Mustafa Ç. Pinar

According to our database1, Mustafa Ç. Pinar authored at least 70 papers between 1992 and 2020.

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Bibliography

2020
Minimizers of Sparsity Regularized Huber Loss Function.
J. Optim. Theory Appl., 2020

Competitive location and pricing on a line with metric transportation costs.
Eur. J. Oper. Res., 2020

Codon optimization by 0-1 linear programming.
Comput. Oper. Res., 2020

Codon optimization: a mathematical programing approach.
Bioinform., 2020

2019
Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines.
SIAM J. Matrix Anal. Appl., 2019

Bilateral trade with risk-averse intermediary using linear network optimization.
Networks, 2019

On envy-free perfect matching.
Discret. Appl. Math., 2019

Deblurring Text Images Using Kernel Dictionaries.
Proceedings of the Ninth International Conference on Image Processing Theory, 2019

2018
On explicit solutions of a two-echelon supply chain coordination game.
Optim. Lett., 2018

Robust trading mechanisms over 0/1 polytopes.
J. Comb. Optim., 2018

Robust bilateral trade with discrete types.
EURO J. Comput. Optim., 2018

On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets.
Ann. Oper. Res., 2018

Robust auction design under multiple priors by linear and integer programming.
Ann. Oper. Res., 2018

2017
Optimal allocation with costly inspection and discrete types under ambiguity.
Optim. Methods Softw., 2017

Robust screening under ambiguity.
Math. Program., 2017

2016
Special issue on "Non-linear continuous optimization".
EURO J. Comput. Optim., 2016

Joint mixability of some integer matrices.
Discret. Optim., 2016

2015
Non-linear pricing by convex duality.
Autom., 2015

2014
Delegated portfolio management under ambiguity aversion.
Oper. Res. Lett., 2014

Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity.
J. Comput. Appl. Math., 2014

Sur l'allocation dynamique de portefeuille robuste contre l'incertitude des rendements moyens.
INFOR Inf. Syst. Oper. Res., 2014

Equilibrium in an ambiguity-averse mean-variance investors market.
Eur. J. Oper. Res., 2014

Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming.
Discret. Appl. Math., 2014

2013
The Best Gain-Loss Ratio is a Poor Performance Measure.
SIAM J. Financial Math., 2013

Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets.
Optim. Lett., 2013

2011
The Robust Network Loading Problem Under Hose Demand Uncertainty: Formulation, Polyhedral Analysis, and Computations.
INFORMS J. Comput., 2011

Gain-loss based convex risk limits in discrete-time trading.
Comput. Manag. Sci., 2011

2010
Structured least squares problems and robust estimators.
IEEE Trans. Signal Process., 2010

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming.
Eur. J. Oper. Res., 2010

A model and case study for efficient shelf usage and assortment analysis.
Ann. Oper. Res., 2010

2009
Overdetermined Systems of Linear Equations.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Pricing American Perpetual Warrants by Linear Programming.
SIAM Rev., 2009

Structured least squares with bounded data uncertainties.
Proceedings of the IEEE International Conference on Acoustics, 2009

2008
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming.
Autom., 2008

2007
Robust scenario optimization based on downside-risk measure for multi-period portfolio selection.
OR Spectr., 2007

An improved probability bound for the Approximate S-Lemma.
Oper. Res. Lett., 2007

Provisioning virtual private networks under traffic uncertainty.
Networks, 2007

Restricted Robust Uniform Matroid Maximization Under Interval Uncertainty.
Math. Program., 2007

Parallel image restoration using surrogate constraint methods.
J. Parallel Distributed Comput., 2007

2006
On semidefinite bounds for maximization of a non-convex quadratic objective over the <i>l<sub>1</sub> </i> unit ball.
RAIRO Oper. Res., 2006

On the S-procedure and Some Variants.
Math. Methods Oper. Res., 2006

Huber approximation for the non-linear <i>l</i>.
Eur. J. Oper. Res., 2006

Feature Cluster "Advances in Continuous Optimization".
Eur. J. Oper. Res., 2006

An exact algorithm for the capacitated vertex <i>p</i>-center problem.
Comput. Oper. Res., 2006

2005
Robust profit opportunities in risky financial portfolios.
Oper. Res. Lett., 2005

2004
Virtual Private Network Design Under Traffic Uncertainty.
Electron. Notes Discret. Math., 2004

Finite Computation of the l<sub>1</sub> Estimator from Huber's M-Estimator in Linear Regression.
Computing, 2004

A note on robust 0-1 optimization with uncertain cost coefficients.
4OR, 2004

2003
Constrained Nonlinear Programming for Volatility Estimation with GARCH Models.
SIAM Rev., 2003

A Derivation of Lovász' Theta via Augmented Lagrange Duality.
RAIRO Oper. Res., 2003

2002
A global error bound for quadratic perturbation of linear programs.
Appl. Math. Lett., 2002

2001
The robust spanning tree problem with interval data.
Oper. Res. Lett., 2001

2000
On closed-form solutions of a resource allocation problem in parallel funding of R&D projects.
Oper. Res. Lett., 2000

A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications.
Eur. J. Oper. Res., 2000

1999
Bound constrained quadratic programming via piecewise quadratic functions.
Math. Program., 1999

Continuation method for nonlinear complementarity problems via normal maps.
Eur. J. Oper. Res., 1999

1998
A Finite Continuation Algorithm for Bound Constrained Quadratic Programming.
SIAM J. Optim., 1998

Newton's method for linear inequality systems.
Eur. J. Oper. Res., 1998

1996
A New Finite Continuation Algorithm for Linear Programming.
SIAM J. Optim., 1996

Linear programming via a quadratic penalty function.
Math. Methods Oper. Res., 1996

The Parallel Surrogate Constraint Approach to the Linear Feasibility Problem.
Proceedings of the Applied Parallel Computing, 1996

1995
Implementation of QR Up- and Downdating on a Massively Parallel Computer.
Parallel Comput., 1995

Decomposing Linear Programs for Parallel Solution.
Proceedings of the Applied Parallel Computing, 1995

1994
A data-level parallel linear-quadratic penalty algorithm for multicommodity network flows.
ACM Trans. Math. Softw., 1994

On Smoothing Exact Penalty Functions for Convex Constrained Optimization.
SIAM J. Optim., 1994

New characterizations of ℓ<sub>1</sub> solutions to overdetermined systems of linear equations.
Oper. Res. Lett., 1994

1993
A Comparative Study of Parallel Decompositions for Multicommodity Flow Problems.
Parallel Algorithms Appl., 1993

1992
Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization.
SIAM J. Sci. Comput., 1992

Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm.
INFORMS J. Comput., 1992

Naval personnel Assignment: an Application of linear-quadratic penalty Methods.
Proceedings of the Computer Science and Operations Research, 1992


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