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51

Switching Stepsize Strategies for Sequential Quadratic Programming

George Tzallas-Regas, Berç Rustem

Journal:

Journal of Optimization Theory and Applications

Year:

2011

Language:

english

File:

PDF, 771 KB

english, 2011

52

Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare

Fook Wai Kong, Polyxeni-Margarita Kleniati, Berç Rustem

Journal:

Journal of Optimization Theory and Applications

Year:

2012

Language:

english

File:

PDF, 777 KB

english, 2012

53

A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming

Angelos Tsoukalas, Berç Rustem

Journal:

Optimization Letters

Year:

2011

Language:

english

File:

PDF, 254 KB

english, 2011

54

An Interior Point Algorithm for Computing Saddle Points of Constrained Continuous Minimax

Stanislav Žaković, Costas Pantelides, Berc Rustem

Journal:

Annals of Operations Research

Year:

2000

Language:

english

File:

PDF, 133 KB

english, 2000

55

Interactive decision making: Equivalence of modified formulations

Journal:

Annals of Operations Research

Year:

1994

Language:

english

File:

PDF, 692 KB

english, 1994

56

Algorithms for solving nonlinear dynamic decision models

Robin Becker, Berc Rustem

Journal:

Annals of Operations Research

Year:

1993

Language:

english

File:

PDF, 1.61 MB

english, 1993

57

Robust portfolio optimization: a conic programming approach

Kai Ye, Panos Parpas, Berç Rustem

Journal:

Computational Optimization and Applications

Year:

2012

Language:

english

File:

PDF, 725 KB

english, 2012

58

Distributionally robust joint chance constraints with second-order moment information

Steve Zymler, Daniel Kuhn, Berç Rustem

Journal:

Mathematical Programming

Year:

2013

Language:

english

File:

PDF, 416 KB

english, 2013

59

Robust resource allocations in temporal networks

Wolfram Wiesemann, Daniel Kuhn, Berç Rustem

Journal:

Mathematical Programming

Year:

2012

Language:

english

File:

PDF, 640 KB

english, 2012

60

International portfolio management with affine policies

Raquel J. Fonseca, Berç Rustem

Journal:

European Journal of Operational Research

Year:

2012

Language:

english

File:

PDF, 335 KB

english, 2012

61

A multi-parametric programming approach for constrained dynamic programming problems

Nuno P. Faísca, Konstantinos I. Kouramas, Pedro M. Saraiva, Berç Rustem, Efstratios N. Pistikopoulos

Journal:

Optimization Letters

Year:

2008

Language:

english

File:

PDF, 523 KB

english, 2008

62

Pessimistic Bilevel Optimization

Wiesemann, Wolfram, Tsoukalas, Angelos, Kleniati, Polyxeni-Margarita, Rustem, Berç

Journal:

SIAM Journal on Optimization

Year:

2013

Language:

english

File:

PDF, 338 KB

english, 2013

63

[Springer Optimization and Its Applications] Performance Models and Risk Management in Communications Systems Volume 46 || Of Threats and Costs: A Game-Theoretic Approach to Security Risk Management

Gülpınar, Nalân, Harrison, Peter, Rüstem, Berç

Year:

2011

Language:

english

File:

PDF, 334 KB

english, 2011

64

A primal-dual interior point algorithm with an exact and differentiable merit function for nonlinear programming

Akrotirianakis, Ioannis, Rustem, Berç

Journal:

Optimization Methods and Software

Year:

2000

Language:

english

File:

PDF, 1.04 MB

english, 2000

65

Sum of Non-Concave Utilities Maximization for MIMO Interference Systems

Kong, Fook Wai, Parpas, Panos, Rustem, Berc

Journal:

IEEE Transactions on Wireless Communications

Year:

2013

Language:

english

File:

PDF, 341 KB

english, 2013

66

[IEEE 1986 25th IEEE Conference on Decision and Control - Athens, Greece (1986.12.10-1986.12.12)] 1986 25th IEEE Conference on Decision and Control - A Newton-type min-max algorithm for rival models of the same system

Year:

1986

Language:

english

File:

PDF, 353 KB

english, 1986

67

[IEEE 2010 49th IEEE Conference on Decision and Control (CDC) - Atlanta, GA, USA (2010.12.15-2010.12.17)] 49th IEEE Conference on Decision and Control (CDC) - A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning

Kong, Fook Wai, Kuhn, Daniel, Rustem, Berc

Year:

2010

Language:

english

File:

PDF, 351 KB

english, 2010

68

[IEEE 2011 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC 2011) - Orlando, FL, USA (2011.12.12-2011.12.15)] IEEE Conference on Decision and Control and European Control Conference - Decision rules for information discovery in multi-stage stochastic programming

Vayanos, Phebe, Kuhn, Daniel, Rustem, Berc

Year:

2011

Language:

english

File:

PDF, 189 KB

english, 2011

69

[Applied Optimization] Computational Methods in Decision-Making, Economics and Finance Volume 74 || A Linear Matrix Inequalities Approach to Robust Mean-Semivariance Portfolio Optimization

Kontoghiorghes, Erricos John, Rustem, Berc, Siokos, Stavros

Year:

2002

Language:

english

File:

PDF, 1.61 MB

english, 2002

70

Computational Methods in Financial Engineering || Risk Preferences and Loss Aversion in Portfolio Optimization

Kontoghiorghes, Erricos J., Rustem, Berç, Winker, Peter

Year:

2008

Language:

english

File:

PDF, 427 KB

english, 2008

71

[Advances in Computational Economics] Computational Approaches to Economic Problems Volume 6 || Asset Liability Management

Amman, Hans, Rustem, Berc, Whinston, Andrew

Year:

1997

Language:

english

File:

PDF, 1.90 MB

english, 1997

72

Computational Methods in Financial Engineering || Robust Prediction of Beta

Kontoghiorghes, Erricos J., Rustem, Berç, Winker, Peter

Year:

2008

Language:

english

File:

PDF, 423 KB

english, 2008

73

Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems

Parpas, Panos, Rustem, Berç

Journal:

INFORMS Journal on Computing

Year:

2007

Language:

english

File:

PDF, 146 KB

english, 2007

74

SPIE Proceedings [SPIE SPIE Medical Imaging - Lake Buena Vista, Florida (Saturday 12 February 2011)] Medical Imaging 2011: Image Processing - Incorporating hard constraints into non-rigid registration via nonlinear programming

Luong, Duy V. N., Dawant, Benoit M., Haynor, David R., Rueckert, Daniel, Rustem, Berc

Year:

2011

Language:

english

File:

PDF, 1.19 MB

english, 2011

75

[Lecture Notes in Control and Information Sciences] Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions Volume 31 || Policy optimisation algorithms for nonlinear econometric models

Year:

1981

Language:

english

File:

PDF, 802 KB

english, 1981

76

[Lecture Notes in Control and Information Sciences] Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions Volume 31 || Suggestions for further research

Year:

1981

Language:

english

File:

PDF, 68 KB

english, 1981

77

[Lecture Notes in Control and Information Sciences] Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions Volume 31 || The iterative specification of objective functions in economic policy optimisation: An application of projection methods

Year:

1981

Language:

english

File:

PDF, 1.02 MB

english, 1981

78

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 1. Introduction to Minimax

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 174 KB

english, 2009

79

Algorithms for Worst-Case Design and Applications to Risk Management () || Preface

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 66 KB

english, 2009

80

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 10. Asset/Liability Management Under Uncertainty

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 358 KB

english, 2009

81

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 5. Numerical Experiments With Continuous Minimax Algorithms

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 207 KB

english, 2009

82

Algorithms for Worst-Case Design and Applications to Risk Management () || Index

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 397 KB

english, 2009

83

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 9. Minimax and Asset Allocation Problems

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 663 KB

english, 2009

84

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 6 Minimax As A Robust Strategy For Discrete Rival Scenarios

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 172 KB

english, 2009

85

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 7 Discrete Minimax Algorithm For Equality And Inequality Constrained Models

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 290 KB

english, 2009

86

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 3. Algorithms For Computing Saddle Points

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 221 KB

english, 2009

87

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 11 Robust Currency Management

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 311 KB

english, 2009

88

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 8. A Continuous Minimax Strategy For Options Hedging

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 378 KB

english, 2009

89

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 4. A Quasi-Newton Algorithm For Continuous Minimax

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 230 KB

english, 2009

90

Algorithms for Worst-Case Design and Applications to Risk Management () || Chapter 2. A Survey Of Continuous Minimax Algorithms

Rustem, Berç, Howe, Melendres

Year:

2009

Language:

english

File:

PDF, 148 KB

english, 2009

91

Welfare-Maximizing Correlated Equilibria with an Application to Wireless Communication

Kong, Fook Wai, Kuhn, Daniel, Rustem, Berç

Journal:

IFAC Proceedings Volumes

Year:

2011

Language:

english

File:

PDF, 223 KB

english, 2011

92

An outer approximation based branch and cut algorithm for convex 0-1 MINLP problems

Akrotirianakis, Ioannis, Maros, Istvan, Rustem, Berc

Journal:

Optimization Methods and Software

Year:

2001

Language:

english

File:

PDF, 1.05 MB

english, 2001

93

Robust risk budgeting

Kapsos, Michalis, Christofides, Nicos, Rustem, Berc

Journal:

Annals of Operations Research

Year:

2017

Language:

english

File:

PDF, 3.61 MB

english, 2017

94

An Approach to Continuous Minimax: The Basic Algorithm

Rustem, Berç, Howe, Melendres

Journal:

IFAC Proceedings Volumes

Year:

1998

Language:

english

File:

PDF, 1.50 MB

english, 1998

95

A Discrete Min-Max Algorithm: Risk Management with Rival Scenarios

Journal:

IFAC Proceedings Volumes

Year:

1995

Language:

english

File:

PDF, 2.45 MB

english, 1995

96

Minimax Algorithms with Applications in Finance and Engineering

Asprey, Steven, Rustem, Berc, Žaković, Stanislav

Journal:

IFAC Proceedings Volumes

Year:

2001

Language:

english

File:

PDF, 2.94 MB

english, 2001

97

AN INTERIOR POINT MINIMAX ALGORITHM WITH APPLICATIONS IN ENGINEERING

Žaković, Stanislav, Rustem, Berc, Pistikopoulos, Stratos

Journal:

IFAC Proceedings Volumes

Year:

2005

File:

PDF, 277 KB

2005

98

Guest Editorial

Parpas, Panos, Rustem, Berc, Wiesemann, Wolfram

Journal:

Optimization Methods and Software

Year:

2017

Language:

english

File:

PDF, 383 KB

english, 2017

99

[Lecture Notes in Control and Information Sciences] Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions Volume 31 || An algorithm for positive definite quadratic programming

Year:

1981

Language:

english

File:

PDF, 1.30 MB

english, 1981

100

[Lecture Notes in Control and Information Sciences] Projection Methods in Constrained Optimisation and Applications to Optimal Policy Decisions Volume 31 || Nonlinearly constrained optimisation techniques based on projections

Year:

1981

Language:

english

File:

PDF, 1.05 MB

english, 1981

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