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Publications of Pinar, M.C. sorted by first author
A
| , and , Constrained Nonlinear Programming for Volatility Estimation with GARCH Models (2003), in: SIAM Review, 45(485-503) |
| , , and , Provisioning Virtual Private Networks under Traffic Uncertainty (2006), in: Networks, 49(100-115) |
| , 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 |
| , 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) |
B
| and , On Newton's method for Huber's robust M-estimation problems in linear regression (1999), in: BIT, 38(674-684) |
| , and , Continuation method for nonlinear complementarity problems via normal maps (1999), in: European J Operational Research, 116(591-606) |
| , , and , Parallel Image Restoration by Surrogate Constraint Methods (2007), in: J of Parallel and Distributed Computing, 67(186-204) |
E
| , , 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) |
F
| and , An Exact Algorithm for the Capacitated Vertex p-Center Problem (2005), in: Computers and Operations Research, 33(1420-1436) |
H
| , 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) |
| , 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) |
| , and , Restoration of space-variant global blurs caused by severe camera movements and coordinate distortions (1999), in: J of Optics, 29(303-310) |
| , and , Restoration of space-variant global blurs caused by severe camera movements and coordinate distortions (1999), in: J of Optics, 29(303-310) |
K
| and , On the S-Procedure and Some Variants (2006), in: Mathematical Methods of Operations Research, 64(55-77) |
| , and , An improved probability bound for the Approximate S-Lemma (2008), in: Operations Research Letters, 35(743-746) |
| , 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) |
| , and , A new finite continuation algorithm for linear programming (1997), in: SIAM J on Optimization, 6(600-616) |
| , and , New characterizations of the l1 solution to overdetermined systems of linear equations (1995), in: Operations Research Letters, 16(159-166) |
M
| , and , Structured Least Squares Problems and Robust Estimators (2011), in: IEEE Trans on Signal Processing, 58(2453-2465) |
| , Gain-Loss Based Convex Risk Limits in Discrete-Time Trading (2011), in: Computational Management Science |
| , Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (2009), in: Automatica, 44(2063-2073) |
| , Measures of Model Uncertainty and Calibrated Option Bounds (2009), in: Optimization, 58(335-350) |
| , Gain-Loss Pricing under Ambiquity of Measure (2009), in: ESAIM Control, Optimization and Calculus of Variations, 16(132-147) |
| , Robust Scenario Optimization based on Downside-Risk Measure for Multi-period Portfolio Selection (2006), in: OR Spectrum, 29(295-309) |
| , 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) |
| , A Derivation of Lovasz Theta via Augmented Lagrange Duality (2004), in: RAIRO Operations Research, 37(17-27) |
| , Sufficient Global Optimality Conditions for Bivalent Quadratic Optimization (2004), in: J of Optimization Theory and Applications, 122(433-440) |
| , Finite Computation of the L1 Estimator from Huber's M-Estimator in Linear Regression (2004), in: Computing, 72(365-384) |
| , Linear Huber M-Estimator under Ellipsoidal Data Uncertainty (2003), in: BIT, 42(856-866) |
| , A Global Error Bound for Quadratic Perturbation of Linear Programs (2002), in: Applied Mathematics Letters, 15(367-370) |
| , A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications (2001), in: European J Operational Research, 124(151-158) |
| , Newton's method for linear inequality systems (1998), in: European J Operational Research, 107(710-719) |
| , A characterization of the optimal set of linear programs based on the augmented Lagrangian (1998), in: J of Information and Optimization Sciences, 20(299-308) |
| , Piecewise linear pathways to the optimal solution set in linear programming (1997), in: J of Optimization Theory and Applications, 93(619-634) |
| , Duality in robust linear regression using Huber's M-estimator (1997), in: Applied Mathematics Letters, 10(65-70) |
| , Linear programming via a quadratic penalty function (1996), in: Mathematical Methods of Operations Research, 44(345-370) |
| and , An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs (2011), in: Computational Economics |
| , 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 , l1 solution of linear inequalities (1999), in: IMA J of Numerical Analysis, 19(19-37) |
| 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) |