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Zuluaga, Luis Fernando

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Author ID: zuluaga.luis-fernando Recent zbMATH articles by "Zuluaga, Luis Fernando"
Published as: Zuluaga, Luis F.; Zuluaga, Luis Fernando; Zuluaga, Luis
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Publications by Year

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 1176.90611
Peña, Javier; Vera, Juan; Zuluaga, Luis F.
45
2007
Completely positive reformulations for polynomial optimization. Zbl 1328.90114
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
28
2015
LMI approximations for cones of positive semidefinite forms. Zbl 1131.90040
Zuluaga, Luis F.; Vera, Juan; Peña, Javier
18
2006
A conic programming approach to generalized Tchebycheff inequalities. Zbl 1082.90089
Zuluaga, Luis F.; Peña, Javier F.
11
2005
Static-arbitrage lower bounds on the prices of basket options via linear programming. Zbl 1204.91132
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
11
2010
Third-order extensions of Lo’s semiparametric bound for European call options. Zbl 1163.90640
Zuluaga, Luis F.; Peña, Javier; Du, Donglei
8
2009
Improved bounds for the symmetric rendezvous value on the line. Zbl 1167.91322
Han, 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 1304.90012
Han, Qiaoming; Du, Donglei; Zuluaga, Luis F.
8
2014
Globally solving nonconvex quadratic programs via linear integer programming techniques. Zbl 07284452
Xia, Wei; Vera, Juan C.; Zuluaga, Luis F.
5
2020
Portfolio risk management with CVaR-like constraints. Zbl 1219.91132
Tian, 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 1277.90165
Peña, Javier; Saynac, Xavier; Vera, Juan C.; Zuluaga, Luis Fernando
4
2010
Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization. Zbl 1403.90554
Kuang, Xiaolong; Zuluaga, Luis F.
3
2018
Exploiting equalities in polynomial programming. Zbl 1163.90755
Peña, Javier F.; Vera, Juan C.; Zuluaga, Luis F.
3
2008
New characterizations of Hoffman constants for systems of linear constraints. Zbl 1465.90043
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
3
2021
Moment problem and its applications to risk assessment. Zbl 1414.91236
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F.
2
2017
Computing near-optimal value-at-risk portfolios using integer programming techniques. Zbl 1403.91303
Babat, Onur; Vera, Juan C.; Zuluaga, Luis F.
2
2018
Improved bounds for the symmetric rendezvous value on the line. Zbl 1303.91045
Han, 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 1253.91179
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
2
2012
Copula-based randomized mechanisms for truthful scheduling on two unrelated machines. Zbl 1327.91023
Chen, Xujin; Du, Donglei; Zuluaga, Luis F.
2
2015
TRIPODS/MOPTA 2018 special issue on energy and optimization. Zbl 07220208
Bienstock, Daniel; Zuluaga, Luis F.
1
2020
Completely positive reformulations of polynomial optimization problems with linear constraints. Zbl 1408.90246
Xia, Wei; Zuluaga, Luis F.
1
2017
Computing bounds on the expected payoff of Alternative Risk Transfer products. Zbl 1284.91273
Villegas, 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 1428.90116
Kuang, Xiaolong; Ghaddar, Bissan; Naoum-Sawaya, Joe; Zuluaga, Luis F.
1
2019
New characterizations of Hoffman constants for systems of linear constraints. Zbl 1465.90043
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
3
2021
Globally solving nonconvex quadratic programs via linear integer programming techniques. Zbl 07284452
Xia, Wei; Vera, Juan C.; Zuluaga, Luis F.
5
2020
TRIPODS/MOPTA 2018 special issue on energy and optimization. Zbl 07220208
Bienstock, Daniel; Zuluaga, Luis F.
1
2020
Alternative SDP and SOCP approximations for polynomial optimization. Zbl 1428.90116
Kuang, Xiaolong; Ghaddar, Bissan; Naoum-Sawaya, Joe; Zuluaga, Luis F.
1
2019
Completely positive and completely positive semidefinite tensor relaxations for polynomial optimization. Zbl 1403.90554
Kuang, Xiaolong; Zuluaga, Luis F.
3
2018
Computing near-optimal value-at-risk portfolios using integer programming techniques. Zbl 1403.91303
Babat, Onur; Vera, Juan C.; Zuluaga, Luis F.
2
2018
Moment problem and its applications to risk assessment. Zbl 1414.91236
Tian, Ruilin; Cox, Samuel H.; Zuluaga, Luis F.
2
2017
Completely positive reformulations of polynomial optimization problems with linear constraints. Zbl 1408.90246
Xia, Wei; Zuluaga, Luis F.
1
2017
Completely positive reformulations for polynomial optimization. Zbl 1328.90114
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
28
2015
Copula-based randomized mechanisms for truthful scheduling on two unrelated machines. Zbl 1327.91023
Chen, Xujin; Du, Donglei; Zuluaga, Luis F.
2
2015
Technical note: A risk- and ambiguity-averse extension of the max-min newsvendor order formula. Zbl 1304.90012
Han, 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 1253.91179
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
2
2012
Computing bounds on the expected payoff of Alternative Risk Transfer products. Zbl 1284.91273
Villegas, Andrés M.; Medaglia, Andrés L.; Zuluaga, Luis F.
1
2012
Static-arbitrage lower bounds on the prices of basket options via linear programming. Zbl 1204.91132
Peña, Javier; Vera, Juan C.; Zuluaga, Luis F.
11
2010
Portfolio risk management with CVaR-like constraints. Zbl 1219.91132
Tian, 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 1277.90165
Peña, Javier; Saynac, Xavier; Vera, Juan C.; Zuluaga, Luis Fernando
4
2010
Third-order extensions of Lo’s semiparametric bound for European call options. Zbl 1163.90640
Zuluaga, Luis F.; Peña, Javier; Du, Donglei
8
2009
Improved bounds for the symmetric rendezvous value on the line. Zbl 1167.91322
Han, Qiaoming; Du, Donglei; Vera, Juan; Zuluaga, Luis F.
8
2008
Exploiting equalities in polynomial programming. Zbl 1163.90755
Peña, Javier F.; Vera, Juan C.; Zuluaga, Luis F.
3
2008
Computing the stability number of a graph via linear and semidefinite programming. Zbl 1176.90611
Peña, Javier; Vera, Juan; Zuluaga, Luis F.
45
2007
Improved bounds for the symmetric rendezvous value on the line. Zbl 1303.91045
Han, Qiaoming; Du, Donglei; Vera, Juan; Zuluaga, Luis F.
2
2007
LMI approximations for cones of positive semidefinite forms. Zbl 1131.90040
Zuluaga, Luis F.; Vera, Juan; Peña, Javier
18
2006
A conic programming approach to generalized Tchebycheff inequalities. Zbl 1082.90089
Zuluaga, Luis F.; Peña, Javier F.
11
2005
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

Citations by Year