FARNAZ HOOSHMAND KHALIGH
Assistant Professor
Department of Mathematics and Computer Science
Applied Mathematics
Department of Mathematics and Computer Science
Applied Mathematics
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Email:
f.hooshmand.khaligh
aut.ac.ir
aut.ac.irPhone:
02164545659
h-index (Scopus):
9
Citations (Scopus):
135
Supervised MSc Theses
#
Thesis title
By
Date
1
Identifying binding constraints using machine learning technique
Vista Farahi Far & Farnaz Hooshmand Khaligh
December 2022
2
SVM based approach for classification of imbalanced data
Mahya Hashemi & Farnaz Hooshmand Khaligh
October 2022
3
Feature selection in SVM classification approach
Mina Bolandi & Farnaz Hooshmand Khaligh
October 2022
4
Forecasting the stock price by machine learning methods
Maedeh Hosseini & Farnaz Hooshmand Khaligh
October 2022
5
Robustness to outliers in SVM classification approach
Anita Taherkhani & Farnaz Hooshmand Khaligh
September 2022
6
Vehicle routing and loading problem: model and solution method
Seyed Danial Mohseni & Farnaz Hooshmand Khaligh
January 2022
7
Sensor location problem on transportation network to recognize traffic flow
Fatemeh Vahdat Darband & Farnaz Hooshmand Khaligh
October 2021
8
Optimum portfolio based on index tracking
Shima Azartoosi & Farnaz Hooshmand Khaligh
October 2021
9
Clustering-based optimization approach to track the market index
Zahra Rasouli & Farnaz Hooshmand Khaligh
October 2021
10
Clustering problem with modularity density maximization criterion
Fariba Izadi & Farnaz Hooshmand Khaligh
August 2021
11
Emergency evacuation from building : model and algorithm
Zahra Zare & Farnaz Hooshmand Khaligh
January 2021
12
Optimal design and planning in water distribution network: model and algorithm
Mahsa Jamalian & Farnaz Hooshmand Khaligh
October 2020
13
Stochastic programming with probabilistic constraints in relief network design
Fatemeh Garmroudi & Farnaz Hooshmand Khaligh
October 2020
14
Portfolio optimization problem under uncertainty
Zohreh Anoushirvani & Farnaz Hooshmand Khaligh
October 2020
15
Natural gas network expansion under uncertainty
Aida Farshidvard & Farnaz Hooshmand Khaligh
October 2019
16
model and algorithm for arc routing problem with compactness and overlapping metrica
Elham Asgari & Farnaz Hooshmand Khaligh
October 2019
17
Locating contaminant detection sensors in water distribution network : model and algorithm
Fatemeh Amerehi & Farnaz Hooshmand Khaligh
September 2019
18
detection of critical nodes and arcs in graphs: models and algorithm
Fatemeh Mirarab Razi & Farnaz Hooshmand Khaligh
October 2018
Books
#
Title
Author(s)
Publisher country
publication date
version
Portal Records
1
Methods in Mathematical Modeling
S.Ali Mirhassani, Farnaz Hooshmand Khaligh
Iran (Islamic Republic of)
November 2018
1
2
Introduction to Stochastic Optimization Methods
S.Ali Mirhassani, Farnaz Hooshmand Khaligh
Iran (Islamic Republic of)
June 2021
1
3
Methods and Models in Mathematical Programming
S.Ali Mirhassani, Farnaz Hooshmand Khaligh
Switzerland
December 2019
1
Journal Papers
Portal Records
1
Farnaz Hooshmand Khaligh, Zohreh Anoushirvani, S.Ali Mirhassani, "Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure", International Transactions in Operational Research, January 2023
Vol. 0,
Num. 0,
Page 1-26,
January 2023,
2
Aida Farshidvard, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A novel two-phase clustering-based under-sampling method for imbalanced classification problems", EXPERT SYSTEMS WITH APPLICATIONS, October 2022
Vol. 213,
Num. 0,
Page 119003-0,
October 2022,
3
Neda Beheshti Asl, S.Ali Mirhassani, Susana Relvas, Farnaz Hooshmand Khaligh, "A novel two-phase decomposition-based algorithm to solve MINLP pipeline scheduling problem", Operational Research, September 2022
Vol. 0,
Num. 0,
Page 0-0,
September 2022,
4
Farnaz Hooshmand Khaligh, Seyed Danial Mohseni, "A new MILP model for vehicle routing-loading problem under fragility, LIFO, and rotation constraints", AUT Journal of Mathematics and Computing, August 2022
Vol. 0,
Num. 0,
Page 1-14,
August 2022,
5
Farnaz Hooshmand Khaligh, Zahra Zare, S.Ali Mirhassani, "Arc- and Path-Based Models and a Heuristic Method for the Building Evacuation Planning Problem", JOURNAL OF INFRASTRUCTURE SYSTEMS, June 2022
Vol. 28,
Num. 3,
Page 1-18,
June 2022,
6
S.Ali Mirhassani, Fatemeh Garmroudi, Farnaz Hooshmand Khaligh, "Modeling and solution algorithm for a disaster management problem based on Benders decomposition", IISE Transactions, December 2021
Vol. 0,
Num. 0,
Page 0-0,
December 2021,
7
Meysam Hosseini, Arsalan Rahmani, Farnaz Hooshmand Khaligh, "A robust model for recharging station location problem", Operational Research, November 2021
Vol. 0,
Num. 0,
Page 1-44,
November 2021,
8
Farnaz Hooshmand Khaligh, Mahsa Jamalian, S.Ali Mirhassani, "Efficient Two-Phase Algorithm to Solve Nonconvex MINLP Model of Pump Scheduling Problem", JOURNAL OF WATER RESOURCES PLANNING AND MANAGEMENT-ASCE, May 2021
Vol. 147,
Num. 8,
Page 1-15,
May 2021,
9
S.Ali Mirhassani, Azin Khaleghi, Farnaz Hooshmand Khaligh, "Two-stage stochastic programming model to locate capacitated EV-charging stations in urban areas under demand uncertainty", EURO JOURNAL ON TRANSPORTATION AND LOGISTICS, November 2020
Vol. 0,
Num. 0,
Page 1-12,
November 2020,
10
Farnaz Hooshmand Khaligh, Fatemeh Amerehi, S.Ali Mirhassani, "Risk-Based Models for Optimal Sensor Location Problems in Water Networks", JOURNAL OF WATER RESOURCES PLANNING AND MANAGEMENT-ASCE, September 2020
Vol. 146,
Num. 11,
Page 1-12,
September 2020,
11
Farnaz Hooshmand Khaligh, "A bi-level programming approach for spread of influence in competitive environment", , March 2020
Vol. 0,
Num. 0,
Page 1-21,
March 2020,
12
Mercedeh Dodge, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Solving two-dimensional cutting stock problem via a DNA computing
algorithm", Natural Computing, March 2020
Vol. 0,
Num. 0,
Page 1-15,
March 2020,
13
Javad Zamani Kafshani, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Adopting GRASP to solve a novel model for bus timetabling problem with minimum transfer and fruitless waiting times", AUT Journal of Mathematics and Computing, February 2020
Vol. 1,
Num. 1,
Page 125-134,
February 2020,
14
Farnaz Hooshmand Khaligh, Fatemeh Amerehi, S.Ali Mirhassani, "Logic-based benders decomposition algorithm for contamination detection problem in water networks", COMPUTERS & OPERATIONS RESEARCH, November 2019
Vol. 115,
Num. 0,
Page 1-17,
November 2019,
15
Sadjad Moradi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Efficient decomposition-ased algorithm to solve long-term peline scheduling problem", PETROLEUM SCIENCE, September 2019
Vol. 0,
Num. 0,
Page 0-0,
September 2019,
16
Abdoli, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "On different formulations of green vehicle routing problems", Journal of Information and Optimization Sciences, May 2019
Vol. 0,
Num. 0,
Page 0-0,
May 2019,
17
Farnaz Hooshmand Khaligh, Fatemeh Mirarab Razi, S.Ali Mirhassani, "Efficient Benders decomposition for distance-based critical node detection problem", OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE, February 2019
Vol. 0,
Num. 0,
Page 0-0,
February 2019,
18
Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "An Effective Bilevel Programming Approach for the Evasive Flow Capturing Location Problem", NETWORKS & SPATIAL ECONOMICS, August 2018
Vol. 0,
Num. 0,
Page 0-0,
August 2018,
19
Behrooz Abdoli, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Green Vehicle Routing Problem and Emissions Minimization", , April 2018
Vol. 54,
Num. 0,
Page 215-239,
April 2018,
20
Farnaz Hooshmand Khaligh, S.Ali Mirhassani, Alireza Akhavein, "Adapting GA to solve a novel model for operating room scheduling problem with endogenous uncertainty", Operations Research for Health Care, March 2018
Vol. 19,
Num. 0,
Page 26-43,
March 2018,
21
Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Time dependent green VRP with alternative fuel powered vehicles", Energy Systems-Optimization Modeling Simulation and Economic Aspects, March 2018
Vol. 0,
Num. 0,
Page 1-36,
March 2018,
22
Farnaz Hooshmand Khaligh, S.Ali Mirhassani, Alireza Akhavein, "A scenario-based approach for master surgery scheduling under uncertainty", International Journal of Healthcare Technology and Management, December 2017
Vol. 16,
Num. 0,
Page 177-203,
December 2017,
23
Behrooz Abdoli, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Model and algorithm for bi-fuel vehicle routing problem to reduce GHG emissions", ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH, July 2017
Vol. 0,
Num. 0,
Page 0-0,
July 2017,
24
Meysam Hosseini, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Deviation-flow refueling location problem with capacitated facilities: Model and algorithm", TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, June 2017
Vol. 54,
Num. 0,
Page 269-281,
June 2017,
Conference Papers
Portal Records
1
Maryam Bayat, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Distributionally robust risk-parity problem with box ambiguity set for portfolio selection problem ", 53rd Annual Iranian Mathematics Conference, September 2022
2
Zahra Zare, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Pre-disaster planning for building evacuation problem: path-based model ", Industrial and Applied Mathematics, February 2022
3
Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Efficient DC Algorithm for the Index-Tracking Problem ", 4th International Conference on Intelligent Computing & Optimization, December 2021
4
Aida Farshidvard, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Efficient approach based on SVM and risk parity models for portfolio selection ", 14th International Conference of Iranian Operations Research Society, October 2021
5
Maryam Bayat, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Risk budgeting model for portfolio selection problem with distributionally robust risk measures ", 14th International Conference of Iranian Operations Research Society, October 2021
6
Farnaz Hooshmand Khaligh, "Considering the index tracking models and solving the value-based formulation via the method of difference of convex functions ", 52nd Annual Iranian Mathematics Conference, August 2021
7
Fatemeh Vahdat Darband, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A novel multi-objective model for sensor location problem to recognize traffic flow in transportation networks ", 17th Iranian International Industrial Engineering Conference, February 2021
8
Fatemeh Garmroudi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Using stochastic programming in relief network design ", 1st National Conference on Optimization of Production and Service Systems, November 2020
9
Zahra Zare, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A network-based model for emergency evacuation of building ", 1st National Conference on Optimization of Production and Service Systems, November 2020
10
Mahsa Jamalian, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "MINLP model and McCormick Relaxation based Algorithm for Pump Scheduling Problem ", 13th International Conference of Iranian Operations Research Society, September 2020
11
Zohreh Anoushirvani, Farnaz Hooshmand Khaligh, "Scenario Generation in Portfolio Optimization Problem via Regression and Moment Matching Methods ", 13th International Conference of Iranian Operations Research Society, September 2020
12
Fatemeh Amerehi, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Sensor Location Problem on Water Networks under Conditional-Value-at-Risk Measure ", 16th Iranian International Industrial Engineering Conference, January 2020
13
Saba Hajibashi, Farnaz Hooshmand Khaligh, "Kernel search method to solve critical node detection problem ", 16th Iranian International Industrial Engineering Conference, January 2020
14
Fatemeh Amerehi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "A Novel Integer Programming Model for Sensor Location Problem in Water Distribution Networks with Budget Constraint ", 12thInternational Conference of Iranian Operations Research Society, May 2019
15
Mohammad Nasir Yarahmadi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "A piecewise linear approximation – based method for portfolio optimization problem with mean, variance and skewness criteria ", 12th International Conference of Iranian Operations Research Society, May 2019
16
Fatemeh Mirarab Razi, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Efficient algorithm to solve distance-based critical node detection problem ", 49th Annual Iranian Mathematics Conference, August 2018
17
Fatemeh Mirarab Razi, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A path based approach for critical node detection problem in graphs ", 14th International Industrial Engineering Conference, February 2018
18
Somayeh Sadeghi, Abbas Seifi, Farnaz Hooshmand Khaligh, "Two-person Games for Stochastic Network Interdiction ", Passive Defense and Sustainable Development, October 2016
Taught Courses
#
Course title
Description
Headlines
Date
1
Special Topics in Optimization
This course addresses different machine learning algorithms from the optimization viewpoint and their implementation in python.
Fall 2022
2
Numerical Analysis
This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.
Fall 2022
3
Numerical Analysis
This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.
Fall 2022
4
Linear Optimization
This course addresses theoretical and practical aspects of linear optimization problems.
Fall 2022
5
Mathematical Modeling
This course describes the process of constructing and evaluating models. In addition to theoretical concepts, some real-world applications are discussed.
Spring 2022
6
Linear Optimization
This course addresses theoretical and practical aspects of linear optimization problems.
Spring 2022
7
Numerical Analysis
This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.
Spring 2022
8
Linear Optimization
This course addresses theoretical and practical aspects of linear optimization problems.
Spring 2022
9
Linear Optimization
This course addresses theoretical and practical aspects of linear optimization problems.
Fall 2021
10
(COMBINATORIAL OPTIMIZATION & NETWORK ANALYSIS
Modeling techniques of discrete optimization problems and their real world applications are studied. Moreover, well-known optimization problems over networks and their algorithms are discussed
Fall 2021
11
Numerical Analysis
This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.
Fall 2021
12
Special topics in financial math
This course addresses the optimization models and methods with the main concentration on their applications in finance.
Fall 2021