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C. Bandi, E. Han, and O. Nohadani.
Sustainable Inventory with Robust Periodic-Affine
Policies and Application to Medical Supply Chains,
Management Sciene (2019), [arXiv].
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Abstract:
We introduce a new class of adaptive policies called periodic-affine policies, that allows a decision maker to optimally manage and control large-scale newsvendor networks in the presence of uncertain demand without distributional assumptions.
These policies are data-driven and model many features of the demand such as correlation, and remain robust to parameter mis-specification.
We present a model that can be generalized to multi-product settings and extended to multi-period problems.
This is accomplished by modeling the uncertain demand via sets.
In this way, it offers a natural framework to study competing policies such as base-stock, affine, and approximative approaches with respect to their profit, sensitivity to parameters and assumptions, and computational scalability.
We show that the periodic-affine policies are sustainable, i.e. time consistent, because they warrant optimality both within subperiods and over the entire planning horizon.
This approach is tractable and free of distributional assumptions, and hence, suited for real-world applications.
We provide efficient algorithms to obtain the optimal periodic-affine policies and demonstrate their advantages on the sales data from one of India's largest pharmacy retailers.
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D. Bertsimas and O. Nohadani.
Robust Maximum Likelihood Estimation,
INFORMS Journal on Computing (2019).
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Abstract:
In many applications, statistical estimators serve to derive conclusions from data, for example in finance, medical decision-making and clinical trials.
However, the conclusions are typically dependent on uncertainties in the data.
We use robust optimization principles to provide robust
maximum likelihood estimators that are protected against data errors.
Both types of input data errors are considered: a) adversarial type, modeled using the notion of uncertainty sets,
and b) probabilistic type, modeled by distributions.
We provide efficient local and global search algorithms to compute the robust estimators and discuss them in detail for the case of multivariate normally distributed data.
The estimator performance is demonstrated on two applications.
First, using computer simulations, we demonstrate that the proposed estimators are robust against both types of data uncertainty and provide more accurate estimates, compared to classical estimators which degrade significantly, when errors are encountered.
We establish a range of uncertainty sizes, for which robust estimators are superior.
Second, we analyze deviations in cancer radiation therapy planning.
Uncertainties amongst plans are caused by patients' individual anatomies
and the trial-and-error nature of the process.
When analyzing a large set of past clinical treatment data,
robust estimators offer more reliable decisions when applied to a large set of past treatment plans.
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O. Nohadani, K. Sharma.
Optimization under Decision-Dependent Uncertainty,
SIAM Journal on Optimization, (2), 1773–1795 (2018), [arXiv].
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Abstract:
The efficacy of robust optimization spans a variety of settings with uncertainties bounded in predetermined sets.
In many applications, uncertainties are affected by decisions and cannot be modeled with current frameworks.
This paper takes a step towards generalizing robust linear optimization to problems with decision-dependent uncertainties.
In general settings, we show these problems to be NP-complete.
To alleviate the computational inefficiencies, we introduce a class of uncertainty sets whose size depends on binary decisions.
We propose reformulations that improve upon alternative standard linearization techniques.
To illustrate the advantages of this framework, a shortest path problem is discussed, where the uncertain arc lengths are affected by decisions.
Beyond the modeling and performance advantages, the proposed notion of proactive uncertainty control also mitigates over conservatism of current robust optimization approaches.
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J. Unkelbach, M. Alber, M. Bangert, R. Bokrantz, T. Chan, J. Deasy, A. Fredriksson, B. Gorissen, M. van Herk, W. Liu, H. Mahmoudzadeh, O. Nohadani, J. Siebers, M. Witte, and H. Xu.
Robust Radiotherapy Planning,
Physics in Medicine and Biology, (2018).
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Abstract:
Motion and uncertainty in radiotherapy is traditionally handled via margins. The clinical target volume (CTV) is expanded to a larger planning target volume (PTV), which is irradiated to the prescribed dose. However, the PTV concept has several limitations, especially in proton therapy. Therefore, robust and probabilistic optimization methods have been developed that directly incorporate motion and uncertainty into treatment plan optimization for intensity modulated radiotherapy (IMRT) and intensity modulated proton therapy (IMPT). Thereby, the explicit definition of a PTV becomes obsolete and treatment plan optimization is directly based on the CTV. Initial work focused on random and systematic setup errors in IMRT. Later, inter-fraction prostate motion and intra-fraction lung motion became a research focus. Over the past 10 years, IMPT has emerged as a new application for robust planning methods. In proton therapy, range or setup errors may lead to dose degradation and misalignment of dose contributions from different beams – a problem that cannot generally be addressed by margins. Therefore, IMPT has led to the first implementations of robust planning methods in commercial planning systems, making these methods available for clinical use. This paper first summarizes the limitations of the PTV concept. Subsequently, robust optimization methods are introduced and their applications in IMRT and IMPT planning are reviewed.
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M. Ehrgott, A. Holder, and O. Nohadani.
Uncertain Data Envelopment Analysis,
European Journal of Operational Research, 268(1), 231-242 (2018).
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Abstract:
Data Envelopment Analysis (DEA) is a nonparametric, data driven method to conduct relative performance measurements among a set of decision making units (DMUs). Efficiency scores are computed based on assessing input and output data for each DMU by means of linear programming. Traditionally, these data are assumed to be known precisely. We instead consider the situation in which data is uncertain, and in this case, we demonstrate that efficiency scores increase monotonically with uncertainty. This enables inefficient DMUs to leverage uncertainty to counter their assessment of being inefficient.
Using the framework of robust optimization, we propose an uncertain DEA (uDEA) model for which an optimal solution determines 1) the maximum pos- sible efficiency score of a DMU over all permissible uncertainties, and 2) the minimal amount of uncertainty that is required to achieve this efficiency score. We show that the uDEA model is a proper generalization of traditional DEA and provide a first-order algorithm to solve the uDEA model with ellipsoidal un- certainty sets. Finally, we present a case study applying uDEA to the problem of deciding efficiency of radiotherapy treatments.
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O. Nohadani and A. Roy.
Robust Optimization with Time-Dependent Uncertainty in Radiation Therapy Planning,
IISE Transactions on Healthcare Systems Engineering, 7(2), 81-92 (2017).
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Abstract:
In the recent past, robust optimization methods have been developed and successfully applied to a variety of single-stage problems. More recently, some of these approaches have been extended to multi-stage settings with fixed uncertainties. However, in many real-world applications, uncertainties evolve over time, rendering the robust solutions suboptimal. This issue is particularly prevalent in medical decision making, where a patient’s condition can change during the course of the treatment. In the context of radiation therapy, changes in cell oxygenation directly affect the response to radiation. To address such uncertain changes, we provide a general robust optimization framework that incorporates time-dependent uncertainty sets in a tractable fashion. Temporal changes reside within a cone, whose projection at each step yields the current uncertainty set. We develop conic robust two-stage linear problems and provide their robust counterparts for uncertain constraint parameters, covering the range of radiation therapy problems. For a clinical prostate cancer case, the time-dependent robust approach improves the tumor control throughout the treatment, as opposed to current methods that lose efficacy at some stage. We show that this advantage does not bear additional risks compared to current clinical methods. For intermediate diagnostics, we provide the optimal observation timing that maximizes the value of information. While these findings are relevant to clinical settings, they are also general and can be applied to a broad range of applications; e.g., in maintenance scheduling.
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A. Roy, I.J. Das, O. Nohadani.
On Correlations in IMRT Planning Aims,
Journal of Applied Clinical Medical Physics, 17(6), 44-50 (2016).
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Summary: Robust statistical tools are developed to study correlations amongst radiation therapy evaluation criteria and how their relaxation impacts the overall plan.
100 Head-and-neck cancer cases, that were planned using the same planning system and protocol, are analyzed for tumor volume, brainstem, and spinal cord.
Despite the imposed institutional and international recommendations, significant variations amongst the criteria were identified. Even though these aims are evaluated independently, sizable negative correlations amongst them are possible, indicating that some goals cannot be satisfied concurrently.
Contributions: 1) Method: We develop a robust analytics method for radiation plan evaluation, where conclusions are not sensitive to sample size or variations within the set.
2) Application: This is the first analysis of a large set of clinical data that quantitatively reports negative correlations amongst planning goals, indicating that some goals cannot be satisfied concurrently, questioning established recommendations.
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O. Nohadani, J. Dunn, G. Klimeck.
Categorizing Users of Cloud Services,
INFORMS Service Science, 8(1), 59-70 (2016).
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Summary: A framework for analysis of large-scale behavioral data is developed. Our objectives are (a) a computationally lean method to cope with large data sets and (b) to be free of assumptions of the structure of data. Three data-driven metrics are introduced based only on the size and volume of data, using nested arrangements of zero and infinity norms.
We apply this method to analyze the behavior of users of nanoHUB services, the world’s largest cyber-infrastructure for nanotechnology research and education.
The method clearly disperses two previously unknown categories of power and casual users.
Moreover, new subcategories of classroom users are identified. These findings allow policy makers to optimally tailor educational programs to such uncoordinated groups.
Contributions: 1) Method: The unsupervised learning method is computationally attractive for large data sets and does not require specific data structure.
2) Application: Given nanoHUB’s size, its leading role in educational services, and the approach’s data-driven nature, this method is applicable to a wide range of cloud services.
3) Application: This method is actually implemented on the realtime data base and serves to report and customize services.
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D. Bertsimas, V. Cacchiani, D. Craft, O. Nohadani.
A hybrid approach to beam angle optimization in intensity-modulated radiation therapy,
Computers & Operations Research, 40(9) 2187–2197 (2013).
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Summary: In radiation therapy planning, there are two key decisions: selection of beam angles and optimal beam intensities.
Often, these two decisions are made separately, even though they are mutually dependent.
We develop an algorithm which automatically selects the beam angles and computes the beam intensities. Since the size of this problem is computationally intractable for clinical cases, we propose a hybrid method, which combines a simulated annealing procedure of Bertsimas and Nohadani (2010) with the knowledge of the gradient. Gradient information is used to quickly find a local minimum, while simulated annealing allows to search for global minima.
The beam intensities are optimized by solving a Linear Programming model.
Experimental results are performed on phantom and real-life case studies, showing the advantages that come from our approach.
Contributions:
1) Method: Previous approaches are computationally not tractable, while this method performs for clinical cases in practical times.
2) Application: While the clinical practice relies on expert’s decision on “good’’ beam angle, this method offers optimal solutions.
3) Application: Previous work required a set of candidate angles, whereas this method optimized over the entire range. Indeed, it dynamically explores angles and discretizes to the maximum accuracy of the linear accelerator machine.
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S. Nof, G. Cheng, A. Weiner, et. al.
Laser and Photonic Systems Integration: Emerging Innovations and Framework for Research and Education,
Human Factors & Ergonomics in Manufacturing & Service Industries, 23 483-516 (2013).
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Summary:
The key emerging innovations in laser and photonics systems are reviewed as well as their design and integration. The important role of robustness in manufacturing is discussed.
Significance of my contribution:
1) Method: An overview of a systematic approach to manufacturing in the presence of uncertainty.
2) Application: Photonics and ultrafast lasers.
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J. Birge, F. Kärtner, O. Nohadani.
Improving thin film manufacturing yield with robust optimization,
Applied Optics, 50(9) C36-C40 (2011).
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Summary:
A deterministic robust optimization algorithm is introduced to account for statistical variations in coating. Through Monte Carlo simulations of manufacturing, we compare the performance of a proof-of-concept antireflection (AR) coating designed with our robust optimization to that of a conventionally optimized AR coating.
Contributions:
1) Method: The nature of manufacturing variations was leveraged to reduce the size of the second order cone problem, resulting in considerable speedup.
2) Application: The robust algorithm produces an AR coating with a significantly improved yield.
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O. Nohadani, J. Seco, T. Bortfeld.
Motion management with phase–adapted 4D–optimization,
Physics in Medicine and Biology 55, 5189-5202, (2010).*
* featured in medicalphysicsweb.org.
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Summary:
Motion uncertainties can significantly degrade an otherwise optimized treatment plan, particularly for lung cases.
We present a spatiotemporal optimization method, which takes into account all phases of breathing and provides a 4D-optimal plan. Monte Carlo dose calculations are employed for highest dosimetric accuracy.
We demonstrate the performance with clinical lung cancer cases and compare the outcomes to conventional gating techniques.
Contributions:
1) Method: The first robust method that takes the full information on breathing phases into account in a computationally tractable fashion.
2) Method: Practical delivery restrictions are directly modeled by linear constraints, allowing a higher delivery efficiency and a decisively shorter delivery time.
3) Application: We report significant improvements in target coverage and in healthy tissue sparing at a comparable computational expense.
4) Application: the resulting plans are robust against irregular breathing, as opposed to current gating methods.
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O. Nohadani, T. Bortfeld.
The continuum of 3D to 4D treatment delivery,
Proc. of XVI-th ICCR, Amsterdam (2010).
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Summary:
4D radiation delivery in principle offers greater flexibility but also greater challenges, both computational and practical. We develop a computational framework to open up some of the 4D flexibility without going all the way to 4D delivery. We apply our method to lung cases.
Contributions:
1) Method: A rigorous method to study the spectrum of 3D to full 4D method, allowing to include the benefits of 4D while maintaining the efficiency of 3D.
2) Application: Even for very complicated cases it is not necessary to do full unconstrained 4D delivery. This offers clinicians a practical measure for 4D inclusion at marginal overhead.
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D. Bertsimas, O. Nohadani.
Robust Optimization with Simulated Annealing,
Journal of Global Optimization 48, 2, 323 (2010).
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Summary:
A robust simulated annealing algorithm is introduced that does not require any knowledge of the problems structure.
While this nonconvex and global optimization method improves the performance as well as the robustness, it also warrants for a global optimum which is robust against data and implementation uncertainties.
Contributions:
1) Method: This is the first robust global optimization algorithm for arbitrary objective functions.
2) Method: A new measure of robustness is introduced that accounts for both local and neighborhood sensitivity.
3) Application: In many engineering applications, solutions are not explicitly known, hence require optimization methods that are independent of the function structure.
4) Application: For a high-dimensional nanophotonic problem, this method shows significant improvements in efficiency as well as in actual optimality.
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J. Birge, F. Kärtner, O. Nohadani.
Designing Coatings in the Presence of Manufacturing Errors,
Optical Interference Coatings, TuA2 (2010).
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Summary:
A robust optimization method is demonstrated, which attempts to account for expected coating errors. Monte Carlo simulations show the robust approach improves manufacturing yields relative to conventional optimization.
Contributions:
1) Method: The structure of the photonic transfer equations is exploited to speedup the nonconvex robust optimization approach.
2) Application: Manufacturing yields in double-chirped mirrors were very low (10%). With this method, they increased to 90%.
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D. Bertsimas, K.M. Teo, O. Nohadani.
Nonconvex robust optimization for problems with constraints,
INFORMS Journal on Computing, 22 44-58 (2010).
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Summary:
A new robust optimization method is introduced for problems with objective functions that may be computed via numerical simulations and incorporate constraints that need to be feasible under perturbations.
A descent direction for the robust problem is computed, allowing to find the robust local minimum.
We generalize the algorithm further to model parameter uncertainties.
Contributions:
1) Method: This is the first nonconvex robust optimization method for constraint problems without known structure.
2) Method: This method is tractable for problems without known structure.
3) Application: This is the first deterministic robust optimization approach to radiation therapy planning in the presence of setup errors.
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D. Bertsimas, K.M. Teo, O. Nohadani.
Robust nonconvex optimization for simulation-based problems,
Operations Research, 58 (1): 161. (2010).
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Summary:
Although the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization method for unconstrained problems with a nonconvex cost function as well as for problems based on simulations, such as large partial differential equations solver, response surface, and Kriging metamodels. This technique can be employed for most real-world problems.
Contributions:
1) Method: This is the first nonconvex robust optimization approach, which has been applied to many real-world problems by us and many others.
2) Method: The generalization addresses nonconvex optimization problems under both implementation errors and parameter uncertainties.
3) Application: In an electromagnetic multiple scattering problem of aperiodically arranged dielectrics, relevant to nanophotonic design, our robust solution significantly lowered the worst-case cost, while maintaining optimality.
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O. Nohadani, J. Seco, B. Martin, T. Bortfeld.
Dosimetry Robustness with Stochastic Optimization,
Physics in Medicine and Biology 54 3421-3432 (2009).
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Summary:
All radiation therapy planning relies on accurate dose calculation.
A robust optimization method is introduced which handles dosimetric errors and warrants for high-quality IMRT plans. Unlike other dose error estimations, we do not rely on the detailed knowledge about the sources of the uncertainty and use a generic error model. We demonstrate the method on a clinical case of lung cancer.
Contributions:
1) Method: The generic error models allows to cope with a large variety of error sources.
2) Method: The method merges the higher efficiency of low-accuracy dose calculation approaches with the high-accuracy of computationally intractable Monte-Carlo dose calculations.
3) Application: The resulting plans are more robust against dosimetric errors and are clinically acceptable.
4) Application: The achieved speedup will allow computationally extensive multi-criteria or beam-angle optimization approaches to warrant for dosimetrically relevant plans.
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O. Nohadani, J. Birge, F. Kärtner, D. Bertsimas.
Robust Chirped Mirrors,
Applied Optics 47 2630-2636 (2008).
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Summary:
We present a robust optimization method for designing dispersion-compensating chirped mirrors systems that are used in ultrashort pulse lasers. Possible implementation errors in layer thickness are taken into account within an uncertainty set. The algorithm identifies worst-case scenarios with respect to reflectivity as well as group delay.
Contributions:
1) Method: Robust optimization for transfer matrix problems, as in photonic applications.
2) Method: Robust optimization in Fourier Space to minimize error correlation.
3) Application: Method improves the robustness and warrants a high manufacturing yield, even when the encountered errors are larger than anticipated.
4) application: Designs were implemented in commercial setting.
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D. Bertsimas, K.M. Teo, O. Nohadani.
Robust optimization in electromagnetic scattering problems,
Journal of Applied Physics 101, 074507 (2007).
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Summary:
Often, the physical properties of a system can only be described by numerical simulation. Optimization of such systems is usually accomplished heuristically without taking errors into account.
We present a robust optimization method for electromagnetic scattering problems with large degrees of freedom and report on results when this technique is applied to optimization of aperiodic dielectric structures.
Contributions:
1) Method: For the nominal problem, 2 methods are developed i) a gradient-free stochastic algorithm based on the simultaneous perturbation stochastic approximation (SPSA); and ii) a modified gradient descent algorithm based on solving an adjoint linear system.
2) Method: For the robust problem, a local search algorithm is developed.
3) Application: Based on a two-dimensional Helmholtz equation for lossless dielectric scatterers, hence scales with frequency and is relevant to nanophotonics.
4) Application: The spatial configuration of 50 dielectric scatterers is robustly optimized, showing improved robustness to prototyping and manufacturing errors.
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Y. Chen, R. Yu, W. Li, O. Nohadani, S. Haas, A.F.J. Levi.
Adaptive design of nano-scale dielectric structures for photonics,
Journal of Applied Physics 94 (9), 6065 (2003).
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Summary:
For the design of nanoscale dielectric structures for photonic applications,
two complementary algorithms are introduced.
The first approach uses adaptive local random updates and progressively adjusts individual dielectric layer widths.
The second approach is based on global updating functions in which large subgroups of layers are adjusted simultaneously.
Both schemes are applied to obtain specific target responses of the transmission function within selected energy windows.
Contributions:
1) Method: The local approach relies on an annealing process with constraints and is improved using Metropolis criterion.
2) Method: The global approach is based on an analytical expansion of the strength function, fixing the leading order expansion coefficients by boundary conditions, and adjusting the remaining ones by numerical optimization.
3) Application: Intentionally breaking translational symmetry leads to improved functionality.
4) Application: These algorithms are effective tools in the custom design of nanoscale photonic structures.
Physics:
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R. Yu, O. Nohadani, S. Haas, T. Roscilde.
Magnetic Bose glass phases of coupled antiferromagnetic dimers with site dilution,
Physical Review B 82, 134437 (2010).
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O. Nohadani, S. Wessel, S. Haas.
Bose-Glass phases in disordered quantum magnets,
Physical Review Letters 95, 227201 (2005).
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O. Nohadani, S. Wessel, S. Haas.
Quantum phase transitions in coupled dimer compounds,
Physical Review B 72, 024440 (2005).
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O. Nohadani, S. Wessel, B. Normand, S. Haas.
Universal scaling at field-induced magnetic phase transitions,
Physical Review B 69, 220402(R) (2004).
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B. Normand, M. Matsumoto, O. Nohadani, S. Wessel, S. Haas, T.M. Rice, M. Sigrist.
Pressure- and field-induced manetic quantum phase transitions in TlCuCl3,
Journal of Physics: Condensed Matter
16, No 11, S867-S873 (2004).
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W. Schadow, O. Nohadani, W. Sandhas.
Photonuclear Reactions of Three-Nucleon Systems,
Physical Review C 63, 044006 (2001).