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Publications of Pinar, M.C.
2011
| and , An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs (2011), in: Computational Economics |
| , Gain-Loss Based Convex Risk Limits in Discrete-Time Trading (2011), in: Computational Management Science |
| , and , Structured Least Squares Problems and Robust Estimators (2011), in: IEEE Trans on Signal Processing, 58(2453-2465) |
2010
| , and , Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (2010), in: European J of Operational Research, 201(770-785) |
| , and , Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (2010), in: European J of Operational Research, 201(770-785) |
| , and , OSPF routing with optimal oblivious performance ratio under polyhedral demand uncertainty (2010), in: Optimization and Engineering, 11(395-422) |
| and , Pricing American contingent claims by stochastic linear programming (2010), in: Optimization, 58(627-640) |
| and , Pricing American Perpetual Warrants by Linear Programming (2010), in: SIAM Review, 51(767-782) |
| , and , Structured Least Squares Problems and Robust Estimators (2010), in: IEEE Trans on Signal Processing, 58(2453-2465) |
[DOI] |
| , and , The Robust Network Loading Problem under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations (2010), in: Informs Journal of Computing |
| , and , The Robust Network Loading Problem under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations (2010), in: Informs Journal of Computing |
2009
| , and , A Model and Case Study for Efficient Shelf Usage and Assortment Analysis (2009), in: Annals of Operations Research, 180(105-124) |
| , and , A model and case study for efficient shelf usage and assortment analysis (2009), in: Annals of Operational Research, 180(105-124) |
| , and , A model and case study for efficient shelf usage and assortment analysis (2009), in: Annals of Operational Research, 180(105-124) |
| , Gain-Loss Pricing under Ambiquity of Measure (2009), in: ESAIM Control, Optimization and Calculus of Variations, 16(132-147) |
| , Measures of Model Uncertainty and Calibrated Option Bounds (2009), in: Optimization, 58(335-350) |
| and , Optimal Oblivious Routing under Linear and Ellipsoidal Uncertainty (2009), in: Optimization and Engineering, 9(257-271) |
| , Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (2009), in: Automatica, 44(2063-2073) |
2008
| , and , An improved probability bound for the Approximate S-Lemma (2008), in: Operations Research Letters, 35(743-746) |
2007
| and , On Semi-definite Bounds for Maximization of a Non-Convex Quadratic Objective over the L1-Unit Ball (2007), in: RAIRO Operations Research, 40(253-265) |
| , , and , Parallel Image Restoration by Surrogate Constraint Methods (2007), in: J of Parallel and Distributed Computing, 67(186-204) |
| , and , Restricted Robust Uniform Matroid Maximization Under Interval Uncertainty (2007), in: Mathematical Programming, 110(431-441) |
| , and , Restricted Robust Uniform Matroid Maximization Under Interval Uncertainty (2007), in: Mathematical Programming, 110(431-441) |
| , and , Restricted Robust Uniform Matroid Maximization with Interval Data Uncertainty (2007), in: Mathematical Programming, 110(431-441) |
2006
| and , On the S-Procedure and Some Variants (2006), in: Mathematical Methods of Operations Research, 64(55-77) |
| , , and , Provisioning Virtual Private Networks under Traffic Uncertainty (2006), in: Networks, 49(100-115) |
| , Robust Scenario Optimization based on Downside-Risk Measure for Multi-period Portfolio Selection (2006), in: OR Spectrum, 29(295-309) |
2005
| , A Note in Robust 0-1 Optimization with Uncertain Cost Coefficients (2005), in: 4OR Q J of Belgian, French and Italian Oper Res Soc, 2(309-316) |
| and , An Exact Algorithm for the Capacitated Vertex p-Center Problem (2005), in: Computers and Operations Research, 33(1420-1436) |
| and , Huber Approximation for the Nonlinear l1 Problem (2005), in: European J of Operational Research, 109(1096-1107) |
| and , Robust Profit Oppurtunities in Risky Financial Portfolios (2005), in: Operations Research Letters, 33(331-340) |
2004
| , A Derivation of Lovasz Theta via Augmented Lagrange Duality (2004), in: RAIRO Operations Research, 37(17-27) |
| , Finite Computation of the L1 Estimator from Huber's M-Estimator in Linear Regression (2004), in: Computing, 72(365-384) |
| and , On Robust Solutions to Linear Least Squares Problems Affected by Data Uncertainty and Implementation Errors with Aplication to Stochastic Signal Modeling (2004), in: Linear Algebra and Its Applications, 391(223-243) |
| and , On Robust Solutions to Linear Least Squares Problems Affected by Data Uncertainty and Implementation Errors with Application to Stochastic Signal Modeling (2004), in: Linear Algebra and Its Applications, 391(223-243) |
| , Sufficient Global Optimality Conditions for Bivalent Quadratic Optimization (2004), in: J of Optimization Theory and Applications, 122(433-440) |
2003
| , and , Constrained Nonlinear Programming for Volatility Estimation with GARCH Models (2003), in: SIAM Review, 45(485-503) |
| , Linear Huber M-Estimator under Ellipsoidal Data Uncertainty (2003), in: BIT, 42(856-866) |
| , , and , Mesh topology design in overlay virtual private networks (2003), in: Electronics Letters, 38(939-941) |
| , , and , Mesh topology Design in Overlay Virtual Private Networks (2003), in: Electronics Letters, 38(939-941) |
| , , and , Mesh topology design in overlay virtual private networks (2003), in: Electronics Letters, 38(939-941) |
| , , and , Mesh topology design in overlay virtual private networks (2003), in: Electronics Letters, 38(939-941) |
2002
| , A Global Error Bound for Quadratic Perturbation of Linear Programs (2002), in: Applied Mathematics Letters, 15(367-370) |
| , and , The robust Spanning Tree Problem with Interval Data (2002), in: Operations Research, 29(31-40) |
| , and , The robust spanning tree problem with interval data (2002), in: Operations Research Letters, 29(31-40) |
2001
| , A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications (2001), in: European J Operational Research, 124(151-158) |
| , and , On closed-form solutions of a resource allocation problem in parallel funding of R&D projects (2001), in: Operations Research Letters, 27(229-234) |
| , and , On closed-form solutions of a resource allocation problem in parallel funding of R&D projects (2001), in: Operations Research Letters, 27(229-234) |
1999
| , and , A finite continuation algorithm for bound constrained quadratic programming (1999), in: SIAM J on Optimization, 9(62-83) |
| , and , Bound constrained quadratic programming via piecewise quadratic functions (1999), in: Mathematical Programming, 85(135-156) |