Samid Hoda

Bound Improvement for LNG Inventory Routing

  • Kevin C Furman
  • Vikas Goel
  • Samid Hoda
  • Yufen Shao
    • Categories Applications - OR and Management Sciences, Supply Chain Management, Transportation

    Liquefied Natural Gas (LNG) is steadily becoming a common mode for commercializing natural gas. In this paper, we develop methods for improving both lower and upper bounds for a previously stated form of an LNG inventory routing problem. A Dantzig-Wolfe-based decomposition approach is developed for LNG inventory routing problem (LNG-IRP) attempting to overcome poor lower … Read more

    Smoothing techniques for computing Nash equilibria of sequential games

  • Andrew Gilpin
  • Javier F. Peña
  • Samid Hoda
    • Categories Convex Optimization, Game Theory Tags , ,

    We develop first-order smoothing techniques for saddle-point problems that arise in the Nash equilibria computation of sequential games. The crux of our work is a construction of suitable prox-functions for a certain class of polytopes that encode the sequential nature of the games. An implementation based on our smoothing techniques computes approximate Nash equilibria for … Read more

    A gradient-based approach for computing Nash equilibria of large sequential games

  • Andrew Gilpin
  • Javier F. Peña
  • Samid Hoda
    • Categories Convex Optimization, Game Theory, Linear Programming Tags , ,

    We propose a new gradient based scheme to approximate Nash equilibria of large sequential two-player, zero-sum games. The algorithm uses modern smoothing techniques for saddle-point problems tailored specifically for the polytopes used in the Nash equilibrium problem. CitationWorking Paper, Tepper School of Business, Carnegie Mellon UniversityArticleDownload View PDF