Publications

Published

  • Bertsimas, D., Saunders, Z., Shtern, S., “Multi-Target Tracking via Mixed Integer Optimization”, To appear in IEEE Transaction on Automatic Control, 2017.
  • Sabach, S., Shtern, S., “A First Order Method for Solving Convex Bi-Level Optimization Problems”, SIAM Journal on Optimization, Vol. 27(2), pp. 640–660, 2017. preprint
  • Beck, A., Shtern, S., “Linearly Convergent Away-Step Conditional Gradient for Non-strongly Convex Functions”, Mathematical programming, Vol. 164(1-2), pp 1–27, 2017. eprint
  • Shtern, S., Ben Tal, A., “A Semi-Denite Programming Approach for Robust Tracking”, Mathematical Programming, Vol. 156(1), pp. 615–656, 2015. preprint. The final publication is available at Springer via http://dx.doi.org/10.1007/s10107-015-0910-5 .
  • Shtern, S., Ben Tal, A., “Computational Method for Solving Nonconvex Block Constrained Quadratic Problems”, SIAM Journal on Optimization, Vol. 26(2), pp. 1174–1206, 2016.Technion Report IE/OR-2013-01. The final publication is available at http://epubs.siam.org/doi/pdf/10.1137/140976856 .
  • Ben Tal, A., Golany B. and Shtern S.,"Robust multi-echelon, multi period inventory control ". European Journal of Operational Research, Vol. 199, pp. 198-208, 2009.

In Review

  • Bertsimas, D., Shtern, S., "A Scalable Primal-Dual Algorithm for Two-Stage Adaptive Mixed-Integer Optimization",Submitted for publication, 2016

In Preperation

  • Bertsimas, D., Shtern, S., and Sturt, B.,“Sample Robust Optimization”, working paper, 2016.
  • Bertsimas, D., Van-Parys, B., Shtern, S., "Multi-Target Tracking via a Validation-Optimization Approach",working paper, 2016
  • Ben-Tal, A., Shtern, S., "A Robust-Optimization Interpertation of Set-Value Estimation: Deriving Old and New Results",working paper, 2014
  • Ozdaglar, A., Shtern, S., and Wei, E., "Network Topology Effects on Distributed Alternating Direction Method of Multipliers", LIDS report 2917,working paper, 2013

 

 

Theses

Ph.D. Thesis Robust Tracking via Semidefinite Programming and Noncovex Quadratically Constrained Quadratic Programming, under supervision of Prof. Aharon Ben-Tal, 2015.

 

Master’s Thesis Multi echelon robust supply chain control, under supervision of Prof. Aharon Ben-Tal and Prof. Boaz Golany, 2008.