Alper Atamtürk

University of California, Berkeley — United States

Mathematics · Physical Sciences

29h-index3.0kcitations123works0.02yr avg
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Research Topics

Advanced Optimization Algorithms Research(31), Vehicle Routing Optimization Methods(26), Sparse and Compressive Sensing Techniques(17), Risk and Portfolio Optimization(17), Complexity and Algorithms in Graphs(15)

Publications123 total

Fair and Accurate Regression: Strong Formulations and Algorithms
INFORMS Journal on Optimization·2026Open Access
Polyhedral analysis of quadratic optimization problems with Stieltjes matrices and indicators
Mathematical Programming·2025Open Access
New Penalized Stochastic Gradient Methods for Linearly Constrained Strongly Convex Optimization
Journal of Optimization Theory and Applications·2025
Airline Flight Network Expansion with Strategic Aircraft Leasing Decisions
SSRN Electronic Journal·2025Open Access
Fair and Accurate Regression: Strong Formulations and Algorithms
arXiv (Cornell University)·2024Open Access
Convexification of Multi-period Quadratic Programs with Indicators
arXiv (Cornell University)·2024Open Access
Polyhedral Analysis of Quadratic Optimization Problems with Stieltjes Matrices and Indicators
arXiv (Cornell University)·2024Open Access
On the softplus penalty for large-scale convex optimization
Operations Research Letters·2023
On the convex hull of convex quadratic optimization problems with indicators
Mathematical Programming·2023· 12 citedOpen Access
On the Softplus Penalty for Constrained Convex Optimization
arXiv (Cornell University)·2023Open Access
$$\mathbf {2\times 2}$$-Convexifications for convex quadratic optimization with indicator variables
Mathematical Programming·2023· 9 citedOpen Access
Supermodularity and valid inequalities for quadratic optimization with indicators
Mathematical Programming·2022· 15 citedOpen Access
State-driven Implicit Modeling for Sparsity and Robustness in Neural Networks
arXiv (Cornell University)·2022Open Access
Parabolic Relaxation for Quadratically-constrained Quadratic Programming -- Part II: Theoretical & Computational Results
arXiv (Cornell University)·2022Open Access
Parabolic Relaxation for Quadratically-constrained Quadratic Programming -- Part I: Definitions & Basic Properties
arXiv (Cornell University)·2022Open Access
New Penalized Stochastic Gradient Methods for Linearly Constrained Strongly Convex Optimization
arXiv (Cornell University)·2022Open Access
The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables
Operations Research Letters·2022· 4 citedOpen Access
Safe Screening for Logistic Regression with $\ell_0$-$\ell_2$ Regularization
arXiv (Cornell University)·2022Open Access
On the convex hull of convex quadratic optimization problems with indicators
arXiv (Cornell University)·2022Open Access
Safe Screening for Logistic Regression with ℓ –ℓ Regularization
2022· 4 cited
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Frequent Co-authors

Andrés Gómez(9), Martin Savelsbergh(5), Vishnu Narayanan(5), Si̇mge Küçükyavuz(5), Deepak Rajan(5), Javad Lavaei(4), George L. Nemhauser(3), M. Seli̇m Aktürk(3), Si̇nan Gürel(3), Salar Fattahi(3), Chen Chen(2), Shmuel S. Oren(2), Morteza Ashraphijuo(2), Oktay Günlük(2), Shaoning Han(2), Muhong Zhang(1), Gemma Berenguer(1), Zuo‐Jun Max Shen(1), Dorit S. Hochbaum(1), Pelin Damcı-Kurt(1)