The following pages link to Luis F. Zuluaga (Q904693):
Displaying 27 items.
- Copula-based randomized mechanisms for truthful scheduling on two unrelated machines (Q904694) (← links)
- Exploiting equalities in polynomial programming (Q935230) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
- On Padberg's conjecture about almost totally unimodular matrices (Q1593715) (← links)
- Completely positive reformulations of polynomial optimization problems with linear constraints (Q1679621) (← links)
- Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization (Q1704915) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- New characterizations of Hoffman constants for systems of linear constraints (Q2020601) (← links)
- Characterization of QUBO reformulations for the maximum \(k\)-colorable subgraph problem (Q2107015) (← links)
- Mixed-integer second-order cone optimization for composite discrete ply-angle and thickness topology optimization problems (Q2129212) (← links)
- Discrete multi-load truss sizing optimization: model analysis and computational experiments (Q2168641) (← links)
- Alternative SDP and SOCP approximations for polynomial optimization (Q2287850) (← links)
- Operational decisions for multi-period industrial gas pipeline networks under uncertainty (Q2331366) (← links)
- Completely positive reformulations for polynomial optimization (Q2349130) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Copula-Based Randomized Mechanisms for Truthful Scheduling on Two Unrelated Machines (Q2856147) (← links)
- (Q2865856) (← links)
- (Q2934584) (← links)
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula (Q2935298) (← links)
- Static-arbitrage lower bounds on the prices of basket options via linear programming (Q3063848) (← links)
- Portfolio Risk Management with CVaR-Like Constraints (Q3088971) (← links)
- Improved Bounds for the Symmetric Rendezvous Value on the Line (Q3392207) (← links)
- Globally Solving Nonconvex Quadratic Programs via Linear Integer Programming Techniques (Q5139846) (← links)
- A Conic Programming Approach to Generalized Tchebycheff Inequalities (Q5704226) (← links)
- Globally solving Non-Convex Quadratic Programs via Linear Integer Programming techniques (Q6267217) (← links)
- On relaxations of the max $k$-cut problem formulations (Q6446065) (← links)
