Fabio Tardella

Manuel L. Martino

OR Spectr., 2023

2022

Discrete 2-convex functions.

[BibT_eX]

[DOI]

Satoru Fujishige

Math. Program., 2022

2021

Risk parity with expectiles.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2021

2020

Discrete Midpoint Convexity.

[BibT_eX]

[DOI]

Math. Oper. Res., 2020

An optimization-diversification approach to portfolio selection.

[BibT_eX]

[DOI]

J. Glob. Optim., 2020

2019

Scaling, proximity, and optimization of integrally convex functions.

[BibT_eX]

[DOI]

Math. Program., 2019

2018

Complexity of some graph-based bounds on the probability of a union of events.

[BibT_eX]

[DOI]

Discret. Appl. Math., 2018

Largest Minimal Inversion-Complete and Pair-Complete Sets of Permutations.

[BibT_eX]

[DOI]

Éric Balandraud

Comb., 2018

Alternating Current Optimal Power Flow with Generator Selection.

[BibT_eX]

[DOI]

Proceedings of the Combinatorial Optimization - 5th International Symposium, 2018

2017

Carathéodory, Helly, and Radon Numbers for Sublattice and Related Convexities.

[BibT_eX]

[DOI]

Math. Oper. Res., 2017

Equal Risk Bounding is better than Risk Parity for portfolio selection.

[BibT_eX]

[DOI]

J. Glob. Optim., 2017

On exact and approximate stochastic dominance strategies for portfolio selection.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2017

2016

Scaling and Proximity Properties of Integrally Convex Functions.

[BibT_eX]

[DOI]

Proceedings of the 27th International Symposium on Algorithms and Computation, 2016

2015

A linear risk-return model for enhanced indexation in portfolio optimization.

[BibT_eX]

[DOI]

OR Spectr., 2015

Linear vs. quadratic portfolio selection models with hard real-world constraints.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2015

2014

Polynomially Computable Bounds for the Probability of the Union of Events.

[BibT_eX]

[DOI]

Math. Oper. Res., 2014

2013

Exact and heuristic approaches for the index tracking problem with UCITS constraints.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2013

A new method for mean-variance portfolio optimization with cardinality constraints.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2013

2012

Structural and algorithmic properties for parametric minimum cuts.

[BibT_eX]

[DOI]

Math. Program., 2012

2009

On the complexity of some subgraph problems.

[BibT_eX]

[DOI]

Discret. Appl. Math., 2009

On the Complexity of Graph-Based Bounds for the Probability Bounding Problem.

[BibT_eX]

[DOI]

Proceedings of the 8th Cologne-Twente Workshop on Graphs and Combinatorial Optimization, 2009

2008

Existence and sum decomposition of vertex polyhedral convex envelopes.

[BibT_eX]

[DOI]

Optim. Lett., 2008

New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability.

[BibT_eX]

[DOI]

Immanuel M. Bomze

Marco Locatelli

Math. Program., 2008

Sublattices of product spaces: Hulls, representations and counting.

[BibT_eX]

[DOI]

Discret. Math., 2008

A clique algorithm for standard quadratic programming.

[BibT_eX]

[DOI]

Discret. Appl. Math., 2008

2004

Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming.

[BibT_eX]

[DOI]

Electron. Notes Discret. Math., 2004

1998

A General Class of Greedily Solvable Linear Programs.

[BibT_eX]

[DOI]

Frits C. R. Spieksma

Math. Oper. Res., 1998

1989

On a class of functions attaining their maximum at the vertices of a polyhedron.

[BibT_eX]

[DOI]