Iyengar, Garud - Department of Industrial Engineering and Operations Research, Columbia University

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Iyengar, Garud - Department of Industrial Engineering and Operations Research, Columbia University

CORC Technical Report TR-2003-02 Inverse conic programming and applications
CORC Technical Report TR-2002-03 Robust portfolio selection problems
Cut generation for mixed 0-1 quadratically constrained programs G. Iyengar 1 M. T. C ezik
Lift-and-project cutting planes for mixed 0-1 semide nite programming
CORC Technical Report TR-2004-07 An active set method for single-cone second-order cone programs
Approximation algorithms for semidefinite packing problems with applications to Maxcut and graph coloring
Optimal Procurement Auctions of Divisible Goods with Capacitated Suppliers
CORC Report TR-2006-04 Characterizing Optimal Adword Auctions
CORC Technical Report TR-2004-01 Managing Flexible Products on a Network
CORC Technical Report TR-2003-04 Exponential Penalty Function Control of Loss Networks
Discrete time growth optimal investment with costs July 16, 2002
A new method of channel shortening with applications to discrete multi-tone (DMT) systems, part II: training
A new method of channel shortening with applications to discrete multitone (DMT) systems, part I: theory
CORC Tech Report TR-2002-07 Robust dynamic programming
Semide nite relaxations for the traveling salesman problem M. T. C ezik Garud Iyengar 1
Universal investment in markets with transaction costs February 10, 2004
CORC Technical Report TR-2004-11 Robust Active Portfolio Management
Martingale measures on trees: a convex programming approach to derivative pricing
CORC Report TR-2006-05 Robust Pension Fund Management
CORC Technical Report TR-2005-06 On two-stage convex chance constrained problems
CORC REPORT TR-2002-04 Robust convex quadratically constrained programs
CORC Technical Report TR-2004-10 Ambiguous chance constrained problems and robust optimization