Publications


    2015


  1. M. Fuentes-Gari, R. Misener, D. Garcia-Munzer, E. Velliou, M. C. Georgiadis, M. Kostoglou, E. N. Pistikopoulos, N. Panoskaltsis and A. Mantalaris. “A mathematical model of subpopulation kinetics for the deconvolution of leukaemia heterogeneity.” Journal of The Royal Society Interface, vol. 8, no. 1, pp. 3 - 22, 2015.
    [BibTeX]

    @article{misener:2015,
      author = {Fuentes-Gari, M. and  Misener, R.  and D. Garcia-Munzer,  and E. Velliou, and M. C. Georgiadis, and M. Kostoglou, and E. N. Pistikopoulos, and N. Panoskaltsis, and A. Mantalaris},
      title = {A mathematical model of subpopulation kinetics for the deconvolution of leukaemia heterogeneity},
      journal = {Journal of The Royal Society Interface},
      year = {2015},
      volume = {8},
      number = {1},
      pages = {3 - 22}
    }
    

  2. 2014


  3. A. Georghiou, W. Wiesemann and D. Kuhn. “Generalized decision rule approximations for stochastic programming via liftings.” Mathematical Programming, pp. 1-38, 2014.
    [BibTeX] [URL]

    @article{Georghiou2014,
      author = {Georghiou, A. and Wiesemann, W. and Kuhn, D.},
      title = {Generalized decision rule approximations for stochastic programming via liftings},
      journal = {Mathematical Programming},
      publisher = {Springer Berlin Heidelberg},
      year = {2014},
      pages = {1--38},
      url = {http://dx.doi.org/10.1007/s10107-014-0789-6},
      doi = {http://dx.doi.org/10.1007/s10107-014-0789-6}
    }
    
  4. G. Hanasusanto, D. Kuhn, S. Wallace and S. Zymler. “Distributionally robust multi-item newsvendor problems with multi-modal demand distributions.” Mathematical Programming, pp. 1-32, 2014.
    [BibTeX] [URL]

    @article{Hanasusanto2014,
      author = {Hanasusanto, G.A. and Kuhn, D. and Wallace, S.W. and Zymler, S.},
      title = {Distributionally robust multi-item newsvendor problems with multi-modal demand distributions},
      journal = {Mathematical Programming},
      year = {2014},
      pages = {1--32},
      url = {http://link.springer.com/article/10.1007%2Fs10107-014-0776-y#page-1},
      doi = {http://dx.doi.org/10.1007/s10107-014-0776-y}
    }
    
  5. R. Misener, J. B. Smadbeck and C. A. Floudas. “Dynamically-Generated Cutting Planes for Mixed-Integer Quadratically-Constrained Quadratic Programs and their Incorporation into GloMIQO 2.0.” Optimization Methods and Software, 2014. In Press.
    [BibTeX] [URL]

    @article{misener-etal:2014,
      author = {R. Misener and J.~B. Smadbeck and C.~A. Floudas},
      title = {Dynamically-Generated Cutting Planes for Mixed-Integer Quadratically-Constrained Quadratic Programs and their Incorporation into GloMIQO 2.0},
      journal = {Optimization Methods and Software},
      year = {2014},
      note = {In Press},
      url = {http://dx.doi.org/10.1080/10556788.2014.916287}
    }
    

  6. 2013


  7. E. Gutin, D. Kuhn and W. Wiesemann. “Interdiction games on markovian PERT networks.” Accepted in Management Science, 2013.
    [BibTeX] [URL]

    @misc{Gutin2013,
      author = {Gutin, E. and Kuhn, D. and Wiesemann, W.},
      title = {Interdiction games on markovian PERT networks},
      year = {2013},
      note = {Accepted in Management Science},
      url = {http://www.optimization-online.org/DB_HTML/2013/04/3830.html}
    }
    
  8. F. Kong and B. Rustem. “Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity.” Journal of Global Optimization, vol. 57, no. 1, pp. 251-277, 2013.
    [BibTeX] [URL]

    @article{Kong2013a,
      author = {Kong, F.W. and Rustem, B.},
      title = {Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity},
      journal = {Journal of Global Optimization},
      year = {2013},
      volume = {57},
      number = {1},
      pages = {251-277},
      url = {http://link.springer.com/article/10.1007%2Fs10898-012-9912-5}
    }
    
  9. F. Kong, P. Parpas and B. Rustem. “Sum of non-concave utilities maximization for MIMO interference systems.” IEEE Transactions on Wireless Communications, vol. 12, no. 4, pp. 1744-1751, 2013.
    [BibTeX] [URL]

    @article{Kong2013b,
      author = {Kong, F.W. and Parpas, P. and Rustem, B.},
      title = {Sum of non-concave utilities maximization for MIMO interference systems},
      journal = {IEEE Transactions on Wireless Communications},
      year = {2013},
      volume = {12},
      number = {4},
      pages = {1744-1751},
      url = {http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6476078}
    }
    
  10. R. Misener and C. A. Floudas. “GloMIQO: Global Mixed-Integer Quadratic Optimizer.” Journal of Global Optimization, vol. 57, pp. 3-30, 2013.
    [BibTeX] [URL]

    @article{misener-floudas:JoGO:2013,
      author = {R. Misener and C.~A. Floudas},
      title = {GloMIQO: Global Mixed-Integer Quadratic Optimizer},
      journal = {Journal of Global Optimization},
      year = {2013},
      volume = {57},
      pages = {3-30},
      url = {http://dx.doi.org/10.1007/s10898-012-9874-7}
    }
    
  11. P. Rocha and D. Kuhn. “A polynomial-time solution scheme for quadratic stochastic programs.” Journal of Optimization Theory and Applications, vol. 158, no. 2, pp. 576-589, 2013.
    [BibTeX] [URL]

    @article{Rocha2013,
      author = {Rocha, P. and Kuhn, D.},
      title = {A polynomial-time solution scheme for quadratic stochastic programs},
      journal = {Journal of Optimization Theory and Applications},
      year = {2013},
      volume = {158},
      number = {2},
      pages = {576-589},
      url = {http://link.springer.com/article/10.1007%2Fs10957-012-0264-6}
    }
    
  12. W. Wiesemann, A. Tsoukalas, P.-M. Kleniati and B. Rustem. “Pessimistic bi-level optimisation.” SIAM Journal on Optimization, vol. 23, no. 1, pp. 353-380, 2013.
    [BibTeX] [URL]

    @article{Wiesemann2013a,
      author = {Wiesemann, W. and Tsoukalas, A. and Kleniati, P.-M. and Rustem, B.},
      title = {Pessimistic bi-level optimisation},
      journal = {SIAM Journal on Optimization},
      year = {2013},
      volume = {23},
      number = {1},
      pages = {353-380},
      url = {http://epubs.siam.org/doi/abs/10.1137/120864015}
    }
    
  13. W. Wiesemann, C. Gounaris and C. Floudas. “The robust capacitated vehicle routing problem under demand uncertainty.” Operations Research, Articles in Advance, 2013.
    [BibTeX] [URL]

    @article{Wiesemann2013b,
      author = {Wiesemann, W. and Gounaris, C.E. and Floudas, C.A.},
      title = {The robust capacitated vehicle routing problem under demand uncertainty},
      journal = {Operations Research, Articles in Advance},
      year = {2013},
      url = {http://or.journal.informs.org/content/early/2013/02/05/opre.1120.1136.abstract}
    }
    
  14. W. Wiesemann, D. Kuhn and B. Rustem. “Robust markov decision processes.” Mathematics of Operations Research, Articles in Advance, 2013.
    [BibTeX] [URL]

    @article{Wiesemann2013c,
      author = {Wiesemann, W. and Kuhn, D. and Rustem, B.},
      title = {Robust markov decision processes},
      journal = {Mathematics of Operations Research, Articles in Advance},
      year = {2013},
      url = {http://mor.journal.informs.org/content/early/2012/11/14/moor.1120.0566}
    }
    
  15. S. Zymler, D. Kuhn and B. Rustem. “Worst-case value-at-risk of non-linear portfolios.” Management Science, vol. 59, no. 1, pp. 172-188, 2013.
    [BibTeX] [URL]

    @article{Zymler2013a,
      author = {Zymler, S. and Kuhn, D. and Rustem, B.},
      title = {Worst-case value-at-risk of non-linear portfolios},
      journal = {Management Science},
      year = {2013},
      volume = {59},
      number = {1},
      pages = {172-188},
      url = {http://mansci.journal.informs.org/content/early/2012/10/08/mnsc.1120.1615}
    }
    
  16. S. Zymler, D. Kuhn and B. Rustem. “Distributionally robust joint chance constraints with second-order moment information.” Mathematical Programming, vol. 137, no. 1-2, pp. 167-198, 2013.
    [BibTeX] [URL]

    @article{Zymler2013b,
      author = {Zymler, S. and Kuhn, D. and Rustem, B.},
      title = {Distributionally robust joint chance constraints with second-order moment information},
      journal = {Mathematical Programming},
      year = {2013},
      volume = {137},
      number = {1-2},
      pages = {167-198},
      url = {http://link.springer.com/article/10.1007%2Fs10107-011-0494-7#page-1}
    }
    

  17. 2012


  18. D. Bampou and D. Kuhn. “Polynomial approximations for continuous linear programs.” SIAM Journal on Optimization, vol. 22, no. 2, pp. 628-648, 2012.
    [BibTeX] [URL]

    @article{Bampou2011,
      author = {Dimitra Bampou and Daniel Kuhn},
      title = {Polynomial approximations for continuous linear programs},
      journal = {SIAM Journal on Optimization},
      year = {2012},
      volume = {22},
      number = {2},
      pages = {628-648},
      url = {http://epubs.siam.org/doi/abs/10.1137/110822992}
    }
    
  19. F. Kong, P.-M. Kleniati and B. Rustem. “Computation of correlated equilibrium with global-optimal expected social welfare.” Journal of Optimization Theory and Applications, vol. 153, no. 1, pp. 237-261, 2012.
    [BibTeX] [URL]

    @article{Kong2012,
      author = {Kong, F.W. and Kleniati, P.-M. and Rustem, B.},
      title = {Computation of correlated equilibrium with global-optimal expected social welfare},
      journal = {Journal of Optimization Theory and Applications},
      year = {2012},
      volume = {153},
      number = {1},
      pages = {237-261},
      url = {http://link.springer.com/article/10.1007%2Fs10957-012-9988-6}
    }
    
  20. J. Li, R. Misener and C. A. Floudas. “Continuous-time modeling and global optimization approach for scheduling of crude oil operations.” AIChE Journal, vol. 58, no. 1, pp. 205-226, 2012.
    [BibTeX] [URL]

    @article{li-etal:2012,
      author = {J.~Li and R.~Misener and C.~A.~Floudas},
      title = {Continuous-time modeling and global optimization approach for scheduling of crude oil operations},
      journal = {AIChE Journal},
      year = {2012},
      volume = {58},
      number = {1},
      pages = {205-226},
      url = {http://dx.doi.org/10.1016/j.compchemeng.2011.01.026}
    }
    
  21. R. Misener and C. A. Floudas. “Global Optimization of Mixed-Integer Quadratically-Constrained Quadratic Programs (MIQCQP) through Piecewise-Linear and Edge-Concave Relaxations.” Mathematical Programming, Series B, vol. 136, pp. 155-182, 2012.
    [BibTeX] [URL]

    @article{misener-floudas:2012,
      author = {R. Misener and C.~A. Floudas},
      title = {Global Optimization of Mixed-Integer Quadratically-Constrained Quadratic Programs (MIQCQP) through Piecewise-Linear and Edge-Concave Relaxations},
      journal = {Mathematical Programming, Series B},
      year = {2012},
      volume = {136},
      pages = {155-182},
      url = {http://dx.doi.org/10.1007/s10107-012-0555-6}
    }
    
  22. P. Rocha and D. Kuhn. “Multistage stochastic portfolio optimization in deregulated electricity markets using linear decision rules.” European Journal of Operational Research, vol. 216, no. 2, pp. 397-408, 2012.
    [BibTeX] [URL]

    @article{Rocha2011,
      author = {Rocha, P. and Kuhn, D.},
      title = {Multistage stochastic portfolio optimization in deregulated electricity markets using linear decision rules},
      journal = {European Journal of Operational Research},
      year = {2012},
      volume = {216},
      number = {2},
      pages = {397-408},
      url = {http://www.sciencedirect.com/science/article/pii/S0377221711007132}
    }
    
  23. S. Spacey, W. Wiesemann, D. Kuhn and W. Luk. “Robust software partitioning with multiple instantiation.” INFORMS Journal on Computing, vol. 24, no. 3, pp. 500-515, 2012.
    [BibTeX] [URL]

    @article{Spacey2011,
      author = {Spacey, S.A. and Wiesemann, W. and Kuhn, D. and Luk, W.},
      title = {Robust software partitioning with multiple instantiation},
      journal = {INFORMS Journal on Computing},
      year = {2012},
      volume = {24},
      number = {3},
      pages = {500-515},
      url = {http://joc.journal.informs.org/content/early/2011/07/21/ijoc.1110.0467.abstract}
    }
    
  24. P. Vayanos, D. Kuhn and B. Rustem. “A constraint sampling approach for multistage robust optimization.” Automatica, vol. 48, no. 3, pp. 459-471, 2012.
    [BibTeX] [URL]

    @article{Vayanos2011,
      author = {Vayanos, P. and Kuhn, D. and Rustem, B.},
      title = {A constraint sampling approach for multistage robust optimization},
      journal = {Automatica},
      year = {2012},
      volume = {48},
      number = {3},
      pages = {459-471},
      url = {http://www.sciencedirect.com/science/article/pii/S0377221711007132}
    }
    
  25. M. Webster, N. Santen and P. Parpas. “An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty.” Computational Management Science, 2012. to appear.
    [BibTeX]

    @article{webster2011approximate,
      author = {Webster, M. and Santen, N. and Parpas, P.},
      title = {An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty},
      journal = {Computational Management Science},
      year = {2012},
      note = {to appear}
    }
    
  26. W. Wiesemann, D. Kuhn and B. Rustem. “Multi-resource allocation in stochastic project scheduling.” Annals of Operations Research, vol. 193, no. 1, pp. 193-220, 2012.
    [BibTeX] [URL]

    @article{Wiesemann2008,
      author = {Wiesemann, W. and Kuhn, D. and Rustem, B.},
      title = {Multi-resource allocation in stochastic project scheduling},
      journal = {Annals of Operations Research},
      year = {2012},
      volume = {193},
      number = {1},
      pages = {193-220},
      url = {http://www.springerlink.com/content/3753r032185770tg/}
    }
    
  27. W. Wiesemann, D. Kuhn and B. Rustem. “Robust resource allocations in temporal networks.” Mathematical Programming, vol. 135, no. 1-2, pp. 437-471, 2012.
    [BibTeX] [URL]

    @article{Wiesemann2011,
      author = {Wiesemann, W. and Kuhn, D. and Rustem, B.},
      title = {Robust resource allocations in temporal networks},
      journal = {Mathematical Programming},
      year = {2012},
      volume = {135},
      number = {1-2},
      pages = {437-471},
      url = {http://www.springerlink.com/content/r527588515684226/}
    }
    

  28. 2011


  29. R. Fonseca, W. Wiesemann and B. Rustem. “Robust international portfolio management.” Computational Management Science, pp. 1-32, 2011.
    [BibTeX] [URL]

    @article{Fonseca2011a,
      author = {Fonseca, R. and Wiesemann, W. and Rustem, B.},
      title = {Robust international portfolio management},
      journal = {Computational Management Science},
      year = {2011},
      pages = {1--32},
      url = {http://www.springerlink.com/content/305g070854013416/}
    }
    
  30. R. Fonseca, S. Zymler, W. Wiesemann and B. Rustem. “Robust optimization of currency portfolios.” Journal of Computational Finance, vol. 15, no. 1, 2011.
    [BibTeX] [URL]

    @article{Fonseca2011b,
      author = {Fonseca, R. and Zymler, S. and Wiesemann, W. and Rustem, B.},
      title = {Robust optimization of currency portfolios},
      journal = {Journal of Computational Finance},
      year = {2011},
      volume = {15},
      number = {1},
      url = {http://www.journalofcomputationalfinance.com/public/showPage.html?validate=0&page=jcf_login_new2&url=%2Fpublic%2FshowPage.html%3Fpage%3Djcf_v15n1a1}
    }
    
  31. M. Hadjiyiannis, P. Goulart and D. Kuhn. “An efficient method to estimate the suboptimality of affine controllers.” IEEE Transactions on Automatic Control, vol. 56, no. 12, pp. 2841-2853, 2011.
    [BibTeX] [URL]

    @article{Hadjiyiannis2011,
      author = {Hadjiyiannis, M. and Goulart, P. and Kuhn, D.},
      title = {An efficient method to estimate the suboptimality of affine controllers},
      journal = {IEEE Transactions on Automatic Control},
      year = {2011},
      volume = {56},
      number = {12},
      pages = {2841-2853},
      url = {http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=5742976&tag=1}
    }
    
  32. D. Kuhn, W. Wiesemann and A. Georghiou. “Primal and dual linear decision rules in stochastic and robust optimization.” Mathematical Programming, vol. 130, no. 1, pp. 177-209, 2011.
    [BibTeX] [URL]

    @article{kuhn_primal_dual_rules,
      author = {Kuhn, D. and Wiesemann, W. and Georghiou, A.},
      title = {Primal and dual linear decision rules in stochastic and robust optimization},
      journal = {Mathematical Programming},
      year = {2011},
      volume = {130},
      number = {1},
      pages = {177-209},
      url = {http://www.springerlink.com/content/544w8v6173188388/}
    }
    
  33. R. Misener, J. P. Thompson and C. A. Floudas. “APOGEE: Global Optimization of Standard, Generalized, and Extended Pooling Problems via Linear and Logarithmic Partitioning Schemes.” Computers and Chemical Engineering, vol. 35, no. 5, pp. 876-892, 2011.
    [BibTeX] [URL]

    @article{misener-etal:2011,
      author = {R. Misener and J.~P. Thompson and C.~A. Floudas},
      title = {APOGEE: Global Optimization of Standard, Generalized, and Extended Pooling Problems via Linear and Logarithmic Partitioning Schemes},
      journal = {Computers and Chemical Engineering},
      year = {2011},
      volume = {35},
      number = {5},
      pages = {876-892},
      url = {http://dx.doi.org/10.1016/j.compchemeng.2011.01.026}
    }
    
  34. N. Papadakos, B. Rustem, G. Tzallas-Regas and J. Thoms. “Risky traveling salesman problem.” European Journal of Operational Research, vol. 212, no. 1, pp. 69-73, 2011.
    [BibTeX] [URL]

    @article{Papadakos2011,
      author = {Papadakos, N. and Rustem, B. and Tzallas-Regas, G. and Thoms, J.},
      title = {Risky traveling salesman problem},
      journal = {European Journal of Operational Research},
      year = {2011},
      volume = {212},
      number = {1},
      pages = {69--73},
      url = {http://www.sciencedirect.com/science/article/pii/S0377221711000531}
    }
    
  35. A. Tsoukalas and B. Rustem. “A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming.” Optimization Letters, vol. 5, no. 4, pp. 705-716, 2011.
    [BibTeX] [URL]

    @article{Tsoukalas2011,
      author = {Tsoukalas, A. and Rustem, B.},
      title = {A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming},
      journal = {Optimization Letters},
      year = {2011},
      volume = {5},
      number = {4},
      pages = {705--716},
      url = {http://www.springerlink.com/content/c337721l44020k71/}
    }
    
  36. G. Tzallas-Regas and B. Rustem. “Switching stepsize strategies for Sequential Quadratic Programming.” Journal of Optimization Theory and Applications, vol. 149, no. 2, pp. 269-292, 2011.
    [BibTeX] [URL]

    @article{Tzallas-Regas2011,
      author = {Tzallas-Regas, G. and Rustem, B.},
      title = {Switching stepsize strategies for Sequential Quadratic Programming},
      journal = {Journal of Optimization Theory and Applications},
      year = {2011},
      volume = {149},
      number = {2},
      pages = {269--292},
      url = {http://www.springerlink.com/content/t16505p377835726/}
    }
    
  37. S. Zymler, D. Kuhn and B. Rustem. “Robust portfolio optimization with derivative insurance guarantees.” European Journal of Operational Research, vol. 210, no. 2, pp. 410-424, 2011. (to appear).
    [BibTeX] [URL]

    @article{Zymler2011a,
      author = {Zymler, S. and Kuhn, D. and Rustem, B.},
      title = {Robust portfolio optimization with derivative insurance guarantees},
      journal = {European Journal of Operational Research},
      year = {2011},
      volume = {210},
      number = {2},
      pages = {410--424},
      note = {(to appear)},
      url = {http://www.sciencedirect.com/science/article/pii/S0377221710006259}
    }
    
  38. K. Ye, P. Parpas and B. Rustem. “Robust portfolio optimization: a conic programming approach.” Computational Optimization and Applications, pp. 1-19, 2011.
    [BibTeX] [URL]

    @article{,
      author = {Ye, Kai and Parpas, Panos and Rustem, Berc},
      title = {Robust portfolio optimization: a conic programming approach},
      journal = {Computational Optimization and Applications},
      year = {2011},
      pages = {1-19},
      url = {http://dx.doi.org/10.1007/s10589-011-9419-x}
    }
    

  39. 2010


  40. P.-M. Kleniati, P. Parpas and B. Rustem. “Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems.” Journal of Optimization Theory and Applications, vol. 145, no. 2, pp. 289-310, 2010.
    [BibTeX] [URL]

    @article{Kleniati2010,
      author = {Kleniati, P.-M. and Parpas, P. and Rustem, B.},
      title = {Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems},
      journal = {Journal of Optimization Theory and Applications},
      year = {2010},
      volume = {145},
      number = {2},
      pages = {289--310},
      url = {http://www.springerlink.com/content/463m6p054p780216/}
    }
    
  41. P.-M. Kleniati, P. Parpas and B. Rustem. “Partitioning procedure for polynomial optimization.” Journal of Global Optimization, vol. 48, no. 4, pp. 549-567, 2010.
    [BibTeX] [URL]

    @article{Kleniati2010a,
      author = {Kleniati, P.-M. and Parpas, P. and Rustem, B.},
      title = {Partitioning procedure for polynomial optimization},
      journal = {Journal of Global Optimization},
      year = {2010},
      volume = {48},
      number = {4},
      pages = {549--567},
      url = {http://www.springerlink.com/content/k715216h79035k21/}
    }
    
  42. D. Kuhn and D. Luenberger. “Analysis of the rebalancing frequency in log-optimal portfolio selection.” Quantitative Finance, vol. 10, no. 2, pp. 221-234, 2010.
    [BibTeX] [URL]

    @article{Kuhn2010,
      author = {Kuhn, D. and Luenberger, D.G.},
      title = {Analysis of the rebalancing frequency in log-optimal portfolio selection},
      journal = {Quantitative Finance},
      year = {2010},
      volume = {10},
      number = {2},
      pages = {221--234},
      url = {http://www.tandfonline.com/doi/abs/10.1080/14697680802629400?journalCode=rquf20}
    }
    
  43. R. Misener, C. E. Gounaris and C. A. Floudas. “Mathematical modeling and global optimization of large-scale extended pooling problems with the (EPA) complex emissions constraints.” Computers and Chemical Engineering, vol. 34, no. 9, pp. 1432 - 1456, 2010.
    [BibTeX] [URL]

    @article{misener-etal:2010,
      author = {R. Misener and C.~E. Gounaris and C.~A. Floudas},
      title = {Mathematical modeling and global optimization of large-scale extended pooling problems with the (EPA) complex emissions constraints},
      journal = {Computers and Chemical Engineering},
      year = {2010},
      volume = {34},
      number = {9},
      pages = {1432 - 1456},
      url = {http://dx.doi.org/10.1016/j.compchemeng.2010.02.014}
    }
    
  44. R. Misener and C. A. Floudas. “Piecewise-Linear Approximations of Multidimensional Functions.” Journal of Optimization Theory and Applications, vol. 145, no. 1, pp. 120 - 147, 2010.
    [BibTeX] [URL]

    @article{misener-floudas:2010,
      author = {R. Misener and C.~A. Floudas},
      title = {Piecewise-Linear Approximations of Multidimensional Functions},
      journal = {Journal of Optimization Theory and Applications},
      year = {2010},
      volume = {145},
      number = {1},
      pages = {120 - 147},
      url = {http://dx.doi.org/10.1007/s10957-009-9626-0}
    }
    
  45. R. Misener and C. A. Floudas. “Global Optimization of Large-Scale Pooling Problems: Quadratically Constrained MINLP Models.” Industrial and Engineering Chemistry Research, vol. 49, no. 11, pp. 5424 - 5438, 2010.
    [BibTeX] [URL]

    @article{misener-floudas:2010-genpooling,
      author = {R.~Misener and C.~A. Floudas},
      title = {Global Optimization of Large-Scale Pooling Problems: Quadratically Constrained MINLP Models},
      journal = {Industrial and Engineering Chemistry Research},
      year = {2010},
      volume = {49},
      number = {11},
      pages = {5424 - 5438},
      url = {http://dx.doi.org/10.1021/ie100025e}
    }
    
  46. E. Obasanjo, G. Tzallas-Regas and B. Rustem. “An Interior-point algorithm for nonlinear minimax problems.” Journal of Optimization Theory and Applications, vol. 144, no. 2, pp. 291-318, 2010.
    [BibTeX] [URL]

    @article{Obasanjo2010,
      author = {Obasanjo, E. and Tzallas-Regas, G. and Rustem, B.},
      title = {An Interior-point algorithm for nonlinear minimax problems},
      journal = {Journal of Optimization Theory and Applications},
      year = {2010},
      volume = {144},
      number = {2},
      pages = {291--318},
      url = {http://www.springerlink.com/content/b612577606v3wt01/}
    }
    
  47. W. Wiesemann, D. Kuhn and B. Rustem. “Maximizing the net present value of a project under uncertainty.” European Journal of Operational Research, vol. 202, no. 2, pp. 356-367, 2010. (to appear).
    [BibTeX] [URL]

    @article{Wiesemann2010,
      author = {Wiesemann, W. and Kuhn, D. and Rustem, B.},
      title = {Maximizing the net present value of a project under uncertainty},
      journal = {European Journal of Operational Research},
      year = {2010},
      volume = {202},
      number = {2},
      pages = {356--367},
      note = {(to appear)},
      url = {http://www.sciencedirect.com/science/article/pii/S0377221709003932}
    }
    

  48. 2009


  49. N. Faísca, V. Kosmidis, B. Rustem and E. Pistikopoulos. “Global optimization of multi-parametric MILP problems.” Journal of Global Optimization, vol. 45, no. 1, pp. 131-151, 2009.
    [BibTeX] [URL]

    @article{Faisca2009,
      author = {Faísca, N. and Kosmidis, V. and Rustem, B. and Pistikopoulos, E.N.},
      title = {Global optimization of multi-parametric MILP problems},
      journal = {Journal of Global Optimization},
      year = {2009},
      volume = {45},
      number = {1},
      pages = {131--151},
      url = {http://www.springerlink.com/content/7n65071q272n314j/}
    }
    
  50. N. Faísca, P. Saraíva, B. Rustem and E. Pistikopoulos. “A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems.” Computational Management Science, vol. 6, no. 4, pp. 377-397, 2009.
    [BibTeX] [URL]

    @article{Faisca2009a,
      author = {Faísca, N. and Saraíva, P. and Rustem, B. and Pistikopoulos, E.N.},
      title = {A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems},
      journal = {Computational Management Science},
      year = {2009},
      volume = {6},
      number = {4},
      pages = {377--397},
      url = {http://econpapers.repec.org/article/sprcomgts/v_3a6_3ay_3a2009_3ai_3a4_3ap_3a377-397.htm}
    }
    
  51. C. E. Gounaris, R. Misener and C. A. Floudas. “Computational Comparison of Piecewise-Linear Relaxations for Pooling Problems.” Industrial and Engineering Chemistry Research, vol. 48, no. 12, pp. 5742 - 5766, 2009.
    [BibTeX] [URL]

    @article{gounaris-etal:2009,
      author = {C.~E. Gounaris and R. Misener and C.~A. Floudas},
      title = {Computational Comparison of Piecewise-Linear Relaxations for Pooling Problems},
      journal = {Industrial and Engineering Chemistry Research},
      year = {2009},
      volume = {48},
      number = {12},
      pages = {5742 - 5766},
      url = {http://dx.doi.org/10.1021/ie8016048}
    }
    
  52. G. Haarbrücker and D. Kuhn. “Valuation of electricity swing options by multistage stochastic programming.” Automatica, vol. 45, no. 4, pp. 889-899, 2009.
    [BibTeX] [URL]

    @article{Haarbrucker2009,
      author = {Haarbrücker, G. and Kuhn, D.},
      title = {Valuation of electricity swing options by multistage stochastic programming},
      journal = {Automatica},
      year = {2009},
      volume = {45},
      number = {4},
      pages = {889-899},
      url = {http://www.sciencedirect.com/science/article/pii/S0005109808005621}
    }
    
  53. D. Kuhn. “An information-based approximation scheme for stochastic optimization problems in continuous time.” Mathematics of Operations Research, vol. 34, no. 2, pp. 428-444, 2009.
    [BibTeX] [URL]

    @article{Kuhn2009,
      author = {Kuhn, D.},
      title = {An information-based approximation scheme for stochastic optimization problems in continuous time},
      journal = {Mathematics of Operations Research},
      year = {2009},
      volume = {34},
      number = {2},
      pages = {428--444},
      url = {http://mor.journal.informs.org/content/early/2009/04/10/moor.1080.0369.abstract}
    }
    
  54. D. Kuhn. “Convergent bounds for stochastic programs with expected value constraints.” Journal of Optimization Theory and Applications, vol. 141, no. 3, pp. 597-618, 2009.
    [BibTeX] [URL]

    @article{Kuhn2009a,
      author = {Kuhn, D.},
      title = {Convergent bounds for stochastic programs with expected value constraints},
      journal = {Journal of Optimization Theory and Applications},
      year = {2009},
      volume = {141},
      number = {3},
      pages = {597--618},
      url = {http://www.springerlink.com/content/a46k86415227h420/?p=45a9668a81c9434faf7816c3dcd68b9c&pi=9}
    }
    
  55. D. Kuhn, P. Parpas, B. Rustem and R. Fonseca. “Dynamic mean-variance portfolio analysis under model risk.” Journal of Computational Finance, vol. 12, no. 4, pp. 91-115, 2009.
    [BibTeX] [URL]

    @article{Kuhn2009b,
      author = {Kuhn, D. and Parpas, P. and Rustem, B. and Fonseca, R.},
      title = {Dynamic mean-variance portfolio analysis under model risk},
      journal = {Journal of Computational Finance},
      year = {2009},
      volume = {12},
      number = {4},
      pages = {91--115},
      url = {http://www.journalofcomputationalfinance.com/public/showPage.html?validate=0&page=jcf_login_new2&url=%2Fpublic%2FshowPage.html%3Fpage%3Djcf_v12n4a4}
    }
    
  56. D. Maringer and P. Parpas. “Global optimization of higher order moments in portfolio selection.” Journal of Global Optimization, vol. 43, no. 2, pp. 219-230, 2009.
    [BibTeX]

    @article{maringer2009global,
      author = {Maringer, D. and Parpas, P.},
      title = {Global optimization of higher order moments in portfolio selection},
      journal = {Journal of Global Optimization},
      year = {2009},
      volume = {43},
      number = {2},
      pages = {219--230}
    }
    
  57. R. Misener, C. E. Gounaris and C. A. Floudas. “Global Optimization of Gas Lifting Operations: A Comparative Study of Piecewise Linear Formulations.” Industrial and Engineering Chemistry Research, vol. 48, no. 13, pp. 6098 - 6104, 2009.
    [BibTeX] [URL]

    @article{misener-etal:2009,
      author = {R. Misener and C.~E. Gounaris and C.~A. Floudas},
      title = {Global Optimization of Gas Lifting Operations: A Comparative Study of Piecewise Linear Formulations},
      journal = {Industrial and Engineering Chemistry Research},
      year = {2009},
      volume = {48},
      number = {13},
      pages = {6098 - 6104},
      url = {http://dx.doi.org/10.1021/ie8012117}
    }
    
  58. R. Misener and C. A. Floudas. “Advances for the Pooling Problem: Modeling, Global Optimization, and Computational Studies.” Applied and Computational Mathematics, vol. 8, no. 1, pp. 3 - 22, 2009.
    [BibTeX]

    @article{misener-floudas:2009,
      author = {R. Misener and C.~A. Floudas},
      title = {Advances for the Pooling Problem: Modeling, Global Optimization, and Computational Studies},
      journal = {Applied and Computational Mathematics},
      year = {2009},
      volume = {8},
      number = {1},
      pages = {3 - 22}
    }
    
  59. N. Papadakos. “Integrated airline scheduling.” Computers & Operations Research, vol. 36, no. 1, pp. 176-195, 2009.
    [BibTeX] [URL]

    @article{Papadakos2009,
      author = {Papadakos, N.},
      title = {Integrated airline scheduling},
      journal = {Computers & Operations Research},
      year = {2009},
      volume = {36},
      number = {1},
      pages = {176--195},
      url = {http://www.mendeley.com/research/integrated-airline-scheduling/}
    }
    
  60. N. Papadakos. “An algorithm for the global optimization of a class of continuous minimax problems.” Journal of Optimization Theory and Applications, vol. 141, no. 2, pp. 461-473, 2009.
    [BibTeX] [URL]

    @article{Papadakos2009a,
      author = {Papadakos, N.},
      title = {An algorithm for the global optimization of a class of continuous minimax problems},
      journal = {Journal of Optimization Theory and Applications},
      year = {2009},
      volume = {141},
      number = {2},
      pages = {461--473},
      url = {http://www.springerlink.com/content/u7t8666g5228u890/}
    }
    
  61. P. Parpas, B. Rustem and E. Pistikopoulos. “Global optimization of robust chance constrained problems.” Journal of Global Optimization, vol. 43, no. 2, pp. 231-247, 2009.
    [BibTeX] [URL]

    @article{Parpas2009,
      author = {Parpas, P. and Rustem, B. and Pistikopoulos, E.N.},
      title = {Global optimization of robust chance constrained problems},
      journal = {Journal of Global Optimization},
      year = {2009},
      volume = {43},
      number = {2},
      pages = {231--247},
      url = {http://www.springerlink.com/content/lh127561022577j5/}
    }
    
  62. P. Parpas and B. Rustem. “An algorithm for the global optimization of a class of continuous minimax problems.” Journal of optimization theory and applications, vol. 141, no. 2, pp. 461-473, 2009.
    [BibTeX]

    @article{parpas2009algorithm,
      author = {Parpas, P. and Rustem, B.},
      title = {An algorithm for the global optimization of a class of continuous minimax problems},
      journal = {Journal of optimization theory and applications},
      year = {2009},
      volume = {141},
      number = {2},
      pages = {461--473}
    }
    
  63. P. Parpas, B. Rustem, V. Wieland and S. Zaković. “Mean variance optimization of non-linear systems and worst-case analysis.” Computational Optimization and Applications, vol. 43, no. 2, pp. 235-259, 2009.
    [BibTeX] [URL]

    @article{Parpas2009g,
      author = {Parpas, P. and Rustem, B. and Wieland, V. and Zaković, S.},
      title = {Mean variance optimization of non-linear systems and worst-case analysis},
      journal = {Computational Optimization and Applications},
      year = {2009},
      volume = {43},
      number = {2},
      pages = {235--259},
      url = {http://www.springerlink.com/content/1115245405654180/}
    }
    
  64. P. Parpas and B. Rustem. “Convergence analysis of a global optimization algorithm using stochastic differential equations.” Journal of Global Optimization, vol. 45, no. 1, pp. 95-110, 2009.
    [BibTeX] [URL]

    @article{Parpas2009i,
      author = {Parpas, P. and Rustem, B.},
      title = {Convergence analysis of a global optimization algorithm using stochastic differential equations},
      journal = {Journal of Global Optimization},
      year = {2009},
      volume = {45},
      number = {1},
      pages = {95--110},
      url = {http://www.springerlink.com/content/137pk183q7883232/}
    }
    
  65. A. Tsoukalas, P. Parpas and B. Rustem. “A smoothing algorithm for finite min-max-min problems.” Optimization Letters, vol. 3, no. 1, pp. 49-62, 2009.
    [BibTeX] [URL]

    @article{Tsoukalas2009,
      author = {Tsoukalas, A. and Parpas, P. and Rustem, B.},
      title = {A smoothing algorithm for finite min-max-min problems},
      journal = {Optimization Letters},
      year = {2009},
      volume = {3},
      number = {1},
      pages = {49--62},
      url = {http://www.springerlink.com/content/f146042v3511l56l/}
    }
    
  66. A. Tsoukalas, B. Rustem and E. Pistikopoulos. “A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems.” Journal of Global Optimization, vol. 44, no. 2, pp. 235-250, 2009.
    [BibTeX] [URL]

    @article{Tsoukalas2009b,
      author = {Tsoukalas, A. and Rustem, B. and Pistikopoulos, E.N.},
      title = {A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems},
      journal = {Journal of Global Optimization},
      year = {2009},
      volume = {44},
      number = {2},
      pages = {235--250},
      url = {http://www.springerlink.com/content/b17001960888177w/}
    }
    

  67. 2008


  68. N. Faísca, K. Kouramas, P. Saraíva, B. Rustem and E. Pistikopoulos. “A multi-parametric programming approach for constrained dynamic programming problems.” Optimization Letters, vol. 2, no. 2, pp. 267-280, 2008.
    [BibTeX] [URL]

    @article{Faisca2008,
      author = {Faísca, N.P. and Kouramas, K.I. and Saraíva, P.M. and Rustem, B. and Pistikopoulos, E.N.},
      title = {A multi-parametric programming approach for constrained dynamic programming problems},
      journal = {Optimization Letters},
      year = {2008},
      volume = {2},
      number = {2},
      pages = {267--280},
      url = {http://www.springerlink.com/content/k0lrgut317468574/}
    }
    
  69. D. Kuhn, P. Parpas and B. Rustem. “Bound-based decision rules in multistage stochastic programming.” Kybernetika, vol. 44, no. 2, pp. 34-150, 2008.
    [BibTeX] [URL]

    @article{Kuhn2008,
      author = {Kuhn, D. and Parpas, P. and Rustem, B.},
      title = {Bound-based decision rules in multistage stochastic programming},
      journal = {Kybernetika},
      year = {2008},
      volume = {44},
      number = {2},
      pages = {34--150},
      url = {http://dml.cz/dmlcz/135840}
    }
    
  70. D. Kuhn. “Aggregation and discretization in multistage stochastic programming.” Mathematical Programming, vol. 113, no. 1, pp. 61-94, 2008.
    [BibTeX] [URL]

    @article{Kuhn2008a,
      author = {Kuhn, D.},
      title = {Aggregation and discretization in multistage stochastic programming},
      journal = {Mathematical Programming},
      year = {2008},
      volume = {113},
      number = {1},
      pages = {61-94},
      url = {http://www.springerlink.com/content/c613838j1n54754u/}
    }
    
  71. T. Miri, A. Tsoukalas, S. Bakalis, E. Pistikopoulos, B. Rustem and P. Fryer. “Global optimization of process conditions in batch thermal sterilization of food.” Journal of Food Engineering, vol. 87, no. 4, pp. 485-494, 2008.
    [BibTeX] [URL]

    @article{Miri2008,
      author = {Miri, T. and Tsoukalas, A. and Bakalis, S. and Pistikopoulos, E.N. and Rustem, B. and Fryer, P.J.},
      title = {Global optimization of process conditions in batch thermal sterilization of food},
      journal = {Journal of Food Engineering},
      year = {2008},
      volume = {87},
      number = {4},
      pages = {485--494},
      url = {http://www.sciencedirect.com/science/article/pii/S0260877408000186}
    }
    
  72. M. Osorio, N. Gülpinar and B. Rustem. “A mixed integer programming model for multistage mean-variance post-tax optimization.” European Journal of Operational Research, vol. 185, no. 2, pp. 451-480, 2008.
    [BibTeX] [URL]

    @article{Osorio2008,
      author = {Osorio, M.A. and Gülpinar, N. and Rustem, B.},
      title = {A mixed integer programming model for multistage mean-variance post-tax optimization},
      journal = {European Journal of Operational Research},
      year = {2008},
      volume = {185},
      number = {2},
      pages = {451--480},
      url = {http://ideas.repec.org/a/eee/ejores/v185y2008i2p451-480.html}
    }
    
  73. M. Osorio, N. Gülpinar and B. Rustem. “A general framework for multistage mean-variance post-tax optimization.” Annals of Operations Research, vol. 157, no. 1, pp. 3-23, 2008.
    [BibTeX] [URL]

    @article{Osorio2008a,
      author = {Osorio, M.A. and Gülpinar, N. and Rustem, B.},
      title = {A general framework for multistage mean-variance post-tax optimization},
      journal = {Annals of Operations Research},
      year = {2008},
      volume = {157},
      number = {1},
      pages = {3--23},
      url = {http://www.springerlink.com/content/8l7g78h437jg1645/}
    }
    
  74. N. Papadakos. “Practical enhancements to the Magnanti-Wong method.” Operations Research Letters, vol. 36, no. 4, pp. 444-449, 2008.
    [BibTeX] [URL]

    @article{Papadakos2008,
      author = {Papadakos, N.},
      title = {Practical enhancements to the Magnanti-Wong method},
      journal = {Operations Research Letters},
      year = {2008},
      volume = {36},
      number = {4},
      pages = {444--449},
      url = {http://www.sciencedirect.com/science/article/pii/S0167637708000102}
    }
    
  75. P. Parpas and B. Rustem. “A pricing mechanism for resource management in grid computing.” Computational Economics, vol. 4, no. 4, pp. 381-295, 2008.
    [BibTeX] [URL]

    @article{Parpas2008,
      author = {Parpas, P. and Rustem, B.},
      title = {A pricing mechanism for resource management in grid computing},
      journal = {Computational Economics},
      year = {2008},
      volume = {4},
      number = {4},
      pages = {381--295},
      url = {http://www.springerlink.com/content/x8655k122383gm34/}
    }
    
  76. B. Rustem, S. Zaković and P. Parpas. “Convergence of an interior point algorithm for continuous minimax.” Journal of Optimization Theory and Applications, vol. 136, no. 1, pp. 87-103, 2008.
    [BibTeX] [URL]

    @article{Rustem2008,
      author = {Rustem, B. and Zaković, S. and Parpas, P.},
      title = {Convergence of an interior point algorithm for continuous minimax},
      journal = {Journal of Optimization Theory and Applications},
      year = {2008},
      volume = {136},
      number = {1},
      pages = {87--103},
      url = {http://www.springerlink.com/content/dqt93u06t56147u8/}
    }
    
  77. B. Rustem, Zaković and P. Parpas. “An interior point algorithm for continuous minimax: implementation and computation.” Optimization Methods and Software, vol. 23, no. 6, pp. 911-928, 2008.
    [BibTeX] [URL]

    @article{Rustem2008a,
      author = {Rustem, B. and Zaković and Parpas, P.},
      title = {An interior point algorithm for continuous minimax: implementation and computation},
      journal = {Optimization Methods and Software},
      year = {2008},
      volume = {23},
      number = {6},
      pages = {911-928},
      url = {http://www.tandfonline.com/doi/abs/10.1080/10556780802079891}
    }
    

  78. 2007


  79. N. Faísca, V. Dua, B. Rustem, P. Saraíva and E. Pistikopoulos. “Parametric global optimisation for bilevel programming.” Journal of Global Optimization, vol. 38, no. 4, pp. 609-623, 2007.
    [BibTeX] [URL]

    @article{Faisca2007,
      author = {Faísca, N. and Dua, V. and Rustem, B. and Saraíva, P.M. and Pistikopoulos, E.N.},
      title = {Parametric global optimisation for bilevel programming},
      journal = {Journal of Global Optimization},
      year = {2007},
      volume = {38},
      number = {4},
      pages = {609--623},
      url = {http://www.mendeley.com/research/parametric-global-optimisation-bilevel-programming/}
    }
    
  80. N. Gülpinar and B. Rustem. “Worst-case robust decisions for multi-period mean-variance portfolio optimization.” European Journal of Operational Research, vol. 183, no. 3, pp. 981-1000, 2007.
    [BibTeX] [URL]

    @article{Gulpinar2007,
      author = {Gülpinar, N. and Rustem, B.},
      title = {Worst-case robust decisions for multi-period mean-variance portfolio optimization},
      journal = {European Journal of Operational Research},
      year = {2007},
      volume = {183},
      number = {3},
      pages = {981--1000},
      url = {http://www.sciencedirect.com/science/article/B6VCT-4K5ST3M-6/2/901439c165982e77e05d48c1e1231af6}
    }
    
  81. N. Gülpinar and B. Rustem. “Robust optimal decisions with imprecise forecasts.” Computational Statistics & Data Analysis, vol. 51, no. 7, pp. 3595-3611, 2007.
    [BibTeX] [URL]

    @article{Gulpinar2007a,
      author = {Gülpinar, N. and Rustem, B.},
      title = {Robust optimal decisions with imprecise forecasts},
      journal = {Computational Statistics & Data Analysis},
      year = {2007},
      volume = {51},
      number = {7},
      pages = {3595--3611},
      url = {http://www.sciencedirect.com/science/article/B6V8V-4MK651W-2/2/4f6bb7fd4bb08159d3b2b932ff09adc9}
    }
    
  82. P. Parpas and B. Rustem. “Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems.” INFORMS Journal on Computing, vol. 19, no. 2, pp. 239-147, 2007.
    [BibTeX] [URL]

    @article{Parpas2007,
      author = {Parpas, P. and Rustem, B.},
      title = {Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems},
      journal = {INFORMS Journal on Computing},
      year = {2007},
      volume = {19},
      number = {2},
      pages = {239--147},
      url = {http://joc.journal.informs.org/content/19/2/239.abstract}
    }
    

  83. 2006


  84. P. Parpas, B. Rustem and E. Pistikopoulos. “Linearly constrained global optimization and stochastic differential equations.” Journal of Global Optimization, vol. 36, no. 2, pp. 191-217, 2006.
    [BibTeX] [URL]

    @article{Parpas2006,
      author = {Parpas, P. and Rustem, B. and Pistikopoulos, E.N.},
      title = {Linearly constrained global optimization and stochastic differential equations},
      journal = {Journal of Global Optimization},
      year = {2006},
      volume = {36},
      number = {2},
      pages = {191--217},
      url = {http://www.springerlink.com/content/tw7887521282317q/}
    }
    
  85. P. Parpas and B. Rustem. “Global optimization of the scenario generation and portfolio selection problems.” Lecture Notes in Computer Science, pp. 908-917, 2006.
    [BibTeX]

    @article{parpas2006global,
      author = {Parpas, P. and Rustem, B.},
      title = {Global optimization of the scenario generation and portfolio selection problems},
      journal = {Lecture Notes in Computer Science},
      year = {2006},
      pages = {908--917}
    }