Publications

2025 (5)

• Antonio Alc'antara, Carlos Ruiz, Calvin Tsay, A quantile neural network framework for two-stage stochastic optimization, Expert Systems with Applications, pp.127876, 2025
• Maximilian Bloor, Akhil Ahmed, Niki Kotecha, Mehmet Mercangöz, Calvin Tsay, Ehecatl Antonio del Río-Chanona, Control-Informed Reinforcement Learning for Chemical Processes, Industrial & Engineering Chemistry Research, volume 64, pp.4966–4978, 2025
• Yilin Xie, Shiqiang Zhang, Joel Paulson, Calvin Tsay, Global Optimization of Gaussian Process Acquisition Functions Using a Piecewise-Linear Kernel Approximation, 28th International Conference on Artificial Intelligence and Statistics, 2025
• Maximilian Bloor, Tom Savage, Calvin Tsay, Antonio del Rio Chanona, Max Mowbray, Gaussian Process Q-Learning for Finite-Horizon Markov Decision Process, Reinforcement Learning Conference, 2025
• Jan Kronqvist, Ruth Misener, Calvin Tsay, P-split formulations: a class of intermediate formulations between big-M and convex hull for disjunctive constraints, Mathematical Programming, pp.1–38, 2025

2024 (5)

• Tom McDonald, Calvin Tsay, Artur M Schweidtmann, Neil Yorke-Smith, Mixed-integer optimisation of graph neural networks for computer-aided molecular design, Computers & Chemical Engineering, volume 185, pp.108660, 2024
• Radu Burtea, Calvin Tsay, Constrained continuous-action reinforcement learning for supply chain inventory management, Computers & Chemical Engineering, volume 181, pp.108518, 2024
• Joel A Paulson, Calvin Tsay, Bayesian optimization as a flexible and efficient design framework for sustainable process systems, Current Opinion in Green and Sustainable Chemistry, pp.100983, 2024
• Jose Pablo Folch, Calvin Tsay, Robert Lee, Behrang Shafei, Weronika Ormaniec, Andreas Krause, Mark van der Wilk, Ruth Misener, Mojm'ir Mutny, Transition constrained Bayesian optimization via Markov decision processes, Advances in Neural Information Processing Systems, volume 37, pp.88194–88235, 2024
• Philip Sosnin, Calvin Tsay, Scaling mixed-integer programming for certification of neural network controllers using bounds tightening, 2024 IEEE 63rd Conference on Decision and Control (CDC), 2024

2023 (4)

• Jose Pablo Folch, Robert M Lee, Behrang Shafei, David Walz, Calvin Tsay, Mark van der Wilk, Ruth Misener, Combining multi-fidelity modelling and asynchronous batch Bayesian Optimization, Computers & Chemical Engineering, volume 172, pp.108194, 2023
• Shudian Zhao, Calvin Tsay, Jan Kronqvist, Model-based feature selection for neural networks: A mixed-integer programming approach, International Conference on Learning and Intelligent Optimization, pp.223–238, 2023
• Shiqiang Zhang, Juan Campos, Christian Feldmann, David Walz, Frederik Sandfort, Miriam Mathea, Calvin Tsay, Ruth Misener, Optimizing over trained GNNs via symmetry breaking, Advances in Neural Information Processing Systems, volume 36, pp.44898–44924, 2023
• Calvin Tsay, Staffan Qvist, Integrating process and power grid models for optimal design and demand response operation of giga-scale green hydrogen, AIChE Journal, volume 69, pp.e18268, 2023

2022 (5)

• Alexander Thebelt, Calvin Tsay, Robert M Lee, Nathan Sudermann-Merx, David Walz, Tom Tranter, Ruth Misener, Multi-objective constrained optimization for energy applications via tree ensembles, Applied Energy, volume 306, pp.118061, 2022
• Alexander Thebelt, Johannes Wiebe, Jan Kronqvist, Calvin Tsay, Ruth Misener, Maximizing information from chemical engineering data sets: Applications to machine learning, Chemical Engineering Science, volume 252, pp.117469, 2022
• Francesco Ceccon, Jordan Jalving, Joshua Haddad, Alexander Thebelt, Calvin Tsay, Carl D Laird, Ruth Misener, OMLT: Optimization & machine learning toolkit, Journal of Machine Learning Research, volume 23, pp.1–8, 2022
• Jose Pablo Folch, Shiqiang Zhang, Robert Lee, Behrang Shafei, David Walz, Calvin Tsay, Mark van der Wilk, Ruth Misener, SnAKe: Bayesian optimization with pathwise exploration, Advances in Neural Information Processing Systems, volume 35, pp.35226–35239, 2022
• Alexander Thebelt, Calvin Tsay, Robert Lee, Nathan Sudermann-Merx, David Walz, Behrang Shafei, Ruth Misener, Tree ensemble kernels for Bayesian optimization with known constraints over mixed-feature spaces, Advances in Neural Information Processing Systems, volume 35, pp.37401–37415, 2022

2021 (3)

• Jan Kronqvist, Ruth Misener, Calvin Tsay, Between steps: Intermediate relaxations between big-M and convex hull formulations, International Conference on Integration of Constraint Programming, Artificial Intelligence, and Operations Research (CPAIOR), pp.299–314, 2021
• Calvin Tsay, Sobolev trained neural network surrogate models for optimization, Computers & Chemical Engineering, volume 153, pp.107419, 2021
• Calvin Tsay, Jan Kronqvist, Alexander Thebelt, Ruth Misener, Partition-based formulations for mixed-integer optimization of trained ReLU neural networks, Advances in Neural Information Processing Systems, volume 34, 2021

2019 (3)

• Chin Pang Ho, Panos Parpas, Empirical risk minimization: probabilistic complexity and stepsize strategy, Computational Optimization and Applications, volume 73, pp.387–410, 2019
• Juan S Campos, Ruth Misener, Panos Parpas, A multilevel analysis of the Lasserre hierarchy, European Journal of Operational Research, 2019
• Vahan Hovhannisyan, Yannis Panagakis, Panos Parpas, Stefanos Zafeiriou, Fast Multilevel Algorithms for Compressive Principal Component Pursuit, SIAM Journal on Imaging Sciences, volume 12, pp.624–649, 2019

2018 (17)

• Mohammad Mehrian, Yann Guyot, Ioannis Papantoniou, Simon Olofsson, Maarten Sonnaert, Ruth Misener, Liesbet Geris, Maximizing neotissue growth kinetics in a perfusion bioreactor: An in silico strategy using model reduction and Bayesian optimization, Biotechnology and Bioengineering, volume 115, pp.617–629, 2018
• Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann, Chebyshev Inequalities for Products of Random Variables, 2018, Forthcoming in Mathematics of Operations Research
• S. Olofsson, M. P. Deisenroth, R. Misener, Design of experiments for model discrimination using Gaussian process surrogate models, Proceedings of the 13th International Symposium on Process Systems Engineering, volume 44, pp.847–852, 2018
• S. Olofsson, M. P. Deisenroth, R. Misener, Design of experiments for model discrimination hybridising analytical and data-driven approaches, Proceedings of the 35th International Conference on Machine Learning, volume 80, pp.3908–3917, 2018
• Shubhechyya Ghosal, Wolfram Wiesemann, The Distributionally Robust Chance Constrained Vehicle Routing Problem, 2018, Available on Optimization Online
• Chin Pang Ho, Marek Petrik, Wolfram Wiesemann, Fast Bellman Updates for Robust MDPs, Proceedings of the 35th International Conference on Machine Learning (ICML), 2018
• Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann, Scenario Reduction Revisited: Fundamental Limits and Guarantees, 2018, Forthcoming in Mathematical Programming B
• Anirudh Subramanyam, Chrysanthos E. Gounaris, Wolfram Wiesemann, K-Adaptability in Two-Stage Mixed-Integer Robust Optimization, 2018, Under Review
• Angelos Georghiou, Daniel Kuhn, Wolfram Wiesemann, The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications in Operations Management, 2018, Forthcoming in Computational Management Science
• Miten Mistry, Andrea Callia D’Iddio, Michael Huth, Ruth Misener, Satisfiability modulo theories for process systems engineering , Computers & Chemical Engineering , volume 113, pp.98 - 114, 2018,
• Angelos Georghiou, Angelos Tsoukalas, Wolfram Wiesemann, Robust Dual Dynamic Programming, 2018, Forthcoming in Operations Research
• Çağıl Koçyiğit, Garud Iyengar, Daniel Kuhn, Wolfram Wiesemann, Distributionally Robust Mechanism Design, 2018, Forthcoming in Management Science
• Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann, Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization, 2018, Under Review
• Angelos Georghiou, Angelos Tsoukalas, Wolfram Wiesemann, A Primal-Dual Lifting Scheme for Two-Stage Robust Optimization, 2018, Under Review
• Erick Delage, Daniel Kuhn, Wolfram Wiesemann, ``Dice''-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?, 2018, Forthcoming in Management Science
• Dimitrios Letsios, Georgia Kouyialis, Ruth Misener, Heuristics with Performance Guarantees for the Minimum Number of Matches Problem in Heat Recovery Network Design, Computers & Chemical Engineering, volume 113, pp.57–85, 2018
• Juan S Campos, Panos Parpas, A multigrid approach to sdp relaxations of sparse polynomial optimization problems, SIAM Journal on Optimization, volume 28, pp.1–29, 2018

2017 (5)

• Panos Parpas, A multilevel proximal gradient algorithm for a class ofcomposite optimization problems, SIAM J. Sci. Comput., volume 39, pp.S681–S701, 2017
• M. C. Allenby, R. Misener, N. Panoskaltsis, A. Mantalaris, A quantitative three-dimensional (3D) image analysis tool for maximal acquisition of spatial heterogeneity data, Tissue Engineering Part C: Methods, 2017
• Simon Olofsson, Mohammad Mehrian, Liesbet Geris, Roberto Calandra, Marc Peter Deisenroth, Ruth Misener, Bayesian Multi-Objective Optimisation of Neotissue Growth in a Perfusion Bioreactor Set-Up, 27th European Symposium on Computer Aided Process Engineering, volume 40, pp.2155 - 2160, 2017
• Grani A. Hanasusanto, Vladimir Roitch, Daniel Kuhn, Wolfram Wiesemann, Ambiguous Joint Chance Constraints Under Mean and Dispersion Information, Operations Research, volume 65, pp.751-767, 2017
• G. Kouyialis, R. Misener, Detecting Symmetry in Designing Heat Exchanger Networks, Proceedings of the Foundations of Computer Aided Process Operations Conference in Tucson, Arizona, 2017

2016 (17)

• Miten Mistry, Ruth Misener, Optimising heat exchanger network synthesis using convexity properties of the logarithmic mean temperature difference, Computers & Chemical Engineering, volume 94, pp.1 – 17, 2016
• K Malki, MG Tosto, H Mouriño-Talín, S Rodríguez-Lorenzo, O Pain, I Jumhaboy, T Liu, P Parpas, S Newman, A Malykh, L Carboni, R Uher, P McGuffin, LC Schalkwyk, K Bryson, M Herbster, Highly polygenic architecture of antidepressant treatment response: Comparative analysis of SSRI and NRI treatment in an animal model of depression., Am J Med Genet B Neuropsychiatr Genet, 2016
• DVN Luong, P Parpas, D Rueckert, B Rustem, A Weighted Mirror Descent Algorithm for Nonsmooth Convex Optimization Problem, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, volume 170, issue 3, pp.900–915, 2016
• GA Hanasusanto, D Kuhn, W Wiesemann, A comment on "computational complexity of stochastic programming problems", MATHEMATICAL PROGRAMMING, volume 159, issue 1-2, pp.557–569, 2016
• Wolfram Hanasusanto, A comment on ``computational complexity of stochastic programming problems'', Mathematical Programming, volume 159, pp.557–569, 2016
• R Menke, E Abraham, P Parpas, I Stoianov, Demonstrating demand response from water distribution system through pump scheduling, APPLIED ENERGY, volume 170, pp.377–387, 2016
• V. Hovhannisyan, P. Parpas, S. Zafeiriou, MAGMA: Multi-level accelerated gradient mirror descent algorithm for large-scale convex composite minimization, SIAM Journal on Imaging Sciences, volume 9, issue 4, pp.1829–1857, 2016
• F. Boukouvala, R. Misener, C. A. Floudas, Global Optimization Advances in Mixed-Integer Nonlinear Programming, MINLP, and Constrained Derivative-Free Optimization, CDFO , European Journal of Operational Research, volume 252, pp.701 - 727, 2016
• Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann, Robust Growth-Optimal Portfolios, Management Science, volume 62, pp.2090-2109, 2016
• Chrysanthos E. Gounaris, Panagiotis P. Repoussis, Christos D. Tarantilis, Wolfram Wiesemann, Christodoulos A. Floudas, An Adaptive Memory Programming Framework for the Robust Capacitated Vehicle Routing Problem, Transportation Science, volume 50, pp.1239-1260, 2016
• M. C. Allenby, A. Tahlawi, R. Misener, S. Brito dos Santos, A. Mantalaris, N. Panoskaltsis, Spatiotemporal Mapping of Erythroid, Stromal, and Osteogenic Niche Formation to Support Physiologic Red Cell Production in a Three-Dimensional Hollow Fibre Perfusion Bioreactor, Blood, volume 128, pp.3885, 2016
• D. Ulmasov, C. Baroukh, B. Chachuat, M. P. Deisenroth, R. Misener, Bayesian Optimisation with Dimension Scheduling Algorithm: Application to Biological Systems, 26 European Symposium on Computer Aided Process Engineering, Computer-Aided Chemical Engineering, volume 38, pp.1051-1056, 2016
• S. Savvopoulos, R. Misener, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, A Personalized Framework for Dynamic Modeling of Disease Trajectories in Chronic Lymphocytic Leukemia, IEEE Transactions on Biomedical Engineering, 2016
• F. Ceccon, G. Kouyialis, R. Misener, Using functional programming to recognize named structure in an optimization problem: Application to pooling, AIChE Journal, volume 62, pp.3085-3095, 2016
• R. Baltean-Lugojan, P. Parpas, Robust numerical calibration for implied volatility expansion models, SIAM Journal on Financial Mathematics, volume 7, issue 1, pp.917–946, 2016
• Yuanwei Li, Chin Pang Ho, Navtej Chahal, Roxy Senior, Meng-Xing Tang, Myocardial Segmentation of Contrast Echocardiograms Using Random Forests Guided by Shape Model, Medical Image Computing and Computer-Assisted Intervention - MICCAI 2016 - 19th International Conference, Athens, Greece, October 17-21,2016, Proceedings, Part III, pp.158–165, 2016
• Grani A. Hanasusanto, Daniel Kuhn, Wolfram Wiesemann, K-adaptability in two-stage distributionally robust binary programming, Operations Research Letters, volume 44, pp.6 - 11, 2016

2015 (25)

• R Wright, E Abraham, P Parpas, I Stoianov, Control of water distribution networks with dynamic DMA topology using strictly feasible sequential convex programming, WATER RESOURCES RESEARCH, volume 51, issue 12, pp.9925–9941, 2015
• Daniel Georghiou, Generalized decision rule approximations for stochastic programming via liftings, Mathematical Programming, volume 152, pp.301–338, 2015
• GA Hanasusanto, D Kuhn, W Wiesemann, K-Adaptability in Two-Stage Robust Binary Programming, OPERATIONS RESEARCH, volume 63, issue 4, pp.877–891, 2015
• Wolfram Hanasusanto, A distributionally robust perspective on uncertainty quantification and chance constrained programming, Mathematical Programming, volume 151, pp.35–62, 2015
• GA Hanasusanto, V Roitch, D Kuhn, W Wiesemann, A distributionally robust perspective on uncertainty quantification and chance constrained programming, MATHEMATICAL PROGRAMMING, 22nd International Symposium on Mathematical Programming (ISMP), volume 151, issue 1, pp.35–62, 2015
• P Parpas, B Ustun, M Webster, KT Quang, Importance Sampling in Stochastic Programming: A Markov Chain Monte Carlo Approach, INFORMS JOURNAL ON COMPUTING, volume 27, issue 2, pp.358–377, 2015
• M. Fuentes-Garí, R. Misener, D. García-Münzer, E. Velliou, M. C. Georgiadis, M. Kostoglou, E. N. Pistikopoulos, N. Panoskaltsis, A. Mantalaris, A mathematical model of subpopulation kinetics for the deconvolution of leukaemia heterogeneity, Journal of The Royal Society Interface, volume 12, 2015
• M. Fuentes-Garí, R. Misener, M. C. Georgiadis, M. Kostoglou, E. N. Pistikopoulos, N. Panoskaltsis, A. Mantalaris, Selecting a differential equation cell cycle model for simulating leukemia treatment, Industrial & Engineering Chemistry Research, volume 54, pp.8847–8859, 2015
• Grani A. Hanasusanto, Daniel Kuhn, Wolfram Wiesemann, K-Adaptability in Two-Stage Robust Binary Programming, Operations Research, volume 63, 2015
• Eli Gutin, Daniel Kuhn, Wolfram Wiesemann, Interdiction Games on Markovian PERT Networks, Management Science, volume 61, pp.999-1017, 2015
• M. Fuentes-Garí, R. Misener, E. Pefani, D. García Münzer, M. Kostoglou, M. C. Georgiadis, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Cell cycle model selection for leukemia and its impact in chemotherapy outcomes, 12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering, Computer-Aided Chemical Engineering, volume 37, pp.2159 - 2164, 2015
• S. V. Savvopoulos, R. Misener, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Global Sensitivity Analysis for a Dynamic Model of Chronic Lymphocytic Leukemia Disease Trajectories, 12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering, volume 37, pp.185 - 190, 2015
• E. G. Velliou, S. Brito Dos Santos, M. M. Papathanasiou, M. Fuentes-Garí, R. Misener, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Towards unravelling the kinetics of an acute myeloid leukaemia model system under oxidative and starvation stress: a comparison between two- and three-dimensional cultures, Bioprocess and Biosystems Engineering, volume 38, issue 8, pp.1589-1600, 2015
• M. Fuentes-Garí, E. Velliou, R. Misener, E. Pefani, M. Rende, N. Panoskaltsis, A. Mantalaris, E. N. Pistikopoulos, A systematic framework for the design, simulation and optimization of personalized healthcare: Making and healing blood, Computers and Chemical Engineering, volume 81, pp.80 - 93, 2015
• M. Fuentes-Garí, R. Misener, M. C. Georgiadis, M. Kostoglou, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Chemotherapy Optimization in Leukemia: Selecting the Right Mathematical Models for the Right Biological Processes, IFAC-PapersOnLine , volume 48, pp.534 - 539, 2015, 9th IFAC Symposium on Biological and Medical Systems BMS 2015 Berlin, Germany
• M. C. Allenby, A. Tahlawi, S. Brito Dos Santos, R. Misener, Y. Hwang, N. Panoskaltsis, A. Mantalaris, Development of a Hematopoietic Microenvironment for the Production of Red Blood Cells (RBCs) in a Novel 3D Hollow Fibre Bioreactor, Tissue Engineering Part A, volume 21, pp.S15-S16, 2015
• M. C. Allenby, A. Tahlawi, S. Brito Dos Santos, R. Misener, Y. Hwang, N. Panoskaltsis, A. Mantalaris, Development of an ex vivo bone marrow mimicry microenvironment in a novel 3D hollow fibre bioreactor, Experimental Hematology, volume 43, pp.S51, 2015
• M. Fuentes-Garí, S. Zemenides, R. Misener, M. C. Georgiadis, E. N. Pistikopoulos, A. Mantalaris, N. Panoskaltsis, Use of Mathematical Modelling Indicates That Patients Treated for Acute Myeloid Leukaemia (AML) Are Undertreated When Ideal Body Weight Is Used to Dose Chemotherapy, Blood, volume 126, pp.4522–4522, 2015
• Liang Chen, Tong Tong, Chin Pang Ho, Rajiv Patel, David Cohen, Angela C. Dawson, Omid Halse, Olivia Geraghty, Paul E. M. Rinne, Christopher J. White, Tagore Nakornchai, Paul Bentley, Daniel Rueckert, Identification of Cerebral Small Vessel Disease Using Multiple Instance Learning, Medical Image Computing and Computer-Assisted Intervention - MICCAI2015 - 18th International Conference Munich, Germany, October 5-9,2015, Proceedings, Part I, pp.523–530, 2015
• Chin Pang Ho, Panos Parpas, On Using Spectral Graph Theory to Infer the Structure of Multiscale Markov Processes, 2015 Proceedings of the Conference on Control and its Applications, Paris, France, July 8-10, 2015, pp.228–235, 2015
• R Wright, E Abraham, P Parpas, I Stoianov, Optimized control of pressure reducing valves in water distribution networks with dynamic topology, COMPUTING AND CONTROL FOR THE WATER INDUSTRY (CCWI2015): SHARING THE BEST PRACTICE IN WATER MANAGEMENT, Computing and Control for the Water Industry (CCWI2015)- Sharing the Best Practice in Water Management, volume 119, pp.1003–1011, 2015
• R Wright, M Herrera, P Parpas, I Stoianov, Hydraulic resilience index for the critical link analysis of multi-feed water distribution networks, COMPUTING AND CONTROL FOR THE WATER INDUSTRY (CCWI2015): SHARING THE BEST PRACTICE IN WATER MANAGEMENT, Computing and Control for the Water Industry (CCWI2015)- Sharing the Best Practice in Water Management, volume 119, pp.1249–1258, 2015
• R Wright, P Parpas, I Stoianov, Experimental investigation of resilience and pressure management in water distribution networks, COMPUTING AND CONTROL FOR THE WATER INDUSTRY (CCWI2015): SHARING THE BEST PRACTICE IN WATER MANAGEMENT, Computing and Control for the Water Industry (CCWI2015)- Sharing the Best Practice in Water Management, volume 119, pp.643–652, 2015
• R Menke, E Abraham, P Parpas, I Stoianov, Approximation of system components for pump scheduling optimisation, COMPUTING AND CONTROL FOR THE WATER INDUSTRY (CCWI2015): SHARING THE BEST PRACTICE IN WATER MANAGEMENT, Computing and Control for the Water Industry (CCWI2015)- Sharing the Best Practice in Water Management, volume 119, pp.1059–1068, 2015
• R. Misener, J. B. Smadbeck, 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, volume 30, issue 1, pp.215-249, 2015

2014 (23)

• W Wiesemann, D Kuhn, M Sim, Distributionally Robust Convex Optimization, OPERATIONS RESEARCH, volume 62, issue 6, pp.1358–1376, 2014
• E Gutin, D Kuhn, W Wiesemann, Interdiction Games on Markovian PERT Networks, Management Science, pp.141031105145008–141031105145008, 2014
• D Kuhn, P Parpas, B Rustem, Stochastic Optimization of Investment Planning Problems in the Electric Power Industry, Process Systems Engineering, volume 5-7, pp.215–230, 2014
• M. Fuentes-Garí, R. Misener, D. García-Münzer, M. Velliou E.and Georgiadis, M. Kostoglou, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Development and experimental validation of a cyclin-based population balance model of the cell cycle in leukemia cell lines, J. Tissue Eng. Regen. Med., volume 8, pp.489, 2014
• A. Georghiou, W. Wiesemann, D. Kuhn, Generalized decision rule approximations for stochastic programming via liftings, Mathematical Programming, volume 152, issue 1, pp.301–338, 2014
• R. Misener, M. Fuentes-Garí, M. Rende, E. Velliou, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Global superstructure optimisation of red blood cell production in a parallelised hollow fibre bioreactor, Computers and Chemical Engineering, volume 71, pp.532 - 553, 2014
• R. Misener, C. A. Floudas, ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations, Journal of Global Optimization, volume 59, pp.503-526, 2014
• R. Misener, C. A. Floudas, A Framework for Globally Optimizing Mixed-Integer Signomial Programs, Journal of Optimization Theory and Applications, volume 161, pp.905-932, 2014
• R. Misener, J. Chin, M. Lai, M. Fuentes-Garí, E. Velliou, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Robust Superstructure Optimisation of a Bioreactor that Produces Red Blood Cells, 20th European Symposium on Computer Aided Process Engineering, pp.91-96, 2014
• E. Velliou, M. Fuentes-Garí, R. Misener, E. Pefani, M. Rende, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, A framework for the design, modeling and optimization of biomedical systems, Proceedings of the 8th International Conference on Foundations of Computer-Aided Process Design – FOCAPD, volume 34, pp.225 – 236, 2014
• E. Velliou, S. B. Dos Santos, M. Fuentes-Garí, R. Misener, N. Panoskaltsis, E. Pistikopoulos, A. Mantalaris, Evolution of an AML model system under oxidative & starvation stress: a comparison between two and three dimensional cultures, J. Tissue Eng. Regen. Med., volume 8, pp.383, 2014
• R. Misener, M. Allenby, M. Fuentes-Garí, M. Rende, E. Velliou, N. Panoskaltsis, E. N. Pistikopoulos, A. Mantalaris, Optimisation under uncertainty for a bioreactor that produces red blood cells, J. Tissue Eng. Regen. Med., volume 8, pp.481-482, 2014
• Wolfram Wiesemann, Daniel Kuhn, Melvyn Sim, Distributionally Robust Convex Optimization, Operations Research, volume 62, pp.1358-1376, 2014
• Michalis Kapsos, Steve Zymler, Nicos Christofides, Berc Rustem, Optimizing the Omega ratio using linear programming, JOURNAL OF COMPUTATIONAL FINANCE, volume 17, pp.49-57, 2014
• G.A. Hanasusanto, D. Kuhn, S.W. Wallace, S. Zymler, Distributionally robust multi-item newsvendor problems with multi-modal demand distributions, Mathematical Programming, pp.1–32, 2014
• Chin Pang Ho, Panos Parpas, Singularly Perturbed Markov Decision Processes: A Multiresolution Algorithm, SIAM J. Control and Optimization, volume 52, pp.3854–3886, 2014
• Xi Chen, Chin Pang Ho, Rasha Osman, Peter G. Harrison, William J. Knottenbelt, Understanding, modelling, and improving the performance of web applications in multicore virtualised environments, ACM/SPEC International Conference on Performance Engineering, ICPE'14, Dublin, Ireland, March 22-26, 2014, pp.197–207, 2014
• R Wright, I Stoianov, P Parpas, K Henderson, J King, Adaptive water distribution networks with dynamically reconfigurable topology, JOURNAL OF HYDROINFORMATICS, volume 16, issue 6, pp.1280–1301, 2014
• R Wright, I Stoianov, P Parpas, Dynamic topology in water distribution networks, 12TH INTERNATIONAL CONFERENCE ON COMPUTING AND CONTROL FOR THE WATER INDUSTRY, CCWI2013, 12th International Conference on Computing-and-Control-for-the-Water-Industry (CCWI), volume 70, pp.1735–1744, 2014
• P Parpas, W Wiesemann, Editorial to computational techniques in management science, Computational Management Science, volume 11, issue 1-2, pp.3–4, 2014
• P Parpas, M Webster, A stochastic multiscale model for electricity generation capacity expansion, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, volume 232, issue 2, pp.359–374, 2014
• Michalis Kapsos, Nicos Christofides, Berc Rustem, Worst-case robust Omega ratio, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, volume 234, pp.499-507, 2014
• Iakovos Kakouris, Berc Rustem, Robust portfolio optimization with copulas, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, volume 235, pp.28-37, 2014

2013 (21)

• G Tavares, P Parpas, On the information-based complexity of stochastic programming, OPERATIONS RESEARCH LETTERS, volume 41, issue 6, pp.622–626, 2013
• P Parpas, M Webster, A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control, AUTOMATICA, volume 49, issue 6, pp.1663–1671, 2013
• CE Gounaris, W Wiesemann, CA Floudas, The Robust Capacitated Vehicle Routing Problem Under Demand Uncertainty, OPERATIONS RESEARCH, volume 61, issue 3, pp.677–693, 2013
• FW Kong, P Parpas, B Rustem, Sum of Non-Concave Utilities Maximization for MIMO Interference Systems, IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, volume 12, issue 4, pp.1744–1751, 2013
• Wolfram Wiesemann, Daniel Kuhn, Berc Rustem, Robust Markov Decision Processes, MATHEMATICS OF OPERATIONS RESEARCH, volume 38, pp.153-183, 2013
• E. Gutin, D. Kuhn, W. Wiesemann, Interdiction games on markovian PERT networks, 2013, Accepted in Management Science
• Chrysanthos E. Gounaris, Wolfram Wiesemann, Christodoulos A. Floudas, The Robust Capacitated Vehicle Routing Problem Under Demand Uncertainty, Operations Research, volume 61, pp.677-693, 2013
• Wolfram Wiesemann, Daniel Kuhn, Berç Rustem, Robust Markov Decision Processes, Mathematics of Operations Research, volume 38, pp.153-183, 2013
• Steve Zymler, Daniel Kuhn, Berc Rustem, Worst-Case Value at Risk of Nonlinear Portfolios, MANAGEMENT SCIENCE, volume 59, pp.172-188, 2013
• Wolfram Wiesemann, Angelos Tsoukalas, Polyxeni-Margarita Kleniati, Berc Rustem, PESSIMISTIC BILEVEL OPTIMIZATION, SIAM JOURNAL ON OPTIMIZATION, volume 23, pp.353-380, 2013
• G Casale, C Ragusa, P Parpas, A Feasibility Study of Host-Level Contention Detection by Guest Virtual Machines, 2013 IEEE FIFTH INTERNATIONAL CONFERENCE ON CLOUD COMPUTING TECHNOLOGY AND SCIENCE (CLOUDCOM), VOL 2, 5th IEEE International Conference on Cloud Computing Technology and Science (IEEE CloudCom), pp.152–157, 2013
• F.W. Kong, P. Parpas, B. Rustem, Sum of non-concave utilities maximization for MIMO interference systems, IEEE Transactions on Wireless Communications, volume 12, pp.1744-1751, 2013
• S. Zymler, D. Kuhn, B. Rustem, Distributionally robust joint chance constraints with second-order moment information, Mathematical Programming, volume 137, pp.167-198, 2013
• S. Zymler, D. Kuhn, B. Rustem, Worst-case value-at-risk of non-linear portfolios, Management Science, volume 59, pp.172-188, 2013
• W. Wiesemann, A. Tsoukalas, P.-M. Kleniati, B. Rustem, Pessimistic bi-level optimisation, SIAM Journal on Optimization, volume 23, pp.353-380, 2013
• W. Wiesemann, D. Kuhn, B. Rustem, Robust markov decision processes, Mathematics of Operations Research, Articles in Advance, 2013
• W. Wiesemann, C.E. Gounaris, C.A. Floudas, The robust capacitated vehicle routing problem under demand uncertainty, Operations Research, Articles in Advance, 2013
• P. Rocha, D. Kuhn, A polynomial-time solution scheme for quadratic stochastic programs, Journal of Optimization Theory and Applications, volume 158, pp.576-589, 2013
• R. Misener, C. A. Floudas, GloMIQO: Global Mixed-Integer Quadratic Optimizer, Journal of Global Optimization, volume 57, pp.3-50, 2013
• F.W. Kong, B. Rustem, Welfare-maximizing correlated equilibria using Kantorovich polynomials with sparsity, Journal of Global Optimization, volume 57, pp.251-277, 2013
• Wolfram Wiesemann, Angelos Tsoukalas, Polyxeni-Margarita Kleniati, Berç Rustem, Pessimistic Bilevel Optimization, SIAM Journal on Optimization, volume 23, pp.353-380, 2013

2012 (27)

• Raquel J. Fonseca, Berc Rustem, Robust hedging strategies, COMPUTERS & OPERATIONS RESEARCH, volume 39, pp.2528-2536, 2012
• Bercc Wiesemann, Robust resource allocations in temporal networks, Mathematical Programming, volume 135, pp.437–471, 2012
• P Parpas, W Wiesemann, Editorial, Computational Management Science, volume 9, issue 3, pp.301–302, 2012
• M Webster, N Santen, P Parpas, An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty, Computational Management Science, volume 9, issue 3, pp.339–362, 2012
• SA Spacey, W Wiesemann, D Kuhn, W Luk, Robust Software Partitioning with Multiple Instantiation, INFORMS JOURNAL ON COMPUTING, volume 24, issue 3, pp.500–515, 2012
• Fook Wai Kong, Polyxeni-Margarita Kleniati, Berc Rustem, Computation of Correlated Equilibrium with Global-Optimal Expected Social Welfare, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, volume 153, pp.237-261, 2012
• Bercc Wiesemann, Multi-resource allocation in stochastic project scheduling, Annals of Operations Research, volume 193, pp.193–220, 2012
• W Wiesemann, D Kuhn, B Rustem, Multi-resource allocation in stochastic project scheduling, ANNALS OF OPERATIONS RESEARCH, volume 193, issue 1, pp.193–220, 2012
• Bercc Fonseca, Robust international portfolio management, Computational Management Science, volume 9, pp.31–62, 2012
• W. Wiesemann, D. Kuhn, B. Rustem, Multi-resource allocation in stochastic project scheduling, Annals of Operations Research, volume 193, pp.193-220, 2012
• R. Misener, C. A. Floudas, Global Optimization of Mixed-Integer Quadratically-Constrained Quadratic Programs (MIQCQP) through Piecewise-Linear and Edge-Concave Relaxations, Mathematical Programming, Series B, volume 136, issue 1, pp.155-182, 2012
• Simon A. Spacey, Wolfram Wiesemann, Daniel Kuhn, Wayne Luk, Robust Software Partitioning with Multiple Instantiation, INFORMS Journal on Computing, volume 24, pp.500-515, 2012
• J. Li, R. Misener, C. A. Floudas, Continuous-time modeling and global optimization approach for scheduling of crude oil operations, AIChE Journal, volume 58, pp.205-226, 2012
• R. Misener, C. A. Floudas, Global optimization of mixed-integer models with quadratic and signomial functions: a review, Applied and Computational Mathematics, volume 11, pp.317-336, 2012
• A. Skjal, T. Westerlund, R. Misener, C. A. Floudas, A Generalization of the Classical alphaBB Convex Underestimation via Diagonal and Nondiagonal Quadratic Terms, Journal of Optimization Theory and Applications, volume 154, pp.462-490, 2012
• R. C. Baliban, J. A. Elia, R. Misener, C. A. Floudas, Global optimization of a MINLP process synthesis model for thermochemical based conversion of hybrid coal, biomass, and natural gas to liquid fuels, Computers and Chemical Engineering, volume 42, pp.64-86, 2012
• A. Skjal, T. Westerlund, R. Misener, C. A. Floudas, A Generalization of Classical alphaBB Underestimation to Include Bilinear Terms, Proceedings of the 22th European Symposium on Computer Aided Process Engineering - ESCAPE22, pp.1202-1206, 2012
• P. Rocha, D. Kuhn, Multistage stochastic portfolio optimization in deregulated electricity markets using linear decision rules, European Journal of Operational Research, volume 216, pp.397-408, 2012
• W. Wiesemann, D. Kuhn, B. Rustem, Robust resource allocations in temporal networks, Mathematical Programming, volume 135, pp.437-471, 2012
• S.A. Spacey, W. Wiesemann, D. Kuhn, W. Luk, Robust software partitioning with multiple instantiation, INFORMS Journal on Computing, volume 24, pp.500-515, 2012
• W. Wiesemann, Optimization of Temporal Networks Under Uncertainty, 2012
• F.W. Kong, P.-M. Kleniati, B. Rustem, Computation of correlated equilibrium with global-optimal expected social welfare, Journal of Optimization Theory and Applications, volume 153, pp.237-261, 2012
• DVN Luong, P Parpas, D Rueckert, B Rustem, Solving MRF Minimization by Mirror Descent, ADVANCES IN VISUAL COMPUTING, ISVC 2012, PT I, 8th International Symposium on Visual Computing (ISVC), volume 7431, pp.587–598, 2012
• P. Vayanos, D. Kuhn, B. Rustem, A constraint sampling approach for multistage robust optimization, Automatica, volume 48, pp.459-471, 2012
• M. Webster, N. Santen, P. Parpas, An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty, Computational Management Science, 2012, to appear
• Dimitra Bampou, Daniel Kuhn, Polynomial approximations for continuous linear programs, SIAM Journal on Optimization, volume 22, pp.628-648, 2012
• Raquel J. Fonseca, Berc Rustem, International portfolio management with affine policies, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, volume 223, pp.177-187, 2012

2011 (21)

• Angelos Kuhn, Primal and dual linear decision rules in stochastic and robust optimization, Mathematical Programming, volume 130, pp.177–209, 2011
• D Kuhn, W Wiesemann, A Georghiou, Primal and dual linear decision rules in stochastic and robust optimization, MATHEMATICAL PROGRAMMING, volume 130, issue 1, pp.177–209, 2011
• Bercc Fonseca Raquel J.and Zymler, Robust optimization of currency portfolios, Journal of Computational Finance, volume 15, pp.3–30, 2011
• RJ Fonseca, S Zymler, W Wiesemann, B Rustem, Robust optimization of currency portfolios, JOURNAL OF COMPUTATIONAL FINANCE, volume 15, issue 1, pp.3–30, 2011
• D Kuhn, P Parpas, B Rustem, Stochastic Optimization of Investment Planning Problems in the Electric Power Industry, volume 5, pp.215–230, 2011
• George Tzallas-Regas, Berc Rustem, Switching Stepsize Strategies for Sequential Quadratic Programming, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, volume 149, pp.269-292, 2011
• N. Papadakos, B. Rustem, G. Tzallas-Regas, J. Thoms, Risky traveling salesman problem, European Journal of Operational Research, volume 212, pp.69–73, 2011
• A. Tsoukalas, B. Rustem, A feasible point adaptation of the Blankenship and Falk algorithm for semi-infinite programming, Optimization Letters, volume 5, pp.705–716, 2011
• G. Tzallas-Regas, B. Rustem, Switching stepsize strategies for Sequential Quadratic Programming, Journal of Optimization Theory and Applications, volume 149, pp.269–292, 2011
• Kai Ye, Panos Parpas, Berc Rustem, Robust portfolio optimization: a conic programming approach, Computational Optimization and Applications, pp.1-19, 2011
• S. Zymler, D. Kuhn, B. Rustem, Robust portfolio optimization with derivative insurance guarantees, European Journal of Operational Research, volume 210, pp.410–424, 2011, (to appear)
• R. Fonseca, S. Zymler, W. Wiesemann, B. Rustem, Robust optimization of currency portfolios, Journal of Computational Finance, volume 15, 2011
• R. Misener, J. P. Thompson, C. A. Floudas, APOGEE: Global Optimization of Standard, Generalized, and Extended Pooling Problems via Linear and Logarithmic Partitioning Schemes, Computers and Chemical Engineering, volume 35, pp.876-892, 2011
• D. Kuhn, W. Wiesemann, A. Georghiou, Primal and dual linear decision rules in stochastic and robust optimization, Mathematical Programming, volume 130, pp.177-209, 2011
• RJ Fonseca, W Wiesemann, B Rustem, A Semidefinite Programming Approach to Portfolio Optimization, 21ST EUROPEAN SYMPOSIUM ON COMPUTER AIDED PROCESS ENGINEERING, 21st European Symposium on Computer Aided Process Engineering (ESCAPE-21), volume 29, pp.472–476, 2011
• P Vayanos, W Wiesemann, D Kuhn, Hedging Electricity Swing Options in Incomplete Markets, Proceedings of the IFAC World Congress 2011, IFAC World Congress, volume 18, issue 1, pp.846–853, 2011
• E Kalyvianaki, W Wiesemann, QH Vu, D Kuhn, P Pietzuch, SQPR: Stream Query Planning with Reuse, IEEE 27TH INTERNATIONAL CONFERENCE ON DATA ENGINEERING (ICDE 2011), IEEE 27th International Conference on Data Engineering (ICDE 2011), pp.840–851, 2011
• Phebe Vayanos, Daniel Kuhn, Berc Rustem, Decision rules for information discovery in multi-stage stochastic programming, 2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC), pp.7368-7373, 2011, 50th IEEE Conference of Decision and Control (CDC)/European Control Conference (ECC), Orlando, FL, DEC 12-15, 2011
• Duy V. N. Luong, Daniel Rueckert, Berc Rustem, Incorporating hard constraints into non-rigid registration via nonlinear programming, MEDICAL IMAGING 2011: IMAGE PROCESSING, volume 7962, 2011, Conference on Medical Imaging 2011 - Image Processing, Lake Buena Vista, FL, FEB 14-16, 2011
• M. Hadjiyiannis, P. Goulart, D. Kuhn, An efficient method to estimate the suboptimality of affine controllers, IEEE Transactions on Automatic Control, volume 56, pp.2841-2853, 2011
• R. Fonseca, W. Wiesemann, B. Rustem, Robust international portfolio management, Computational Management Science, pp.1–32, 2011

2010 (14)

• P-M Kleniati, P Parpas, B Rustem, Partitioning procedure for polynomial optimization, JOURNAL OF GLOBAL OPTIMIZATION, volume 48, issue 4, pp.549–567, 2010
• PM Kleniati, P Parpas, B Rustem, Decomposition-based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, volume 145, issue 2, pp.289–310, 2010
• P.-M. Kleniati, P. Parpas, B. Rustem, Decomposition-based method for sparse semidefinite relaxations of polynomial optimization problems, Journal of Optimization Theory and Applications, volume 145, pp.289–310, 2010
• P.-M. Kleniati, P. Parpas, B. Rustem, Partitioning procedure for polynomial optimization, Journal of Global Optimization, volume 48, pp.549–567, 2010
• D. Kuhn, D.G. Luenberger, Analysis of the rebalancing frequency in log-optimal portfolio selection, Quantitative Finance, volume 10, pp.221–234, 2010
• R. Misener, C. A. Floudas, Piecewise-Linear Approximations of Multidimensional Functions, Journal of Optimization Theory and Applications, volume 145, pp.120 - 147, 2010
• R. Misener, C. A. Floudas, Global Optimization of Large-Scale Pooling Problems: Quadratically Constrained MINLP Models, Industrial and Engineering Chemistry Research, volume 49, pp.5424 - 5438, 2010
• R. Misener, C. E. Gounaris, C. A. Floudas, Mathematical modeling and global optimization of large-scale extended pooling problems with the (EPA) complex emissions constraints, Computers and Chemical Engineering, volume 34, pp.1432 - 1456, 2010
• E. Obasanjo, G. Tzallas-Regas, B. Rustem, An interior-point algorithm for nonlinear minimax problems, Journal of Optimization Theory and Applications, volume 144, pp.291–318, 2010
• W. Wiesemann, D. Kuhn, B. Rustem, Maximizing the net present value of a project under uncertainty, European Journal of Operational Research, volume 202, pp.356–367, 2010, (to appear)
• Fook Wai Kong, Daniel Kuhn, Berc Rustem, A Cutting-Plane Method for Mixed-Logical Semidefinite Programs with an Application to Multi-Vehicle Robust Path Planning, 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), pp.1360-1365, 2010, 49th IEEE Conference on Decision and Control (CDC), Atlanta, GA, DEC 15-17, 2010
• R. J. Fonseca, D. Kuhn, B. Rustem, Linearly Adjustable International Portfolios, NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, volume 1281, pp.338-341, 2010, International Conference on Numerical Analysis and Applied Mathematics, Rhodes, GREECE, SEP 19-25, 2010
• R. Misener, C. E. Gounaris, C. A. Floudas, Global optimization and parametric analysis of large-scale extended pooling problems, Proceedings of the 20th European Symposium on Computer Aided Process Engineering - ESCAPE20, pp.847 – 852, 2010
• Wolfram Wiesemann, Daniel Kuhn, Berç Rustem, Maximizing the net present value of a project under uncertainty, European Journal of Operational Research, volume 202, pp.356 - 367, 2010

2009 (26)

• PM Kleniati, P Parpas, B Rustem, Partitioning Procedure for Polynomial Optimization: Application to Portfolio Decisions with Higher Order Moments, 2009
• N. P. Faisca, V. D. Kosmidis, B. Rustem, E. N. Pistikopoulos, Global optimization of multi-parametric MILP problems, JOURNAL OF GLOBAL OPTIMIZATION, volume 45, pp.131-151, 2009, Workshop on Global Optimization, Imperial Coll London, London, ENGLAND, DEC 15-17, 2007
• Stratos Pistikopoulos, Berc Rustem, Global optimization and its applications, JOURNAL OF GLOBAL OPTIMIZATION, volume 45, pp.1-2, 2009
• P Parpas, B Rustem, Convergence analysis of a global optimization algorithm using stochastic differential equations, JOURNAL OF GLOBAL OPTIMIZATION, Workshop on Global Optimization, volume 45, issue 1, pp.95–110, 2009
• P Parpas, B Rustem, Algorithms for Minimax and Expected Value Optimization, pp.121–151, 2009
• P Parpas, B Rustem, V Wieland, S Žaković, Mean and variance optimization of non–linear systems and worst–case analysis, Computational Optimization and Applications, volume 43, issue 2, pp.235–259, 2009
• P Parpas, B Rustem, An Algorithm for the Global Optimization of a Class of Continuous Minimax Problems, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, volume 141, issue 2, pp.461–473, 2009
• N. Faisca, V. Kosmidis, B. Rustem, E.N. Pistikopoulos, Global optimization of multi-parametric MILP problems, Journal of Global Optimization, volume 45, pp.131–151, 2009
• P. Parpas, B. Rustem, E.N. Pistikopoulos, Global optimization of robust chance constrained problems, Journal of Global Optimization, volume 43, pp.231–247, 2009
• Angelos Tsoukalas, Wolfram Wiesemann, Berc Rustem, Global Optimisation of Pessimistic Bi-Level Problems, LECTURES ON GLOBAL OPTIMIZATION, volume 55, pp.215-243, 2009, Workshop on Global Optimization - Methods and Applications, Fields Inst Res Math Sci, Toronto, CANADA, MAY 11-12, 2007
• A. Tsoukalas, B. Rustem, E.N. Pistikopoulos, A global optimization algorithm for generalized semi-infinite, continuous minimax with coupled constraints and bi-level problems, Journal of Global Optimization, volume 44, pp.235–250, 2009
• A. Tsoukalas, P. Parpas, B. Rustem, A smoothing algorithm for finite min-max-min problems, Optimization Letters, volume 3, pp.49–62, 2009
• P. Parpas, B. Rustem, Convergence analysis of a global optimization algorithm using stochastic differential equations, Journal of Global Optimization, volume 45, pp.95–110, 2009
• N. Faisca, P. Saraiva, B. Rustem, E.N. Pistikopoulos, A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems, Computational Management Science, volume 6, pp.377–397, 2009
• P. Parpas, B. Rustem, An algorithm for the global optimization of a class of continuous minimax problems, Journal of optimization theory and applications, volume 141, pp.461–473, 2009
• N. Papadakos, An algorithm for the global optimization of a class of continuous minimax problems, Journal of Optimization Theory and Applications, volume 141, pp.461–473, 2009
• N. Papadakos, Integrated airline scheduling, Computers & Operations Research, volume 36, pp.176–195, 2009
• R. Misener, C. E. Gounaris, C. A. Floudas, Global Optimization of Gas Lifting Operations: A Comparative Study of Piecewise Linear Formulations, Industrial and Engineering Chemistry Research, volume 48, pp.6098 - 6104, 2009
• R. Misener, C. A. Floudas, Advances for the Pooling Problem: Modeling, Global Optimization, and Computational Studies, Applied and Computational Mathematics, volume 8, pp.3 - 22, 2009
• D. Maringer, P. Parpas, Global optimization of higher order moments in portfolio selection, Journal of Global Optimization, volume 43, pp.219–230, 2009
• D. Kuhn, P. Parpas, B. Rustem, R. Fonseca, Dynamic mean-variance portfolio analysis under model risk, Journal of Computational Finance, volume 12, pp.91–115, 2009
• D. Kuhn, Convergent bounds for stochastic programs with expected value constraints, Journal of Optimization Theory and Applications, volume 141, pp.597–618, 2009
• D. Kuhn, An information-based approximation scheme for stochastic optimization problems in continuous time, Mathematics of Operations Research, volume 34, pp.428–444, 2009
• G. Haarbrucker, D. Kuhn, Valuation of electricity swing options by multistage stochastic programming, Automatica, volume 45, pp.889-899, 2009
• C. E. Gounaris, R. Misener, C. A. Floudas, Computational Comparison of Piecewise-Linear Relaxations for Pooling Problems, Industrial and Engineering Chemistry Research, volume 48, pp.5742 - 5766, 2009
• R. Misener, C. E. Gounaris, C. A. Floudas, Multidimensional Piecewise-Affine Approximations for Gas Lifting and Pooling Applications, Design for Energy and the Environment, Proceedings of FOCAPD ‘09, pp.887-896, 2009

2008 (11)

• N.P. Faisca, K.I. Kouramas, P.M. Saraiva, B. Rustem, E.N. Pistikopoulos, A multi-parametric programming approach for constrained dynamic programming problems, Optimization Letters, volume 2, pp.267–280, 2008
• D. Kuhn, Aggregation and discretization in multistage stochastic programming, Mathematical Programming, volume 113, pp.61-94, 2008
• D. Kuhn, P. Parpas, B. Rustem, Bound-based decision rules in multistage stochastic programming, Kybernetika, volume 44, pp.34–150, 2008
• T. Miri, A. Tsoukalas, S. Bakalis, E.N. Pistikopoulos, B. Rustem, P.J. Fryer, Global optimization of process conditions in batch thermal sterilization of food, Journal of Food Engineering, volume 87, pp.485–494, 2008
• M.A. Osorio, N. Gulpinar, B. Rustem, A mixed integer programming model for multistage mean-variance post-tax optimization, European Journal of Operational Research, volume 185, pp.451–480, 2008
• M.A. Osorio, N. Gulpinar, B. Rustem, A general framework for multistage mean-variance post-tax optimization, Annals of Operations Research, volume 157, pp.3–23, 2008
• N. Papadakos, Practical enhancements to the Magnanti-Wong method, Operations Research Letters, volume 36, pp.444–449, 2008
• P. Parpas, B. Rustem, A pricing mechanism for resource management in grid computing, Computational Economics, volume 4, pp.381–295, 2008
• B. Rustem, S. Zakovic, P. Parpas, An interior point algorithm for continuous minimax: implementation and computation, Optimization Methods and Software, volume 23, pp.911-928, 2008
• B. Rustem, S. Zakovic, P. Parpas, Convergence of an interior point algorithm for continuous minimax, Journal of Optimization Theory and Applications, volume 136, pp.87–103, 2008
• Taghi Miri, Serafim Bakalis, Berc Rustem, Angelos Tsoukalas, Efstratios Pistikopoulos, Peter Jonathan Fryer, Global and local optimization of food quality in batch thermal processes, FOODSIM'2008: 5TH INTERNATIONAL CONFERENCE ON SIMULATION AND MODELLING IN THE FOOD AND BIO-INDUSTRY, pp.17-19, 2008, 5th International Conference on Simulation and Modelling in the Food and Bio Industry (FOODSIM 2008), Dublin, IRELAND, JUN 26-28, 2008

2007 (5)

• Nalan Gulpinar, Uli Harder, Peter Harrison, Tony Field, Berc Rustem, Louis-Francois Pau, Mean-variance performance optimization of response time in a tandem router network with batch arrivals, CLUSTER COMPUTING - THE JOURNAL OF NETWORKS SOFTWARE TOOLS AND APPLICATIONS, volume 10, pp.203-216, 2007, 4th International Workshop on Performance Modelling, Evaluation, and Optimization of Parallel and Distributed Systems, Denver, CO, APR 03-08,2005
• N. Faisca, V. Dua, B. Rustem, P.M. Saraiva, E.N. Pistikopoulos, Parametric global optimisation for bilevel programming, Journal of Global Optimization, volume 38, pp.609–623, 2007
• N. Gulpinar, B. Rustem, Worst-case robust decisions for multi-period mean-variance portfolio optimization, European Journal of Operational Research, volume 183, pp.981–1000, 2007
• N. Gulpinar, B. Rustem, Robust optimal decisions with imprecise forecasts, Computational Statistics & Data Analysis, volume 51, pp.3595–3611, 2007
• P. Parpas, B. Rustem, Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems, INFORMS Journal on Computing, volume 19, pp.239–147, 2007

2006 (6)

• Panos Parpas, Berc Rustem, Efstratios N. Pistikopoulos, Linearly constrained global optimization and stochastic differential equations, JOURNAL OF GLOBAL OPTIMIZATION, volume 36, pp.191-217, 2006
• P. Parpas, B. Rustem, Global optimization of the scenario generation and portfolio selection problems, Lecture Notes in Computer Science, pp.908–917, 2006
• P. Parpas, B. Rustem, E.N. Pistikopoulos, Linearly constrained global optimization and stochastic differential equations, Journal of Global Optimization, volume 36, pp.191–217, 2006
• N. P. Faisca, V. Dua, P. M. Saraiva, B. Rustem, E. N. Pistikopoulos, A Global Parametric Programming Optimisation Strategy for Multilevel Problems, 16TH EUROPEAN SYMPOSIUM ON COMPUTER AIDED PROCESS ENGINEERING AND 9TH INTERNATIONAL SYMPOSIUM ON PROCESS SYSTEMS ENGINEERING, volume 21, pp.215-220, 2006, Joint Conference Event of the 9th Symposium on Process Systems Engineering (PSE 2006)/16th European Symposium on Computer Aided Process Engineering (ESCAPE-16), Garmisch-Partenkirchen, GERMANY, JUL 09-13, 2006
• Nalan Gulpinar, Peter Harrison, Berc Rustem, Louis-Francois Pau, Performance Optimization of Mean Response Time in a Tandem Router Network with Batch Arrivals, 2006 IEEE/IFIP NETWORK OPERATIONS AND MANAGEMENT SYMPOSIUM, VOLS 1 AND 2, pp.907-910, 2006, IEEE/IFIP Network Operations and Management Symposium, Vancouver, CANADA, APR 03-07, 2006
• Nalan Gulpinar, Pete Harrison, Berc Rustem, Worst-case analysis of router networks with rival queueing models, Computer and Information Sciences - ISCIS 2006, Proceedings, volume 4263, pp.897-907, 2006, 21st International Symposium on Computer and Information Sciences (ISCIS 2006), Istanbul, TURKEY, NOV 01-03, 2006

2005 (1)

• I Akrotirianakis, B Rustem, Globally convergent interior-point algorithm for nonlinear programming, JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, volume 125, pp.497-521, 2005

2004 (3)

• N Gulpinar, B Rustem, R Settergren, Simulation and optimization approaches to scenario tree generation, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, volume 28, pp.1291-1315, 2004
• M Ferris, K Judd, B Rustem, Special issue on Mathematical Programming - Foreword, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, volume 28, pp.1227, 2004
• MA Osorio, N Gulpinar, B Rustem, R Settergren, Post-tax optimization with stochastic programming, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, volume 157, pp.152-168, 2004