FARNAZ HOOSHMAND KHALIGH - Amirkabir University of Technology

Supervised MSc Theses

#

Thesis title

By

Date

1

Anomaly detection based on One-class classification and distributionally robust optimization

Amirhossein Noormohammadi & Farnaz Hooshmand Khaligh

February 2024

2

Different types of loss functions in regression model

Mojgan Alikhani & Farnaz Hooshmand Khaligh

October 2023

3

Modeling and extension of the twin support vector machine approach

Nadia Ghanbari & Farnaz Hooshmand Khaligh

October 2023

4

Trading strategy in stock market by a hybrid approach based on machine learning

Masoomeh Pardakhti Shomali & Farnaz Hooshmand Khaligh

October 2023

5

Fitting by piecewise affine model: Integer programming approach

Farshad Karbasi Nazarlou & Farnaz Hooshmand Khaligh

March 2023

6

Identifying binding constraints using machine learning technique

Vista Farahifar & Farnaz Hooshmand Khaligh

December 2022

7

Feature selection in SVM classification approach

Mina Bolandi & Farnaz Hooshmand Khaligh

October 2022

8

Forecasting the stock price by machine learning methods

Maedeh Hosseini & Farnaz Hooshmand Khaligh

October 2022

9

SVM based approach for classification of imbalanced data

Mahya Hashemi & Farnaz Hooshmand Khaligh

October 2022

10

Robustness to outliers in SVM classification approach

Anita Taherkhani & Farnaz Hooshmand Khaligh

September 2022

11

Vehicle routing and loading problem: model and solution method

Seyed Danial Mohseni & Farnaz Hooshmand Khaligh

January 2022

12

Optimum portfolio based on index tracking

Shima Azartoosi & Farnaz Hooshmand Khaligh

October 2021

13

Clustering-based optimization approach to track the market index

Zahra Rasouli & Farnaz Hooshmand Khaligh

October 2021

14

Sensor location problem on transportation network to recognize traffic flow

Fatemeh Vahdat Darband & Farnaz Hooshmand Khaligh

October 2021

15

Clustering problem with modularity density maximization criterion

Fariba Izadi & Farnaz Hooshmand Khaligh

August 2021

16

Emergency evacuation from building : model and algorithm

Zahra Zare & Farnaz Hooshmand Khaligh

January 2021

17

Portfolio optimization problem under uncertainty

Zohreh Anoushirvani & Farnaz Hooshmand Khaligh

October 2020

18

Optimal design and planning in water distribution network: model and algorithm

Mahsa Jamalian & Farnaz Hooshmand Khaligh

October 2020

19

Stochastic programming with probabilistic constraints in relief network design

Fatemeh Garmroudi & Farnaz Hooshmand Khaligh

October 2020

20

Natural gas network expansion under uncertainty

Aida Farshidvard & Farnaz Hooshmand Khaligh

October 2019

21

model and algorithm for arc routing problem with compactness and overlapping metrica

Elham Asgari & Farnaz Hooshmand Khaligh

October 2019

22

Locating contaminant detection sensors in water distribution network : model and algorithm

Fatemeh Amerehi & Farnaz Hooshmand Khaligh

September 2019

23

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

Mohammad Nasir Yarahmadi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "A new relaxation technique based on fractional representation to solve bilinear models: Application to the long horizon crude oil scheduling problem", .AUT Journal of Mathematics and Computing, March 2024 Vol. 0, Num. 0, Page 0-0, March 2024,

2

Mohammad Nasir Yarahmadi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Handling the significance of regression coefficients via optimization", EXPERT SYSTEMS WITH APPLICATIONS, October 2023 Vol. 0, Num. 0, Page 0-0, October 2023,

3

Farnaz Hooshmand Khaligh, Fatemeh Vahdat Darband, S.Ali Mirhassani, "A sensor location model and an efficient GA for the traffic volume estimation", SOFT COMPUTING, October 2023 Vol. 0, Num. 0, Page 1-27, October 2023,

4

Maryam Bayat, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A distributionally robust approach for the risk-parity portfolio selection problem", AUT Journal of Mathematics and Computing, October 2023 Vol. 0, Num. 0, Page 1-8, October 2023,

5

Maryam Bayat, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Optimizing risk budgets in portfolio selection problem: A bi-level model and an efficient gradient-based algorithm", IISE Transactions, August 2023 Vol. 0, Num. 0, Page 1-14, August 2023,

6

Mohammad Nasir Yarahmadi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "A heuristic method to find a quick feasible solution based on the ratio programming", Operational Research, June 2023 Vol. 24, Num. 41, Page 0-0, June 2023,

7

Farnaz Hooshmand Khaligh, Zahra Rasouli, "Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm", Opsearch, June 2023 Vol. 0, Num. 0, Page 1-26, June 2023,

8

Behrooz Abdoli, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A novel stochastic programming model under endogenous uncertainty for the CCS-EOR planning problem", APPLIED ENERGY, March 2023 Vol. 338, Num. 0, Page 1-13, March 2023,

9

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", Industrial Engineering & Management Sharif, March 2023 Vol. 38.1, Num. 2, Page 39-46, March 2023,

10

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,

11

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,

12

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,

13

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,

14

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,

15

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,

16

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,

17

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,

18

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,

19

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,

20

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,

21

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,

22

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,

23

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,

24

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,

25

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,

26

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,

27

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,

28

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,

29

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,

30

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,

31

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,

32

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,

33

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

Mojgan Alikhani, Farnaz Hooshmand Khaligh, "Optimization model for support vector machine problem with piecewise linear penalty function ", 16th International Conference Of Iranian Operations Research Society, November 2023

2

Amirhossein Noormohammadi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "Anomaly detection by one-class SVM method with robust distributional probabilistic constraints ", 16th International Conference Of Iranian Operations Research Society, November 2023

3

Mohammad Nasir Yarahmadi, S.Ali Mirhassani, Farnaz Hooshmand Khaligh, "An optimization approach to identify the largest submatrix with the consecutive ones property ", 16th International Conference Of Iranian Operations Research Society, November 2023

4

Nadia Ghanbari, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Analysis and extension of the optimization model of twin support vector machine approach ", 16th International Conference Of Iranian Operations Research Society, November 2023

5

Masoomeh Pardakhti Shomali, Farnaz Hooshmand Khaligh, "Combining SVM with an efficient feature selection mechanism to predict the stock-market trend ", International Conference on Artificial Intelligence and Smart Vehicle, May 2023

6

Fatemeh Vahdat Darband, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Logic based Benders decomposition algorithm to locate sensors of traffic flow identification ", 15th International Conference of The Iranian Operations Research Society, November 2022

7

Behrooz Abdoli, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "A new optimization model for the CO2 capture and enhanced oil recovery planning problem ", 15th International Conference of The Iranian Operations Research Society, November 2022

8

Farnaz Hooshmand Khaligh, "A Hybrid DC Algorithm for an Optimization Problem with Semi-continuous Variables and Cardinality Constraint ", Fifth International Conference on Intelligent Computing and Optimization, October 2022

9

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

10

Zahra Zare, Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Pre-disaster planning for building evacuation problem: path-based model ", Industrial and Applied Mathematics, February 2022

11

Farnaz Hooshmand Khaligh, S.Ali Mirhassani, "Efficient DC Algorithm for the Index-Tracking Problem ", 4th International Conference on Intelligent Computing & Optimization, December 2021

12

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

13

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

14

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

15

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

16

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

17

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

18

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

19

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

20

Saba Hajibashi, Farnaz Hooshmand Khaligh, "Kernel search method to solve critical node detection problem ", 16th Iranian International Industrial Engineering Conference, January 2020

21

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

22

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

23

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

24

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

25

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

26

Somayeh Sadeghi, Abbas Seifi, Farnaz Hooshmand Khaligh, "Two-person Games for Stochastic Network Interdiction ", Passive Defense and Sustainable Development, October 2016

Taught Courses

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Course title

Description

Headlines

Date

1

Linear Optimization

This course addresses theoretical and practical aspects of linear optimization problems.

Spring 2024

2

Mathematical Modeling

This course describes the process of constructing and evaluating optimization models. In addition to theoretical concepts, some real-world applications are discussed.

Spring 2024

3

Linear Optimization

This course addresses theoretical and practical aspects of linear optimization problems.

Spring 2024

4

Special topics in financial math

Introduction of optimization and machine learning methods in finance

Fall 2023

5

Special Topics in Optimization

This course addresses different machine learning algorithms from the optimization viewpoint and their implementation in python.

Fall 2023

6

Linear Optimization

This course addresses theoretical and practical aspects of linear optimization problems.

Fall 2023

7

(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

Spring 2023

8

Numerical Analysis

This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.

Spring 2023

9

Prog. of Integer Varia. & Networks Theory

Modeling techniques, solution methods and the improvement of the quality of formulations of integer programming problems

Spring 2023

10

Linear Optimization

This course addresses theoretical and practical aspects of linear optimization problems.

Spring 2023

11

Special Topics in Optimization

This course addresses different machine learning algorithms from the optimization viewpoint and their implementation in python.

Fall 2022

12

Numerical Analysis

This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.

Fall 2022

13

Numerical Analysis

This course addresses basic approximation algorithms to find efficient numerical solutions to different problems in science and technology.

Fall 2022

14

Linear Optimization

This course addresses theoretical and practical aspects of linear optimization problems.

Fall 2022