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Tütüncü, Reha - Department of Mathematical Sciences, Carnegie Mellon University
SDPT3 | a Matlab software package for semide nite-quadratic-linear programming,
Inexact primal-dual path-following algorithms for a special class of convex quadratic SDP
Recovering Risk-Neutral Probability Density Functions from Options Prices using Cubic Splines
On the implementation of SDPT3 (version 3.1) a Matlab software package for semidefinite-quadratic-linear programming
A non-stationary paradigm for the dynamics of multivariate financial returns1
Robust Asset Allocation R. H. Tutuncu
ASYMPTOTIC BEHAVIOR OF CONTINUOUS TRAJECTORIES FOR PRIMAL-DUAL POTENTIAL-REDUCTION METHODS
SDPT3 --a Matlab software package for semidefinite-quadratic-linear programming,
Adjustable Robust Optimization Models for Nonlinear Multi-Period Optimization
SDPT3 ---a Matlab software package for semidefinite programming
MATH 690 Methods of Optimization 1 Course Description
