Maziar Salahi

From MaRDI portal
(Redirected from Person:495402)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Sparse extended mean-variance-CVaR portfolios with short-selling
Japan Journal of Industrial and Applied Mathematics
2026-03-11Paper
Enhanced Russell measure model for two-stage systems with undesirable outputs: an envelopment-multiplier approach
SN Operations Research Forum
2025-12-12Paper
Feature selection via mixed-integer program and supervised infinite feature selection method
Journal of Mathematical Modeling
2025-11-17Paper
Improved branch and bound algorithm and an interpolation-based search algorithm for quadratic minimization with one negative eigenvalue
Optimization Letters
2025-06-24Paper
Extended twin parametric margin support vector regression
Opsearch
2025-05-30Paper
Malmquist-Luenberger productivity index for a two-stage structure in the presence of undesirable outputs and uncertainty
Advances in Operations Research
2024-11-05Paper
Noisy label relabeling by nonparallel support vector machine
Iranian Journal of Numerical Analysis and Optimization
2024-09-06Paper
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem
Discrete Mathematics, Algorithms and Applications
2024-06-24Paper
Relabeling noisy labels: a Twin SVM approach
SN Operations Research Forum
2024-02-20Paper
An SOCP approach to a two-stage network DEA with feedbacks and shared resources
Opsearch
2023-11-02Paper
Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique
Computational Statistics
2023-08-29Paper
Two efficient heuristic algorithms for the integrated production planning and warehouse layout problem2023-06-13Paper
Stochastic p-robust approach to a centralized two-stage DEA system with resource waste
Advances in Operations Research
2023-03-30Paper
Additive slack-based measure for a two-stage structure with shared inputs and undesirable feedback
Advances in Operations Research
2023-03-30Paper
Second order cone programming formulation of the fixed cost allocation in DEA based on Nash bargaining game
Numerical Algebra, Control and Optimization
2022-11-02Paper
A two-stage structure with undesirable outputs: slacks-based and additive slacks-based measures DEA models
RAIRO - Operations Research
2022-09-15Paper
On indefinite quadratic optimization over the intersection of balls and linear constraints
Journal of Optimization Theory and Applications
2022-06-03Paper
On the branch and bound algorithm for the extended trust-region subproblem
Journal of Global Optimization
2022-05-25Paper
An efficient algorithm for the extended trust-region subproblem with two linear constraints
Bulletin of the Iranian Mathematical Society
2022-03-29Paper
Efficiency decomposition in a three-stage network structure: cooperative DEA, Nash bargaining game models and conic relaxations
RAIRO - Operations Research
2022-02-21Paper
On fractional quadratic optimization problem with two quadratic constraints
Numerical Algebra, Control and Optimization
2021-12-13Paper
Quadratic optimization with two ball constraints
Numerical Algebra, Control and Optimization
2020-07-13Paper
On local non-global minimizers of quadratic optimization problem with a single quadratic constraint
Numerical Functional Analysis and Optimization
2020-04-21Paper
An ADMM-factorization algorithm for low rank matrix completion2020-01-20Paper
A hybrid algorithm for the two-trust-region subproblem
Computational and Applied Mathematics
2019-09-05Paper
A conjugate gradient-based algorithm for large-scale quadratic programming problem with one quadratic constraint
Computational Optimization and Applications
2019-09-04Paper
Low rank matrix completion by alternating direction method of multipliers2019-08-01Paper
Nonnegative least squares solution in inequality sense via LCP reformulation2019-01-31Paper
Linearization strategy for Boolean least squares problem2019-01-31Paper
PULLPRU: a practical approach to estimate phylogenies from single nucleotide polymorphism haplotypes under the maximum parsimony criterion
Computational and Applied Mathematics
2019-01-29Paper
An iterative algorithm for the conic trust region subproblem
International Journal of Applied and Computational Mathematics
2018-10-11Paper
An efficient algorithm for solving the generalized trust region subproblem
Computational and Applied Mathematics
2018-08-09Paper
A fast eigenvalue approach for solving the trust region subproblem with an additional linear inequality
Computational and Applied Mathematics
2018-08-09Paper
On SOCP/SDP formulation of the extended trust region subproblem2018-07-20Paper
Minimizing an indefinite quadratic function subject to a single indefinite quadratic constraint
Optimization
2018-05-03Paper
Exact two steps SOCP/SDP formulation for a modified conic trust region subproblem
Optimization Letters
2017-12-15Paper
On the complex fractional quadratic optimization with a quadratic constraint
Opsearch
2017-12-08Paper
Comments on ``On the indefinite quadratic fractional optimization with two quadratic constraints''
Journal of Optimization Theory and Applications
2017-12-06Paper
Adjusted robust mean-value-at-risk model: less conservative robust portfolios
Optimization and Engineering
2017-09-08Paper
Parametric approach for solving quadratic fractional optimization with a linear and a quadratic constraint
Computational and Applied Mathematics
2017-08-08Paper
Alternating direction method of multipliers for the extended trust region subproblem2017-07-11Paper
Robust portfolio selection with polyhedral ambiguous inputs2017-06-29Paper
Local nonglobal minima for solving large-scale extended trust-region subproblems
Computational Optimization and Applications
2017-03-07Paper
On the solution of a nonconvex fractional quadratic problem
Journal of Mathematical Extension
2016-11-25Paper
A new mathematical modeling for pure parsimony haplotyping problem
Mathematical Biosciences
2016-11-07Paper
Trust region subproblem with an additional linear inequality constraint
Optimization Letters
2016-05-03Paper
Robust solutions to multi-facility Weber location problem under interval and ellipsoidal uncertainty
Applied Mathematics and Computation
2016-04-28Paper
Self-regular interior-point methods for semidefinite optimization
International Series in Operations Research & Management Science
2016-04-26Paper
SDO relaxation approach to fractional quadratic minimization with one quadratic constraint2015-10-14Paper
On the quadratic fractional optimization with a strictly convex quadratic constraint.
Kybernetika
2015-09-29Paper
Robust geometric programming approach to profit maximization with interval uncertainty
Computer Science Journal of Moldova
2015-09-10Paper
A semidefinite optimization approach to quadratic fractional optimization with a strictly convex quadratic constraint2015-05-04Paper
Interior point gradient algorithm for totally nonnegative least-squares problems in inequality sense
International Journal of Computer Mathematics
2014-12-29Paper
CVaR robust mean-CVaR portfolio optimization
ISRN Applied Mathematics
2014-11-11Paper
On the indefinite quadratic fractional optimization with two quadratic constraints
Journal of Optimization Theory and Applications
2014-11-03Paper
Linear fractional program under interval and ellipsoidal uncertainty2013-05-02Paper
Some results on the optimal correction of infeasible second order conic linear inequalities
International Journal of Nonlinear Science
2012-10-01Paper
Robust l₁ and l_ solutions of linear inequalities2012-03-30Paper
Optimal correction of infeasible systems in the second order conic linear setting
Computer Science Journal of Moldova
2012-01-18Paper
New barrier parameter updating technique in Mehrotra-type algorithm
Bulletin of the Iranian Mathematical Society
2011-07-27Paper
Regularization tools and robust optimization for ill-conditioned least squares problem: A computational comparison
Applied Mathematics and Computation
2011-06-28Paper
Convex optimization approach to a single quadratically constrained quadratic minimization problem
CEJOR. Central European Journal of Operations Research
2011-02-08Paper
An adaptive long step interior point algorithm for linear optimization2010-11-24Paper
An adaptive long step interior point algorithm for linear optimization2010-11-24Paper
A self-regular Newton based algorithm for linear optimization
The ANZIAM Journal
2010-11-24Paper
A new homotopy perturbation method for system of nonlinear integro-differential equations
International Journal of Computer Mathematics
2010-06-11Paper
Correcting an inconsistent set of linear inequalities by the generalized Newton method
Optimization Methods & Software
2010-05-21Paper
Robust least squares solution of linear inequalities
Applied Mathematics Letters
2010-05-05Paper
On ill-conditioned linear systems and regularized GMRES method2010-03-30Paper
Correcting inconsistency in linear inequalities by minimal change in the right hand side vector
Computer Science Journal of Moldova
2010-03-10Paper
A generalized Newton-penalty algorithm for large scale ill-conditioned quadratic problems2010-01-13Paper
Nonnegative ill-conditioned linear systems and GMRES method
Journal of Applied Mathematics and Computing
2009-11-09Paper
Computational experiments on the Tikhonov regularization of the total least squares problem
Computer Science Journal of Moldova
2009-08-10Paper
A new HPM for integral equations2009-08-03Paper
A HYBRID ADAPTIVE ALGORITHM FOR LINEAR OPTIMIZATION
Asia-Pacific Journal of Operational Research
2009-06-30Paper
A short note on \(\min_{x\in \mathbb{R}^n}\frac{\| Ax-b\|^2}{1+\| x \| ^2}\)
Applied Mathematics and Computation
2009-06-24Paper
On Mehrotra-Type Predictor-Corrector Algorithms
SIAM Journal on Optimization
2008-12-05Paper
Mehrotra-type predictor-corrector algorithm revisited
Optimization Methods & Software
2008-11-19Paper
New complexity analysis of IIPMs for linear optimization based on a specific self-regular function
European Journal of Operational Research
2007-11-23Paper
A finite termination Mehrotra-type predictor-corrector algorithm
Applied Mathematics and Computation
2007-09-19Paper
Adaptive large-neighborhood self-regular predictor-corrector interior-point methods for linear optimization
Journal of Optimization Theory and Applications
2007-09-10Paper
Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
European Journal of Operational Research
2007-05-30Paper
Polynomial time second order mehrotra-type predictor--corrector algorithms
Applied Mathematics and Computation
2007-02-13Paper
The complexity of self-regular proximity based infeasible IPMs
Computational Optimization and Applications
2006-09-28Paper
An adaptive self-regular proximity-based large-update IPM for LO
Optimization Methods & Software
2005-08-25Paper
On self-regular IPMs (with comments and rejoinder)
Top
2005-04-04Paper
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Maziar Salahi