• Equivalent nonlinear complementarity problem for chance-constrained games, Vikas Vikram Singh, Oualid Jouini, Abdel Lisser, Electronic Notes in Discrete Mathematics 55: 151-154 (2016).
• Uplink scheduling for joint wireless orthogonal frequency and time division multiple access networks, Pablo Adasme, Abdel Lisser, J. Scheduling 19(3): 349-366 (2016).
• Resource allocation in uplink wireless multi-cell OFDMA networks, Pablo Adasme, Janny Leung, Abdel Lisser, Computer Standards & Interfaces 44: 274-289 (2016).
• Models for minimum cost dominating trees, Pablo Adasme, Rafael Andrade, Janny Leung, Abdel Lisser, Electronic Notes in Discrete Mathematics 52: 101-107 (2016).

2015

• Chance constrained 0-1 quadratic programs using copulas, Jianqiang Cheng, Michal Houda, Abdel Lisser, Optimization Letters 9(7): 1283-1295 (2015).
• Stochastic maximum weight forest problem, Pablo Adasme, Rafael Andrade, Marc Letournel, Abdel Lisser, Networks 65(4): 289-305 (2015).
• Maximum probability shortest path problem, Jianqiang Cheng and Abdel Lisser, Discrete Applied Mathematics 192: 40-48 (2015).
• Generating cutting planes for the semidefinite relaxation of quadratic programs, Agnès Gorge, Abdel Lisser and Riadh Zorgati, Computers & OR 55: 65-75 (2015).
• Jamming Attacks Reliable Prevention in a Clustered Wireless Sensor Network, Claudio Valencia Cordero, Abdel Lisser, Wireless Personal Communications 85(3): 925-936 (2015).
• Stochastic Semidefinite Optimization Using Sampling Methods, Chuan Xu, Jianqiang Cheng, Abdel Lisser, Operations Research and Enterprise Systems 577: 93-103 (2015).
• Archimedean Copulas in Joint Chance-Constrained Programming, Michal Houda, Abdel Lisser, Operations Research and Enterprise Systems 509: 126-139 (2015).
• Scheduling Problem in Call Centers with Uncertain Arrival Rates Forecasts – A Distributionally Robust Approach, Mathilde Excoffier, Céline Gicquel, Oualid Jouini, Abdel Lisser, ICORES 2015: 5-13, 2015.
• A Sampling Method to Chance-constrained Semidefinite Optimization, Chuan Xu, Jianqiang Cheng, Abdel Lisser, ICORES 2015: 75-81, 2015.
• A Comparative Study of Network-based Approaches for Routing in Healthcare Wireless Body Area Networks, Pablo Adasme, Rafael Andrade, Janny Leung, Abdel Lisser, ICORES 2015: 125-132, 2015.
• Piecewise Linear Formulations for Downlink Wireless OFDMA Networks, Pablo Adasme, Abdel Lisser, MobiWIS 2015: 102-114, 2015.

2014

• Distributionally Robust Stochastic Knapsack Problem, Jianqiang Cheng, Erick Delage and Abdel Lisser, SIAM Journal on Optimization 24(3): 1485-1506 (2014).
• An evaluation of semidefinite programming based approaches for discrete lot-sizing problems, C. Gicquel, A. Lisser and M. Minoux, European Journal of Operational Research 237(2): 498-507 (2014).
• Stochastic and Semidenite Optimization for Scheduling in Orthogonal Frequency Division Multiple Access Networks, P. Adasme and A. Lisser, J. Scheduling 17(5): 445-469 (2014).
• A chance constrained approach for uplink wireless OFDMA networks, Belarmino Nunez, Pablo Adasme, Ismael Soto, Jianqiang Cheng, Marc Letournel, Abdel Lisser, CSNDSP 2014: 754-757, 2014.
• On the Use of Copulas in Joint Chance-constrained Programming, Michal Houda, Abdel Lisser, ICORES 2014: 72-79, 2014.
• A Stochastic Programming Approach for Staffing and Scheduling Call Centers with Uncertain Demand Forecasts, Mathilde Excoffier, Céline Gicquel, Oualid Jouini, Abdel Lisser, ICORES 2014: 80-88, 2014.
• The p-Median Problem with Concave Costs,Chuan Xu, Abdel Lisser, Janny Leung, Marc Letournel, ICORES 2014: 205-212, 2014.
• A Multicommodity Formulation for Routing in Healthcare Wireless Body Area Networks, Pablo Adasme, Abdel Lisser, Chuan Xu, ICORES 2014: 409-416, 2014.
• Stochastic Resource Allocation for Uplink Wireless Multi-cell OFDMA Networks, Pablo Adasme, Abdel Lisser, Chen Wang MobiWIS 2014: 100-113, 2014.

2013

• A completely positive representation of 0-1 linear programs with joint probabilistic constraints, Jianqiang Cheng and Abdel Lisser, Oper. Res. Lett. 41(6): 597-601 (2013).
• Distributionally robust stochastic shortest path problem, Jianqiang Cheng, Abdel Lisser and Marc Letournel, Electronic Notes in Discrete Mathematics 41: 511-518 (2013).
• Bandwidth, Vertex Separators, and Eigenvalue Optimization, F. Rendl, A. Lisser and M. Piacentini, Discrete Geometry Optimization, Fields Institute Communications 69, DOI 10.1007/978-3-319-00200-2_14, pp.249-265, Springer 2013.
• Stochastic Frequency Assignment Problem, W. Benajam, A. Gaivoronski, and A. Lisser, Stochastic Programming Applications in Finance, Energy, Planning and Logistics, World Scientific Series in Finance, Ed. H.I. Gassmann, W.T. Ziemba, pp. 487-512, 2013.
• A Distributionally Robust Formulation for Stochastic Quadratic Bi-level Programming, Pablo Adasme, Abdel Lisser, Chen Wang, ICORES 2013: 24-31, 2013.

2012

• A second-order cone programming approach for linear programs with joint probabilistic constraints, J. Cheng and A. Lisser, Operations Research Letters, Vol. 40, N. 5, pp. 325-328, 2012.
• Stochastic nuclear outages semidefinite relaxations, Agnès Gorge, Abdel Lisser and Riadh Zorgati, Computational Management Science, Vol. 9, N. 3, 363-379, 2012.
• Multi-service multi-facility network design under uncertainty, R. Andrade, A. Lisser and N. Maculan, Annals of Operation Research, Vol. 199, N. 1, pp. 157-178, 2012.
• On a stochastic bilevel programming problem, S. Kosuch, P. Le Bodic, J. Leung and A. Lisser, Networks, Vol. 59, Issue 1, pp. 107-116, 2012.
• A Quadratic Semidefinite Relaxation Approach for OFDMA Resource Allocation, P. Adasme, A. Lisser and I. Soto, Networks, Vol. 59, Issue 1, pp. 3-12, 2012.
• A Semidefinite Relaxation Approach for Stochastic Bilevel Programming, Pablo Adasme, Abdel Lisser, CTW 2012: 5-8,2012.
• Maximum Probability Problem in Stochastic Programming, Jianqiang Cheng, Abdel Lisser, CTW 2012: 76-79, 2012.
• Stochastic Shortest Path Problem with Uncertain Delays, Jianqiang Cheng, Stefanie Kosuch, Abdel Lisser, ICORES 2012: 256-264, 2012.
• Semidefinite Relaxations for the Scheduling Nuclear Outages Problem, Abdel Lisser, Agnès Gorge, Riadh Zorgati, ICORES 2012: 386-391, 2012.
• A Second-Order Cone Programming Approximation to Joint Chance-Constrained Linear Programs,Jianqiang Cheng, Céline Gicquel, Abdel Lisser, ISCO 2012: 71-80, 2012.
• Semidefinite Relaxations for Mixed 0-1 Second-Order Cone Program, Agnès Gorge, Abdel Lisser, Riadh Zorgati, ISCO 2012: 81-92, 2012.

2011

• Robust semidefinite relaxations for a quadratic OFDMA resource allocation scheme, Pablo Adasme, Abdel Lisser and Ismael Soto, Computers & OR, Vol. 38, N. 10, pp. 1377-1399, 2011.
• On two-stage stochastic knapsack problems, S. Kosuch and A. Lisser, Discrete Applied Mathematics, Vol. 159, N. 16, pp. 1827-1841, 2011.
• Knapsack problem with probability constraints, Alexei Gaivoronski, Abdel Lisser and Rafael Lopez, Journal of Global Optimization, Volume 49, Number 3, 397-413, 2011.
• A Two Stage Stochastic Semidefinite Relaxation for wireless OFDMA Networks, Pablo Adasme, Abdel Lisser and Ismael Soto, Electronic Notes in Discrete Mathematics 37, 69-74, 2011.
• Tight lower bounds by semidefinite relaxations for the discrete lot-sizing and scheduling problem with sequence-dependent changeover costs, Céline Gicquel, Abdel Lisser, OR 2011: 421-426, 2011.
• Computing Upper Bounds for a LBPP with and without Probabilistic Constraints, Hugo Rodríguez, Pablo Adasme, Abdel Lisser, Ismael Soto, INOC 2011: 620-625, 2011.

2010

• Stochastic Quadratic Knapsack with Recourse, Abdel Lisser and Rafael Lopez, Electronic Notes in Discrete Mathematics, Vol. 36, pp. 97-104, 2010.
• Semidefinite and Conic Programming for Robust wireless OFDMA networks, Pablo Adasme, Abdel Lisser and Ismael Soto, Electronic Notes in Discrete Mathematics, Vol. 36, pp. 1225-1232, 2010.
• Stochastic Shortest Path Problem with Delay Excess Penalty, Stefanie Kosuch and Abdel Lisser, Electronic Notes in Discrete Mathematics, Vol. 36, pp. 511-518, 2010.
• Upper bounds for the stochastic knapsack problem and a B&B algorithm, Stefanie Kosuch and Abdel Lisser, Annals of OR, Vol. 176, pp. 77-93, 2010.
• Application of Semidefinite relaxation and VNS for multiuser detection in synchronous CDMA, Abdel Lisser and Rafael Lopez, Networks, Vol. 5, N° 3, pp. 187-193, 2010.
• Semidenite Programming for Stochastic Wireless OFDMA Networks, Pablo Adasme, Abdel Lisser, CTW 2010: 1-4, 2010.
• On a Stochastic Knapsack Problem, Stefanie Kosuch, Marc Letournel, Abdel Lisser, CTW 2010: 111-114, 2010.

Selected older publications

• Nonoriented Multicommodity Flow Problems, Pierre Chardaire and Abdel Lisser, Encyclopedia of Optimization 2009: 2647-2651, 2009.
• On a Two-Stage Stochastic Knapsack Problem with Probabilistic Constraint, Stefanie Kosuch and Abdel Lisser, CTW 2009: 140-143, 2009.
• Enhancing a B&B Algorithm for Two Stage Stochastic Integer Network Design based Models, Rafael C. Andrade, Abdel Lisser, Gerard Plateau and Nelson Maculan, Management Science, Vol. 52, N° 9, pp. 1450-1455, 2006.
• Multicommodity Flow Problems and decomposition in Telecommunications Networks, Abdel Lisser and Philppe Mahey, Handbook of Optimization in Telecommunications, Springer Science, Ed. M. Resende and P.M. Pardalos, pp. 241-267, 2006.
• B&B Frameworks for the Capacity Expansion of High Speed Telecommunication Networks Under Uncertainty, Rafael C. Andrade, Abdel Lisser, Gerard Plateau and Nelson Maculan, AOR, Vol. 140, pp. 49-65, (1) 2005.
• Telecommunication network capacity design for uncertain demand, Rafael C. Andrade, Abdel Lisser, Gerard Plateau and Nelson Maculan, COAP, Vol. 29, pp. 127-146, 2004.
• Telecommunication clustering using linear and semidefinite programming, Abdel Lisser and Franz Rendl, Mathematical Programming, Vol. 95, pp. 91-101, 2003.
• Non-oriented multicommodity flow problems, Pierre Chardaire and Abdel Lisser, Handbook on Applied Optimization, Kluwer Academic Publisher, Ed. M. Resende and P.M. Pardalos, pp. 404-422, 2002.
• Simplex and interior point specialization algorithms for solving non-oriented multicommodity flow problems, Pierre Chardaire and Abdel Lisser, Operations Research, 50, (2)2002.
• Column generation method for network design, Nelson Maculan, Marcos M. Passini, Jose M. Brito and Abdel Lisser,Transportation and Network Analysis, Ed. M. Gendreau et P. Marcotte, pp. 165-179, 2002.
• Minimum cost multicommodity flow, Pierre Chardaire and Abdel Lisser, Kluwer Academic Publisher, Ed. C.A. Floudas and P.M. Pardalos, Vol. 4, pp. 92-97, 2001.