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Publications of Pinar, M.C. sorted by journal
O
| , and , New characterizations of the l1 solution to overdetermined systems of linear equations (1995), in: Operations Research Letters, 16(159-166) |
| and , Robust Profit Oppurtunities in Risky Financial Portfolios (2005), in: Operations Research Letters, 33(331-340) |
| , Measures of Model Uncertainty and Calibrated Option Bounds (2009), in: Optimization, 58(335-350) |
| and , Pricing American contingent claims by stochastic linear programming (2010), in: Optimization, 58(627-640) |
| and , Optimal Oblivious Routing under Linear and Ellipsoidal Uncertainty (2009), in: Optimization and Engineering, 9(257-271) |
| , and , OSPF routing with optimal oblivious performance ratio under polyhedral demand uncertainty (2010), in: Optimization and Engineering, 11(395-422) |
| , Robust Scenario Optimization based on Downside-Risk Measure for Multi-period Portfolio Selection (2006), in: OR Spectrum, 29(295-309) |
R
| , A Derivation of Lovasz Theta via Augmented Lagrange Duality (2004), in: RAIRO Operations Research, 37(17-27) |
| 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) |
S
| , and , A new finite continuation algorithm for linear programming (1997), in: SIAM J on Optimization, 6(600-616) |
| , and , A finite continuation algorithm for bound constrained quadratic programming (1999), in: SIAM J on Optimization, 9(62-83) |
| , and , Constrained Nonlinear Programming for Volatility Estimation with GARCH Models (2003), in: SIAM Review, 45(485-503) |
| and , Pricing American Perpetual Warrants by Linear Programming (2010), in: SIAM Review, 51(767-782) |