Edit Profile (opens in new tab) Zuluaga, Luis Fernando Compute Distance To: Compute Author ID: zuluaga.luis-fernando Published as: Zuluaga, Luis F.; Zuluaga, Luis Fernando; Zuluaga, Luis External Links: MGP Documents Indexed: 27 Publications since 2000 1 Contribution as Editor Co-Authors: 27 Co-Authors with 28 Joint Publications 546 Co-Co-Authors all top 5 Co-Authors 0 single-authored 12 Vera, Juan-Carlos 10 Peña, Javier F. 6 Du, Donglei 3 Han, Qiaoming 2 Chen, Xujin 2 Cox, Samuel H. jun. 2 Kuang, Xiaolong 2 Terlaky, Tamás 2 Tian, Ruilin 2 Xia, Wei 1 Babat, Onur 1 Bienstock, Daniel 1 Cay, Pelin 1 Cornuéjols, Gérard P. 1 Ghaddar, Bissan 1 He, Sicheng 1 Lei, Weiming 1 Lin, Yijia 1 Mancilla, Camilo 1 Martins, Joaquim R. R. A. 1 Medaglia, Andrés L. 1 Naoum-Sawaya, Joe 1 Nezhad, Ali Mohammad 1 Saynac, Xavier 1 Shahabsafa, Mohammad 1 Storer, Robert H. 1 Villegas, Andrés M. all top 5 Serials 3 European Journal of Operational Research 3 Optimization and Engineering 2 Operations Research 2 Operations Research Letters 2 Mathematical Programming. Series A. Series B 2 SIAM Journal on Optimization 2 North American Actuarial Journal 1 Mathematics of Operations Research 1 Insurance Mathematics & Economics 1 Journal of Global Optimization 1 INFORMS Journal on Computing 1 Theory of Computing Systems 1 Quantitative Finance 1 Algorithmic Operations Research 1 Optimization Letters 1 Springer Proceedings in Mathematics & Statistics 1 EURO Journal on Computational Optimization all top 5 Fields 25 Operations research, mathematical programming (90-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 General and overarching topics; collections (00-XX) 2 Statistics (62-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Mechanics of deformable solids (74-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 24 Publications have been cited 175 times in 149 Documents Cited by ▼ Year ▼ Computing the stability number of a graph via linear and semidefinite programming. Zbl 1176.90611Peña, Javier; Vera, Juan; Zuluaga, Luis F. 45 2007 Completely positive reformulations for polynomial optimization. Zbl 1328.90114Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 28 2015 LMI approximations for cones of positive semidefinite forms. Zbl 1131.90040Zuluaga, Luis F.; Vera, Juan; Peña, Javier 18 2006 A conic programming approach to generalized Tchebycheff inequalities. Zbl 1082.90089Zuluaga, Luis F.; Peña, Javier F. 11 2005 Static-arbitrage lower bounds on the prices of basket options via linear programming. Zbl 1204.91132Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 11 2010 Third-order extensions of Lo’s semiparametric bound for European call options. Zbl 1163.90640Zuluaga, Luis F.; Peña, Javier; Du, Donglei 8 2009 Improved bounds for the symmetric rendezvous value on the line. Zbl 1167.91322Han, Qiaoming; Du, Donglei; Vera, Juan; Zuluaga, Luis F. 8 2008 Technical note: A risk- and ambiguity-averse extension of the max-min newsvendor order formula. Zbl 1304.90012Han, Qiaoming; Du, Donglei; Zuluaga, Luis F. 8 2014 Globally solving nonconvex quadratic programs via linear integer programming techniques. Zbl 07284452Xia, Wei; Vera, Juan C.; Zuluaga, Luis F. 5 2020 Portfolio risk management with CVaR-like constraints. Zbl 1219.91132Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F. 5 2010 Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Zbl 1277.90165Peña, Javier; Saynac, Xavier; Vera, Juan C.; Zuluaga, Luis Fernando 4 2010 Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization. Zbl 1403.90554Kuang, Xiaolong; Zuluaga, Luis F. 3 2018 Exploiting equalities in polynomial programming. Zbl 1163.90755Peña, Javier F.; Vera, Juan C.; Zuluaga, Luis F. 3 2008 New characterizations of Hoffman constants for systems of linear constraints. Zbl 1465.90043Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 3 2021 Moment problem and its applications to risk assessment. Zbl 1414.91236Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. 2 2017 Computing near-optimal value-at-risk portfolios using integer programming techniques. Zbl 1403.91303Babat, Onur; Vera, Juan C.; Zuluaga, Luis F. 2 2018 Improved bounds for the symmetric rendezvous value on the line. Zbl 1303.91045Han, Qiaoming; Du, Donglei; Vera, Juan; Zuluaga, Luis F. 2 2007 Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Zbl 1253.91179Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 2 2012 Copula-based randomized mechanisms for truthful scheduling on two unrelated machines. Zbl 1327.91023Chen, Xujin; Du, Donglei; Zuluaga, Luis F. 2 2015 TRIPODS/MOPTA 2018 special issue on energy and optimization. Zbl 07220208Bienstock, Daniel; Zuluaga, Luis F. 1 2020 Completely positive reformulations of polynomial optimization problems with linear constraints. Zbl 1408.90246Xia, Wei; Zuluaga, Luis F. 1 2017 Computing bounds on the expected payoff of Alternative Risk Transfer products. Zbl 1284.91273Villegas, Andrés M.; Medaglia, Andrés L.; Zuluaga, Luis F. 1 2012 Modeling and optimization. Theory and applications. Selected contributions from the MOPTA 2012 conference, Bethlehem, PA, USA, July 30 – August 1, 2012. Zbl 1279.90007 1 2013 Alternative SDP and SOCP approximations for polynomial optimization. Zbl 1428.90116Kuang, Xiaolong; Ghaddar, Bissan; Naoum-Sawaya, Joe; Zuluaga, Luis F. 1 2019 New characterizations of Hoffman constants for systems of linear constraints. Zbl 1465.90043Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 3 2021 Globally solving nonconvex quadratic programs via linear integer programming techniques. Zbl 07284452Xia, Wei; Vera, Juan C.; Zuluaga, Luis F. 5 2020 TRIPODS/MOPTA 2018 special issue on energy and optimization. Zbl 07220208Bienstock, Daniel; Zuluaga, Luis F. 1 2020 Alternative SDP and SOCP approximations for polynomial optimization. Zbl 1428.90116Kuang, Xiaolong; Ghaddar, Bissan; Naoum-Sawaya, Joe; Zuluaga, Luis F. 1 2019 Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization. Zbl 1403.90554Kuang, Xiaolong; Zuluaga, Luis F. 3 2018 Computing near-optimal value-at-risk portfolios using integer programming techniques. Zbl 1403.91303Babat, Onur; Vera, Juan C.; Zuluaga, Luis F. 2 2018 Moment problem and its applications to risk assessment. Zbl 1414.91236Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F. 2 2017 Completely positive reformulations of polynomial optimization problems with linear constraints. Zbl 1408.90246Xia, Wei; Zuluaga, Luis F. 1 2017 Completely positive reformulations for polynomial optimization. Zbl 1328.90114Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 28 2015 Copula-based randomized mechanisms for truthful scheduling on two unrelated machines. Zbl 1327.91023Chen, Xujin; Du, Donglei; Zuluaga, Luis F. 2 2015 Technical note: A risk- and ambiguity-averse extension of the max-min newsvendor order formula. Zbl 1304.90012Han, Qiaoming; Du, Donglei; Zuluaga, Luis F. 8 2014 Modeling and optimization. Theory and applications. Selected contributions from the MOPTA 2012 conference, Bethlehem, PA, USA, July 30 – August 1, 2012. Zbl 1279.90007 1 2013 Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Zbl 1253.91179Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 2 2012 Computing bounds on the expected payoff of Alternative Risk Transfer products. Zbl 1284.91273Villegas, Andrés M.; Medaglia, Andrés L.; Zuluaga, Luis F. 1 2012 Static-arbitrage lower bounds on the prices of basket options via linear programming. Zbl 1204.91132Peña, Javier; Vera, Juan C.; Zuluaga, Luis F. 11 2010 Portfolio risk management with CVaR-like constraints. Zbl 1219.91132Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F. 5 2010 Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Zbl 1277.90165Peña, Javier; Saynac, Xavier; Vera, Juan C.; Zuluaga, Luis Fernando 4 2010 Third-order extensions of Lo’s semiparametric bound for European call options. Zbl 1163.90640Zuluaga, Luis F.; Peña, Javier; Du, Donglei 8 2009 Improved bounds for the symmetric rendezvous value on the line. Zbl 1167.91322Han, Qiaoming; Du, Donglei; Vera, Juan; Zuluaga, Luis F. 8 2008 Exploiting equalities in polynomial programming. Zbl 1163.90755Peña, Javier F.; Vera, Juan C.; Zuluaga, Luis F. 3 2008 Computing the stability number of a graph via linear and semidefinite programming. Zbl 1176.90611Peña, Javier; Vera, Juan; Zuluaga, Luis F. 45 2007 Improved bounds for the symmetric rendezvous value on the line. Zbl 1303.91045Han, Qiaoming; Du, Donglei; Vera, Juan; Zuluaga, Luis F. 2 2007 LMI approximations for cones of positive semidefinite forms. Zbl 1131.90040Zuluaga, Luis F.; Vera, Juan; Peña, Javier 18 2006 A conic programming approach to generalized Tchebycheff inequalities. Zbl 1082.90089Zuluaga, Luis F.; Peña, Javier F. 11 2005 all cited Publications top 5 cited Publications all top 5 Cited by 230 Authors 12 Zuluaga, Luis Fernando 9 Bomze, Immanuel M. 8 Fan, Jinyan 8 Zhou, Anwa 7 Peña, Javier F. 7 Vera, Juan-Carlos 6 Alpern, Steve 6 Chen, Haibin 6 Locatelli, Marco 6 Qi, Liqun 5 Natarajan, Karthik 4 de Klerk, Etienne 4 Dickinson, Peter J. C. 4 Dür, Mirjam 4 Laurent, Monique 4 Tunçel, Levent 4 Yildirim, Emre Alper 3 Anjos, Miguel F. 3 Burer, Samuel 3 Ghaddar, Bissan 3 Goberna, Miguel Angel 3 Huang, Zheng-Hai 3 Leone, Pierre 3 Lin, Yijia 3 Witzel, Julia 3 Zhang, Shuzhong 2 Amaral, Paula Alexandra 2 Anstreicher, Kurt M. 2 Au, Yu-Hin 2 Bertsimas, Dimitris John 2 Chen, Zhibing 2 Dong, Hongbo 2 Du, Donglei 2 Engau, Alexander 2 Frommlet, Florian 2 Kim, Sunyoung 2 Kojima, Masakazu 2 Kuang, Xiaolong 2 Kuhn, Daniel 2 Lasserre, Jean-Bernard 2 Lee, Kyungsik 2 Liuzzi, Giampaolo 2 López-Cerdá, Marco Antonio 2 Luo, ZiYan 2 Nie, Jiawang 2 Papapantoleon, Antonis 2 Piccialli, Veronica 2 Schachinger, Werner 2 Sun, Zhao 2 Teo, Chungpiaw 2 Tian, Ruilin 2 Toh, Kim Chuan 2 Wang, Chunyan 2 Wang, Yiju 2 Wong, Man Hong 2 Xu, Changqing 2 Zhang, Xinzhen 1 Abbasi, Malek 1 Alexe, Gabriela 1 Arima, Naohiko 1 Asanga, Sujith 1 Asimit, Alexandru V. 1 Badescu, Alexandru M. 1 Bai, Qingguo 1 Bayraksan, Güzin 1 Bentobache, Mohand 1 Berman, Abraham S. 1 Bernard, Carole L. 1 Beveridge, Andrew 1 Brekelmans, Ruud C. M. 1 Bu, Changjiang 1 Bundfuss, Stefan 1 Buwaya, Julia 1 Carrizosa, Emilio 1 Castro, Pedro M. 1 Cay, Pelin 1 Chauhan, Satyaveer Singh 1 Che, Haitao 1 Cho, Hyunseok 1 Cojocaru, Monica-Gabriela 1 Cox, Samuel H. jun. 1 Crespo, Luis G. 1 Das, Bikramjit 1 Daum, Sebastian 1 De Gennaro Aquino, Luca 1 de Zeeuw, Reinier 1 den Hertog, Dick 1 Dhara, Anulekha 1 Dobre, Cristian 1 Dong, Manman 1 Dukanovic, Igor 1 E.-Nagy, Marianna 1 Elloumi, Sourour 1 Escalante, Mariana S. 1 Fampa, Marcia Helena C. 1 Fang, Shu-Cherng 1 Fu, Qi 1 Gabl, Markus 1 Gąsieniec, Leszek Antoni 1 Giannakopoulos, Yiannis ...and 130 more Authors all top 5 Cited in 56 Serials 21 Mathematical Programming. Series A. Series B 16 Journal of Global Optimization 14 European Journal of Operational Research 8 Computational Optimization and Applications 5 Operations Research 5 Insurance Mathematics & Economics 5 Linear Algebra and its Applications 5 Optimization Letters 4 Optimization 3 Operations Research Letters 3 SIAM Journal on Optimization 2 Discrete Applied Mathematics 2 Journal of Optimization Theory and Applications 2 Computers & Operations Research 2 Asia-Pacific Journal of Operational Research 2 SIAM Journal on Matrix Analysis and Applications 2 Annals of Operations Research 2 Mathematical Problems in Engineering 2 Mathematical Methods of Operations Research 2 Optimization and Engineering 2 North American Actuarial Journal 1 Advances in Applied Probability 1 Artificial Intelligence 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Mathematics of Operations Research 1 Naval Research Logistics 1 Theoretical Computer Science 1 Algorithmica 1 SIAM Journal on Discrete Mathematics 1 Queueing Systems 1 Science in China. Series A 1 The Annals of Applied Probability 1 Numerical Algorithms 1 Games and Economic Behavior 1 Applied Mathematical Modelling 1 Top 1 ELA. The Electronic Journal of Linear Algebra 1 Mathematical Finance 1 Optimization Methods & Software 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 4OR 1 Discrete Optimization 1 Journal of Industrial and Management Optimization 1 Frontiers of Mathematics in China 1 Set-Valued and Variational Analysis 1 Science China. Mathematics 1 Journal of Applied Analysis and Computation 1 EURO Journal on Computational Optimization 1 Journal of the Operations Research Society of China 1 JSIAM Letters 1 Dependence Modeling 1 SN Operations Research Forum 1 Fixed Point Theory and Algorithms for Sciences and Engineering all top 5 Cited in 18 Fields 118 Operations research, mathematical programming (90-XX) 33 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Linear and multilinear algebra; matrix theory (15-XX) 18 Numerical analysis (65-XX) 11 Combinatorics (05-XX) 10 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Computer science (68-XX) 5 Integral transforms, operational calculus (44-XX) 2 Number theory (11-XX) 2 Operator theory (47-XX) 2 Differential geometry (53-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Convex and discrete geometry (52-XX) 1 Biology and other natural sciences (92-XX) Citations by Year