## Publications

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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/} }

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/} }

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/} }

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} }

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} }

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/} }

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} }

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} }

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/} }

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/} }

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} }

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} }

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/} }

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/} }

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} }

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} }

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} }

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} }

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/} }

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} }

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/} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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} }

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/} }

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/} }

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/} }

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} }

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/} }

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/} }

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/} }

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/} }

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/} }

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} }

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/} }

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} }

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} }

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/} }

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} }

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/} }

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/} }

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} }

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/} }

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} }

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} }

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} }

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/} }

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} }