Pinar Mustafa .

Mustafa . Pinar

Information about the author Mustafa . Pinar will soon be added to the site.
Found 7 papers in total
On semidefinite bounds for maximization of a non-convex quadratic objective over the l1 unit ball
On semidefinite bounds for maximization of a non-convex quadratic objective over the l1 unit ball
2006
We consider the non-convex quadratic maximization problem subject to the l 1 unit ball...
Huber approximation for the non-linear l1 problem
Huber approximation for the non-linear l1 problem
2006
The smooth Huber approximation to the non-linear l 1 problem was proposed by Tishler...
Robust profit opportunities in risky financial portfolios
Robust profit opportunities in risky financial portfolios
2005
For risky financial securities with given expected return vector and covariance...
A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications
A simple duality proof in convex quadratic programming with a quadratic constraint, and some applications
2000
In this paper a simple derivation of duality is presented for convex quadratic...
Newton's method for linear inequality systems
Newton's method for linear inequality systems
1998
We describe a modified Newton type algorithm for the solution of linear inequality...
A smooth penalty function algorithm for network-structured problems
A smooth penalty function algorithm for network-structured problems
1995
We discuss the design and implementation of an algorithm for the solution of large...
New characterizations of solutions to overdetermined systems of linear equations
New characterizations of solutions to overdetermined systems of linear equations
1994
New characterizations of the solutions to overdetermined systems of linear equations...
Papers per page: