|
|
Raghu Pasupathy
|
- B.Tech. (1995), Indian Institute of Technology, India
- Ph. D. (2005), Purdue University, West Lafayette, IN.
Editorial Appointments
- Associate Editor, Operations Research
- Associate Editor, INFORMS Journal on Computing
- Associate Editor, ACM Transactions on Modeling and Computer Simulation
- Proceedings Editor, 2013 Winter Simulation Conference
- Communications Editor, INFORMS Simulation Society
Research Interests
- Stochastic Root Finding, Stochastic Optimization
- General Monte Carlo Methodology
- Applications in Service Systems (e.g., Transportation, Telecommunications, Healthcare)
Software and Other Useful Resources
- R-SPLINE for Integer-Ordered Local Simulation Optimization (Wang, Pasupathy, and Schmeiser, 2012): Software with Instructions
- A Library of Simulation Optimization Problems: SimOpt
- Finding Extreme Correlations Between Two Poisson Random Variables: MATLAB CODE and Instructions
- TREx Preprocessing Module (Shin and Pasupathy, 2010): MATLAB CODE and Instructions
- Finite-Time Performance Assessor for Simulation Optimization: MATLAB CODE and Instructions
Selected Publications (PDF links provided for most papers --- please put your papers on the web!)
- Wang, H., Pasupathy, R. and B. W. Schmeiser. 2012. Integer-Ordered Simulation Optimization using R-SPLINE: Retrospective Search with Piecewise-Linear Interpolation and Neighborhood Enumeration. Under Review. PDF File
- Hunter, S. R. and R. Pasupathy. 2012. Optimal Sampling Laws for Stochastically Constrained Simulation Optimization. Under Review. PDF File (This paper won the 2011 INFORMS Computing Society's Student Paper Prize.)
- Hunter, S. R. , N. Pujowidianto, R. Pasupathy, L. H. Lee and C.-H. Chen. 2012. Constrained and Correlated Simulation Optimization on Finite Sets. Under Review. PDF File
- Kim, S., R. Pasupathy and S. G. Henderson. 2011. A guide to sample-average approximation. Handbook of Simulation Optimization, edited by Michael C. Fu. PDF File
- Pasupathy, R. and S. Henderson. 2011. SimOpt: A testbed of simulation-optimization problems. Invited paper in Proceedings of the 2011 Winter Simulation Conference, ed. S. Jain, R. R. Creasey, J. Himmelspach, K. P. White and M. Fu. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers. PDF File
- Pasupathy, R. 2010. On choosing parameters in retrospective approximation algorithms for stochastic root finding and simulation-optimization. Operations Research. 58(4), 889--901, 2010. PDF File (This paper won the 2008 INFORMS JFIG Paper Competition.)
- Le, K. and R. Pasupathy. 2011. A Note on the Number of Random Restarts Required to Approximate All Solutions of a Stochastic Nonlinear System. To appear in Operations Research (pending minor revisions). PDF File
- Shin, K. and Pasupathy, R. 2010. A method for fast generation of Poisson random vectors. INFORMS Journal on Computing. 22, 81--92, 2010. PDF File
- Pasupathy, R. and B.W. Schmeiser. 2008. Retrospective-approximation algorithms for the multidimensional stochastic root-finding problem. ACM Transactions on Modeling and Computer Simulation. 19(2), 5:1--5:35, 2009. PDF File
- Pasupathy, R. and S. Kim. 2011. The stochastic root-finding problem: overview, solutions, and open questions. To appear in ACM Transactions on Modeling and Computer Simulation. PDF File
- Ghosh, S. and R. Pasupathy. 2009. C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate Distributions. To appear in INFORMS Journal on Computing . PDF File
- Pasupathy, R. Generating Poisson arrival streams. 2009. Invited article to appear in the Wiley Encyclopedia of Operations Research and Management Science. Edited by J. J. Cochran, L. A. Cox, P. Keskinocak, J. P. Kharoufeh, and J. C. Smith. Wiley, New York.PDF File
- Pasupathy, R. Generating Nonstationary Poisson arrival streams. 2009. Invited article to appear in the Wiley Encyclopedia of Operations Research and Management Science. Edited by J. J. Cochran, L. A. Cox, P. Keskinocak, J. P. Kharoufeh, and J. C. Smith. Wiley, New York. PDF File
- Pasupathy, R. Monte Carlo inference on sample-path roots. Under review.
- Pasupathy, R., Taaffe, M., Schmeiser, B. W. and Wang, W. 2008. Control-Variate Estimation Using Estimated Control Means. To appear in IIE Transactions. PDF File
- Vargo, E., Pasupathy, R., and Leemis, L. M. 2009. Moment-Ratio Diagrams for Univariate Distributions. Journal of Quality Technology. 42(3), 2010. PDF File
- Pasupathy, R. and S. Henderson. 2006. A testbed of simulation-optimization problems. Invited paper in Proceedings of the 2006 Winter Simulation Conference, ed. L. F. Perrone, F. P. Wieland, J. Liu, B. G. Lawson, D. M. Nicol, and R. M. Fujimoto. Piscataway, New Jersey: Institute of Electrical and Electronics Engineers. PDF File
- Sam Labi, R. Pasupathy, and K. C. Sinha. 2006. Optimal Reconstruction Periods for Stochastically Deteriorating Infrastructures. Computer-Aided Civil and Infrastructure Engineering 22(6), 389--399.
- S. Peeta, J. Ramos, and R. Pasupathy. 2000. Content of variable message signs and on-line driver behavior. Transportation Research Record 1725, 102--108. PDF File
- J. Ivan, R. Pasupathy, and P. Ossenbruggen. 1999. Differences in causality factors for single and multi-vehicle crashes on two-lane roads. Accident Analysis & Prevention 31(6), 695--704. PDF File
Teaching (Teaching Record)
- Mathematical Probability and Statistics
- Second Course on Random Processes
- Discrete-Event Simulation
- First Course on Stochastic Simulation
- Monte Carlo Methods