Mustafa Ç. Pinar

CoRR, 2024

2023

Graph neural networks for deep portfolio optimization.

[BibT_eX]

[DOI]

Ömer Ekmekcioglu

Neural Comput. Appl., October, 2023

PCA Sparsified.

[BibT_eX]

[DOI]

Fatih S. Aktas

SIAM J. Optim., September, 2023

2022

Subset based error recovery.

[BibT_eX]

[DOI]

Ömer Ekmekcioglu

Deniz Akkaya

Signal Process., 2022

Assortment and Cut of Defective Stocks by Bilevel Programming.

[BibT_eX]

[DOI]

Proceedings of the 11th International Conference on Operations Research and Enterprise Systems, 2022

2021

The Quantile Matching Problem and Point Cloud Registration.

[BibT_eX]

[DOI]

Proceedings of the 2021 SIAM Conference on Applied and Computational Discrete Algorithms, 2021

2020

Minimizers of Sparsity Regularized Huber Loss Function.

[BibT_eX]

[DOI]

Deniz Akkaya

J. Optim. Theory Appl., 2020

Competitive location and pricing on a line with metric transportation costs.

[BibT_eX]

[DOI]

Claudio Arbib

Matteo Tonelli

Eur. J. Oper. Res., 2020

Codon optimization by 0-1 linear programming.

[BibT_eX]

[DOI]

Comput. Oper. Res., 2020

Codon optimization: a mathematical programing approach.

[BibT_eX]

[DOI]

Bioinform., 2020

2019

Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines.

[BibT_eX]

[DOI]

SIAM J. Matrix Anal. Appl., 2019

Bilateral trade with risk-averse intermediary using linear network optimization.

[BibT_eX]

[DOI]

Halil I. Bayrak

Kamyar Kargar

Networks, 2019

On envy-free perfect matching.

[BibT_eX]

[DOI]

Claudio Arbib

Discret. Appl. Math., 2019

Deblurring Text Images Using Kernel Dictionaries.

[BibT_eX]

[DOI]

Tolga Dizdarer

Proceedings of the Ninth International Conference on Image Processing Theory, 2019

2018

On explicit solutions of a two-echelon supply chain coordination game.

[BibT_eX]

[DOI]

Optim. Lett., 2018

Robust trading mechanisms over 0/1 polytopes.

[BibT_eX]

[DOI]

J. Comb. Optim., 2018

Robust bilateral trade with discrete types.

[BibT_eX]

[DOI]

Kamyar Kargar

Halil Ibrahim Bayrak

EURO J. Comput. Optim., 2018

On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets.

[BibT_eX]

[DOI]

A. Burak Paç

Ann. Oper. Res., 2018

Robust auction design under multiple priors by linear and integer programming.

[BibT_eX]

[DOI]

Çagil Koçyigit

Halil I. Bayrak

Ann. Oper. Res., 2018

2017

Optimal allocation with costly inspection and discrete types under ambiguity.

[BibT_eX]

[DOI]

Halil I. Bayrak

Kemal Güler

Optim. Methods Softw., 2017

Robust screening under ambiguity.

[BibT_eX]

[DOI]

Can Kizilkale

Math. Program., 2017

2016

Special issue on "Non-linear continuous optimization".

[BibT_eX]

[DOI]

Regina Sandra Burachik

C. Yalçin Kaya

EURO J. Comput. Optim., 2016

Joint mixability of some integer matrices.

[BibT_eX]

[DOI]

Fabio Bellini

Discret. Optim., 2016

2015

Non-linear pricing by convex duality.

[BibT_eX]

[DOI]

Autom., 2015

2014

Delegated portfolio management under ambiguity aversion.

[BibT_eX]

[DOI]

Annalisa Fabretti

Stefano Herzel

Oper. Res. Lett., 2014

Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity.

[BibT_eX]

[DOI]

A. Burak Paç

J. Comput. Appl. Math., 2014

Sur l'allocation dynamique de portefeuille robuste contre l'incertitude des rendements moyens.

[BibT_eX]

[DOI]

INFOR Inf. Syst. Oper. Res., 2014

Equilibrium in an ambiguity-averse mean-variance investors market.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2014

Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming.

[BibT_eX]

[DOI]

Discret. Appl. Math., 2014

2013

The Best Gain-Loss Ratio is a Poor Performance Measure.

[BibT_eX]

[DOI]

Sara Biagini

SIAM J. Financial Math., 2013

Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets.

[BibT_eX]

[DOI]

Optim. Lett., 2013

2011

The Robust Network Loading Problem Under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations.

[BibT_eX]

[DOI]

Aysegül Altin

Hande Yaman

INFORMS J. Comput., 2011

Gain-loss based convex risk limits in discrete-time trading.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2011

2010

Structured least squares problems and robust estimators.

[BibT_eX]

[DOI]

Mert Pilanci

Orhan Arikan

IEEE Trans. Signal Process., 2010

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming.

[BibT_eX]

[DOI]

Aslihan Altay-Salih

Ahmet Camci

Eur. J. Oper. Res., 2010

A model and case study for efficient shelf usage and assortment analysis.

[BibT_eX]

[DOI]

Mehmet Murat Fadiloglu

Ann. Oper. Res., 2010

2009

Overdetermined Systems of Linear Equations.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Pricing American Perpetual Warrants by Linear Programming.

[BibT_eX]

[DOI]

Robert J. Vanderbei

SIAM Rev., 2009

Structured least squares with bounded data uncertainties.

[BibT_eX]

[DOI]

Proceedings of the IEEE International Conference on Acoustics, 2009

2008

Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming.

[BibT_eX]

[DOI]

Autom., 2008

2007

Robust scenario optimization based on downside-risk measure for multi-period portfolio selection.

[BibT_eX]

[DOI]

OR Spectr., 2007

An improved probability bound for the Approximate S-Lemma.

[BibT_eX]

[DOI]

Kürsad Derinkuyu

Ahmet Camci

Oper. Res. Lett., 2007

Provisioning virtual private networks under traffic uncertainty.

[BibT_eX]

[DOI]

Networks, 2007

Restricted Robust Uniform Matroid Maximization Under Interval Uncertainty.

[BibT_eX]

[DOI]

Hande Yaman

Math. Program., 2007

Parallel image restoration using surrogate constraint methods.

[BibT_eX]

[DOI]

J. Parallel Distributed Comput., 2007

2006

On semidefinite bounds for maximization of a non-convex quadratic objective over the l1 unit ball.

[BibT_eX]

[DOI]

Marc Teboulle

RAIRO Oper. Res., 2006

On the S-procedure and Some Variants.

[BibT_eX]

[DOI]

Kürsad Derinkuyu

Math. Methods Oper. Res., 2006

Huber approximation for the non-linear l.

[BibT_eX]

[DOI]

Wolfgang M. Hartmann

Eur. J. Oper. Res., 2006

Feature Cluster "Advances in Continuous Optimization".

[BibT_eX]

[DOI]

Bülent Karasözen

Tamás Terlaky

Gerhard-Wilhelm Weber

Eur. J. Oper. Res., 2006

An exact algorithm for the capacitated vertex p-center problem.

[BibT_eX]

[DOI]

F. Aykut Özsoy

Comput. Oper. Res., 2006

2005

Robust profit opportunities in risky financial portfolios.

[BibT_eX]

[DOI]

Reha H. Tütüncü

Oper. Res. Lett., 2005

2004

Virtual Private Network Design Under Traffic Uncertainty.

[BibT_eX]

[DOI]

Electron. Notes Discret. Math., 2004

Finite Computation of the l1 Estimator from Huber's M-Estimator in Linear Regression.

[BibT_eX]

[DOI]

Computing, 2004

A note on robust 0-1 optimization with uncertain cost coefficients.

[BibT_eX]

[DOI]

4OR, 2004

2003

Constrained Nonlinear Programming for Volatility Estimation with GARCH Models.

[BibT_eX]

[DOI]

Aslihan Altay-Salih

Sven Leyffer

SIAM Rev., 2003

A Derivation of Lovász' Theta via Augmented Lagrange Duality.

[BibT_eX]

[DOI]

RAIRO Oper. Res., 2003

2002

A global error bound for quadratic perturbation of linear programs.

[BibT_eX]

[DOI]

Appl. Math. Lett., 2002

2001

The robust spanning tree problem with interval data.

[BibT_eX]

[DOI]

Hande Yaman

Oper. Res. Lett., 2001

2000

On closed-form solutions of a resource allocation problem in parallel funding of R&D projects.

[BibT_eX]

[DOI]

Ülkü Gürler

Mohamed Mehdi Jelassi

Oper. Res. Lett., 2000

A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2000

1999

Bound constrained quadratic programming via piecewise quadratic functions.

[BibT_eX]

[DOI]

Math. Program., 1999

Continuation method for nonlinear complementarity problems via normal maps.

[BibT_eX]

[DOI]

Bintong Chen

Patrick T. Harker

Eur. J. Oper. Res., 1999

1998

A Finite Continuation Algorithm for Bound Constrained Quadratic Programming.

[BibT_eX]

[DOI]

SIAM J. Optim., 1998

Newton's method for linear inequality systems.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 1998

1996

A New Finite Continuation Algorithm for Linear Programming.

[BibT_eX]

[DOI]

SIAM J. Optim., 1996

Linear programming via a quadratic penalty function.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 1996

The Parallel Surrogate Constraint Approach to the Linear Feasibility Problem.

[BibT_eX]

[DOI]

Hakan Özaktas

Mustafa Akgül

Proceedings of the Applied Parallel Computing, 1996

1995

Implementation of QR Up- and Downdating on a Massively Parallel Computer.

[BibT_eX]

[DOI]

Parallel Comput., 1995

Decomposing Linear Programs for Parallel Solution.

[BibT_eX]

[DOI]

Proceedings of the Applied Parallel Computing, 1995

1994

A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.

[BibT_eX]

[DOI]

ACM Trans. Math. Softw., 1994

On Smoothing Exact Penalty Functions for Convex Constrained Optimization.

[BibT_eX]

[DOI]

SIAM J. Optim., 1994

New characterizations of ℓ1 solutions to overdetermined systems of linear equations.

[BibT_eX]

[DOI]

Oper. Res. Lett., 1994

1993

A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems.

[BibT_eX]

[DOI]

Parallel Algorithms Appl., 1993

1992

Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 1992

Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm.

[BibT_eX]

[DOI]

INFORMS J. Comput., 1992

Naval personnel Assignment: an Application of linear-quadratic penalty Methods.

[BibT_eX]

[DOI]