Hiroshi Konno

According to our database1, Hiroshi Konno authored at least 46 papers between 1976 and 2013.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2013
Classification of companies using maximal margin ellipsoidal surfaces.
Comput. Optim. Appl., 2013

2011
Construction of a portfolio with shorter downside tail and longer upside tail.
Comput. Optim. Appl., 2011

2010
Multi-step methods for choosing the best set of variables in regression analysis.
Comput. Optim. Appl., 2010

A maximal predictability portfolio using absolute deviation reformulation.
Comput. Manag. Sci., 2010

Solving a large scale semi-definite logit model.
Comput. Manag. Sci., 2010

A Maximal Predictability Portfolio Subject to a turnover Constraint.
Asia Pac. J. Oper. Res., 2010

Quantitative Evaluation of Integrity for Remote System Using the Internet.
Proceedings of the 16th IEEE Pacific Rim International Symposium on Dependable Computing, 2010

2009
Choosing the best set of variables in regression analysis using integer programming.
J. Glob. Optim., 2009

Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems.
Comput. Manag. Sci., 2009

2007
A two step algorithm for solving a large scale semi-definite logit model.
Optim. Lett., 2007

Studies on a general stock-bond integrated portfolio optimization model.
Comput. Manag. Sci., 2007

2006
Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities.
J. Glob. Optim., 2006

2005
Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs.
J. Glob. Optim., 2005

Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost.
Comput. Optim. Appl., 2005

Integer programming approaches in mean-risk models.
Comput. Manag. Sci., 2005

2004
Optimization of Polynomial Fractional Functions.
J. Glob. Optim., 2004

2003
Minimal concave cost rebalance of a portfolio to the efficient frontier.
Math. Program., 2003

Preface.
Math. Program., 2003

Cutting Plane Algorithms for Nonlinear Semi-Definite Programming Problems with Applications.
J. Glob. Optim., 2003

Estimation of failure probability using semi-definite logit model.
Comput. Manag. Sci., 2003

2002
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm.
Manag. Sci., 2002

Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints.
J. Glob. Optim., 2002

2001
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints.
Math. Program., 2001

Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope.
Comput. Optim. Appl., 2001

2000
A Branch and Bound Algorithm for Solving Low Rank Linear Multiplicative and Fractional Programming Problems.
J. Glob. Optim., 2000

Optimal portfolio construction/rebalancing under nonconvex transaction cost.
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000

1999
Minimization of the sum of three linear fractional functions.
J. Glob. Optim., 1999

A Deterministic Approach to Linear Programs with Several Additional Multiplicative Constraints.
Comput. Optim. Appl., 1999

1998
Cutting Plane/Tabu Search Algorithms for Low Rank Concave Quadratic Programming Problems.
J. Glob. Optim., 1998

1997
On the degree and separability of nonconvexity and applications to optimization problems.
Math. Program., 1997

1994
Global minimization of a generalized convex multiplicative function.
J. Glob. Optim., 1994

Calculating a minimal sphere containing a polytope defined by a system of linear inequalities.
Comput. Optim. Appl., 1994

1993
A generlized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems.
Math. Program., 1993

An outer approximation method for minimizing the product of several convex functions on a convex set.
J. Glob. Optim., 1993

A mean-absolute deviation-skewness portfolio optimization model.
Ann. Oper. Res., 1993

Optimal portfolios with asymptotic criteria.
Ann. Oper. Res., 1993

Preface.
Ann. Oper. Res., 1993

1992
Linear multiplicative programming.
Math. Program., 1992

Parametric simplex algorithms for a class of NP-Complete problems whose average number of steps is polynomial.
Comput. Optim. Appl., 1992

1991
A linear-time algorithm for solving continuous maximin knapsack problems.
Oper. Res. Lett., 1991

Efficient algorithms for solving rank two and rank three bilinear programming problems.
J. Glob. Optim., 1991

A parametric successive underestimation method for convex multiplicative programming problems.
J. Glob. Optim., 1991

Parametric simplex algorithms for solving a special class of nonconvex minimization problems.
J. Glob. Optim., 1991

1988
Minimum concave cost production system: A further generalization of multi-echelon model.
Math. Program., 1988

1976
Maximization of A convex quadratic function under linear constraints.
Math. Program., 1976

A cutting plane algorithm for solving bilinear programs.
Math. Program., 1976


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