Hiroshi Konno - RankMe

46 papers C 1Journal 44Unranked 1

Year	Rank	Type	Title / Venue / Authors
2013	J	`jnl`	Classification of companies using maximal margin ellipsoidal surfaces. Comput. Optim. Appl. Hiroshi Konno, Masato Saito
2011	J	`jnl`	Construction of a portfolio with shorter downside tail and longer upside tail. Comput. Optim. Appl. Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto
2010	J	`jnl`	A Maximal Predictability Portfolio Subject to a turnover Constraint. Asia Pac. J. Oper. Res. Yoshihiro Takaya, Hiroshi Konno
2010	J	`jnl`	A maximal predictability portfolio using absolute deviation reformulation. Comput. Manag. Sci. Hiroshi Konno, Yuuhei Morita, Rei Yamamoto
2010	J	`jnl`	Multi-step methods for choosing the best set of variables in regression analysis. Comput. Optim. Appl. Hiroshi Konno, Yoshihiro Takaya
2010	C	`conf`	Quantitative Evaluation of Integrity for Remote System Using the Internet. PRDC Masato Kitakami, Hiroshi Konno, Kazuteru Namba, Hideo Ito
2010	J	`jnl`	Solving a large scale semi-definite logit model. Comput. Manag. Sci. Hiroshi Konno, Sadanori Kameda, Naoya Kawadai
2009	J	`jnl`	Choosing the best set of variables in regression analysis using integer programming. J. Glob. Optim. Hiroshi Konno, Rei Yamamoto
2009	J	`jnl`	Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems. Comput. Manag. Sci. Hiroshi Konno, Takaaki Egawa, Rei Yamamoto
2007	J	`jnl`	A two step algorithm for solving a large scale semi-definite logit model. Optim. Lett. Hiroshi Konno, Naoya Kawadai, Hiroshi Shimode
2007	J	`jnl`	Studies on a general stock-bond integrated portfolio optimization model. Comput. Manag. Sci. Koji Kato, Hiroshi Konno
2006	J	`jnl`	Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities. J. Glob. Optim. Jun-ya Gotoh, Hiroshi Konno
2005	J	`jnl`	Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs. J. Glob. Optim. Hiroshi Konno, Rei Yamamoto
2005	J	`jnl`	Integer programming approaches in mean-risk models. Comput. Manag. Sci. Hiroshi Konno, Rei Yamamoto
2005	J	`jnl`	Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost. Comput. Optim. Appl. Hiroshi Konno, Keisuke Akishino, Rei Yamamoto
2004	J	`jnl`	Optimization of Polynomial Fractional Functions. J. Glob. Optim. Hoang Tuy, Phan Thien Thach, Hiroshi Konno
2003	J	`jnl`	Cutting Plane Algorithms for Nonlinear Semi-Definite Programming Problems with Applications. J. Glob. Optim. Hiroshi Konno, Naoya Kawadai, Hoang Tuy
2003	J	`jnl`	Estimation of failure probability using semi-definite logit model. Comput. Manag. Sci. Hiroshi Konno, Naoya Kawadai, Dai Wu
2003	J	`jnl`	Minimal concave cost rebalance of a portfolio to the efficient frontier. Math. Program. Hiroshi Konno, Rei Yamamoto
2003	J	`jnl`	Preface. Math. Program. Hiroshi Konno, Takashi Tsuchiya
2002	J	`jnl`	Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm. Manag. Sci. Jun-ya Gotoh, Hiroshi Konno
2002	J	`jnl`	Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints. J. Glob. Optim. Hiroshi Konno, Annista Wijayanayake
2001	J	`jnl`	Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope. Comput. Optim. Appl. Jun-ya Gotoh, Hiroshi Konno
2001	J	`jnl`	Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. Math. Program. Hiroshi Konno, Annista Wijayanayake
2000	J	`jnl`	A Branch and Bound Algorithm for Solving Low Rank Linear Multiplicative and Fractional Programming Problems. J. Glob. Optim. Hiroshi Konno, Kenji Fukaishi
2000	—	`conf`	Optimal portfolio construction/rebalancing under nonconvex transaction cost. CIFEr Hiroshi Konno, Annista Wijayanayake
1999	J	`jnl`	A Deterministic Approach to Linear Programs with Several Additional Multiplicative Constraints. Comput. Optim. Appl. Takahito Kuno, Hiroshi Konno, Akira Irie
1999	J	`jnl`	Minimization of the sum of three linear fractional functions. J. Glob. Optim. Hiroshi Konno, Natsuroh Abe
1998	J	`jnl`	Cutting Plane/Tabu Search Algorithms for Low Rank Concave Quadratic Programming Problems. J. Glob. Optim. Hiroshi Konno, Chenggang Gao, Ichiroh Saitoh
1997	J	`jnl`	On the degree and separability of nonconvexity and applications to optimization problems. Math. Program. Phan Thien Thach, Hiroshi Konno
1994	J	`jnl`	Calculating a minimal sphere containing a polytope defined by a system of linear inequalities. Comput. Optim. Appl. Hiroshi Konno, Yasutoshi Yajima, Ayumi Ban
1994	J	`jnl`	Global minimization of a generalized convex multiplicative function. J. Glob. Optim. Hiroshi Konno, Takahito Kuno, Yasutoshi Yajima
1993	J	`jnl`	A generlized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems. Math. Program. Phan Thien Thach, Hiroshi Konno
1993	J	`jnl`	A mean-absolute deviation-skewness portfolio optimization model. Ann. Oper. Res. Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki
1993	J	`jnl`	An outer approximation method for minimizing the product of several convex functions on a convex set. J. Glob. Optim. Takahito Kuno, Yasutoshi Yajima, Hiroshi Konno
1993	J	`jnl`	Optimal portfolios with asymptotic criteria. Ann. Oper. Res. Hiroshi Konno, Stanley R. Pliska, Ken-Ichi Suzuki
1993	J	`jnl`	Preface. Ann. Oper. Res. Hiroshi Konno, David G. Luenberger, John M. Mulvey
1992	J	`jnl`	Linear multiplicative programming. Math. Program. Hiroshi Konno, Takahito Kuno
1992	J	`jnl`	Parametric simplex algorithms for a class of NP-Complete problems whose average number of steps is polynomial. Comput. Optim. Appl. Hiroshi Konno, Takahito Kuno, Yasutoshi Yajima
1991	J	`jnl`	A linear-time algorithm for solving continuous maximin knapsack problems. Oper. Res. Lett. Takahito Kuno, Hiroshi Konno, Eitan Zemel
1991	J	`jnl`	A parametric successive underestimation method for convex multiplicative programming problems. J. Glob. Optim. Takahito Kuno, Hiroshi Konno
1991	J	`jnl`	Efficient algorithms for solving rank two and rank three bilinear programming problems. J. Glob. Optim. Yasutoshi Yajima, Hiroshi Konno
1991	J	`jnl`	Parametric simplex algorithms for solving a special class of nonconvex minimization problems. J. Glob. Optim. Hiroshi Konno, Yasutoshi Yajima, Tomomi Matsui
1988	J	`jnl`	Minimum concave cost production system: A further generalization of multi-echelon model. Math. Program. Hiroshi Konno
1976	J	`jnl`	A cutting plane algorithm for solving bilinear programs. Math. Program. Hiroshi Konno
1976	J	`jnl`	Maximization of A convex quadratic function under linear constraints. Math. Program. Hiroshi Konno