Hiroshi Konno

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2013

Classification of companies using maximal margin ellipsoidal surfaces.

Hiroshi Konno, Masato Saito

Comput. Optim. Appl., 2013

2011

Construction of a portfolio with shorter downside tail and longer upside tail.

Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto

Comput. Optim. Appl., 2011

2010

Multi-step methods for choosing the best set of variables in regression analysis.

Hiroshi Konno, Yoshihiro Takaya

Comput. Optim. Appl., 2010

A maximal predictability portfolio using absolute deviation reformulation.

Hiroshi Konno, Yuuhei Morita, Rei Yamamoto

Comput. Manag. Sci., 2010

Solving a large scale semi-definite logit model.

Hiroshi Konno, Sadanori Kameda, Naoya Kawadai

Comput. Manag. Sci., 2010

A Maximal Predictability Portfolio Subject to a turnover Constraint.

Yoshihiro Takaya, Hiroshi Konno

Asia Pac. J. Oper. Res., 2010

Quantitative Evaluation of Integrity for Remote System Using the Internet.

Masato Kitakami, Hiroshi Konno, Kazuteru Namba, Hideo Ito

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.

Hiroshi Konno, Rei Yamamoto

J. Glob. Optim., 2009

Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems.

Hiroshi Konno, Takaaki Egawa, Rei Yamamoto

Comput. Manag. Sci., 2009

2007

A two step algorithm for solving a large scale semi-definite logit model.

Hiroshi Konno, Naoya Kawadai, Hiroshi Shimode

Optim. Lett., 2007

Studies on a general stock-bond integrated portfolio optimization model.

Koji Kato, Hiroshi Konno

Comput. Manag. Sci., 2007

2006

Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities.

Jun-ya Gotoh, Hiroshi Konno

J. Glob. Optim., 2006

2005

Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs.

Hiroshi Konno, Rei Yamamoto

J. Glob. Optim., 2005

Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost.

Hiroshi Konno, Keisuke Akishino, Rei Yamamoto

Comput. Optim. Appl., 2005

Integer programming approaches in mean-risk models.

Hiroshi Konno, Rei Yamamoto

Comput. Manag. Sci., 2005

2004

Optimization of Polynomial Fractional Functions.

Hoang Tuy, Phan Thien Thach, Hiroshi Konno

J. Glob. Optim., 2004

2003

Minimal concave cost rebalance of a portfolio to the efficient frontier.

Hiroshi Konno, Rei Yamamoto

Math. Program., 2003

Preface.

Hiroshi Konno, Takashi Tsuchiya

Math. Program., 2003

Cutting Plane Algorithms for Nonlinear Semi-Definite Programming Problems with Applications.

Hiroshi Konno, Naoya Kawadai, Hoang Tuy

J. Glob. Optim., 2003

Estimation of failure probability using semi-definite logit model.

Hiroshi Konno, Naoya Kawadai, Dai Wu

Comput. Manag. Sci., 2003

2002

Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm.

Jun-ya Gotoh, Hiroshi Konno

Manag. Sci., 2002

Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints.

Hiroshi Konno, Annista Wijayanayake

J. Glob. Optim., 2002

2001

Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints.

Hiroshi Konno, Annista Wijayanayake

Math. Program., 2001

Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope.

Jun-ya Gotoh, Hiroshi Konno

Comput. Optim. Appl., 2001

2000

A Branch and Bound Algorithm for Solving Low Rank Linear Multiplicative and Fractional Programming Problems.

Hiroshi Konno, Kenji Fukaishi

J. Glob. Optim., 2000

Optimal portfolio construction/rebalancing under nonconvex transaction cost.

Hiroshi Konno, Annista Wijayanayake

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.

Hiroshi Konno, Natsuroh Abe

J. Glob. Optim., 1999

A Deterministic Approach to Linear Programs with Several Additional Multiplicative Constraints.

Takahito Kuno, Hiroshi Konno, Akira Irie

Comput. Optim. Appl., 1999

1998

Cutting Plane/Tabu Search Algorithms for Low Rank Concave Quadratic Programming Problems.

Hiroshi Konno, Chenggang Gao, Ichiroh Saitoh

J. Glob. Optim., 1998

1997

On the degree and separability of nonconvexity and applications to optimization problems.

Phan Thien Thach, Hiroshi Konno

Math. Program., 1997

1994

Global minimization of a generalized convex multiplicative function.

Hiroshi Konno, Takahito Kuno, Yasutoshi Yajima

J. Glob. Optim., 1994

Calculating a minimal sphere containing a polytope defined by a system of linear inequalities.

Hiroshi Konno, Yasutoshi Yajima, Ayumi Ban

Comput. Optim. Appl., 1994

1993

A generlized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems.

Phan Thien Thach, Hiroshi Konno

Math. Program., 1993

An outer approximation method for minimizing the product of several convex functions on a convex set.

Takahito Kuno, Yasutoshi Yajima, Hiroshi Konno

J. Glob. Optim., 1993

A mean-absolute deviation-skewness portfolio optimization model.

Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki

Ann. Oper. Res., 1993

Optimal portfolios with asymptotic criteria.

Hiroshi Konno, Stanley R. Pliska, Ken-Ichi Suzuki

Ann. Oper. Res., 1993

Preface.

Hiroshi Konno, David G. Luenberger, John M. Mulvey

Ann. Oper. Res., 1993

1992

Linear multiplicative programming.

Hiroshi Konno, Takahito Kuno

Math. Program., 1992

Parametric simplex algorithms for a class of NP-Complete problems whose average number of steps is polynomial.

Hiroshi Konno, Takahito Kuno, Yasutoshi Yajima

Comput. Optim. Appl., 1992

1991

A linear-time algorithm for solving continuous maximin knapsack problems.

Takahito Kuno, Hiroshi Konno, Eitan Zemel

Oper. Res. Lett., 1991

Efficient algorithms for solving rank two and rank three bilinear programming problems.

Yasutoshi Yajima, Hiroshi Konno

J. Glob. Optim., 1991

A parametric successive underestimation method for convex multiplicative programming problems.

Takahito Kuno, Hiroshi Konno

J. Glob. Optim., 1991

Parametric simplex algorithms for solving a special class of nonconvex minimization problems.

Hiroshi Konno, Yasutoshi Yajima, Tomomi Matsui

J. Glob. Optim., 1991

1988

Minimum concave cost production system: A further generalization of multi-echelon model.

Hiroshi Konno

Math. Program., 1988

1976

Maximization of A convex quadratic function under linear constraints.

Hiroshi Konno

Math. Program., 1976

A cutting plane algorithm for solving bilinear programs.

Hiroshi Konno

Math. Program., 1976