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Hiroshi Konno
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2010 – 2019
- 2013
- [j44]Hiroshi Konno, Masato Saito:
Classification of companies using maximal margin ellipsoidal surfaces. Comput. Optim. Appl. 55(2): 469-480 (2013) - 2011
- [j43]Hiroshi Konno, Katsuhiro Tanaka, Rei Yamamoto:
Construction of a portfolio with shorter downside tail and longer upside tail. Comput. Optim. Appl. 48(2): 199-212 (2011) - 2010
- [j42]Yoshihiro Takaya, Hiroshi Konno:
A Maximal Predictability Portfolio Subject to a turnover Constraint. Asia Pac. J. Oper. Res. 27(1): 1-13 (2010) - [j41]Hiroshi Konno, Yuuhei Morita, Rei Yamamoto:
A maximal predictability portfolio using absolute deviation reformulation. Comput. Manag. Sci. 7(1): 47 (2010) - [j40]Hiroshi Konno, Sadanori Kameda, Naoya Kawadai:
Solving a large scale semi-definite logit model. Comput. Manag. Sci. 7(2): 111-120 (2010) - [j39]Hiroshi Konno, Yoshihiro Takaya:
Multi-step methods for choosing the best set of variables in regression analysis. Comput. Optim. Appl. 46(3): 417-426 (2010) - [c2]Masato Kitakami, Hiroshi Konno, Kazuteru Namba, Hideo Ito:
Quantitative Evaluation of Integrity for Remote System Using the Internet. PRDC 2010: 229-230
2000 – 2009
- 2009
- [j38]Hiroshi Konno, Takaaki Egawa, Rei Yamamoto:
Comparative studies on dynamic programming and integer programming approaches for concave cost production/inventory control problems. Comput. Manag. Sci. 6(4): 447-457 (2009) - [j37]Hiroshi Konno, Rei Yamamoto:
Choosing the best set of variables in regression analysis using integer programming. J. Glob. Optim. 44(2): 273-282 (2009) - 2007
- [j36]Koji Kato, Hiroshi Konno:
Studies on a general stock-bond integrated portfolio optimization model. Comput. Manag. Sci. 4(1): 41-57 (2007) - [j35]Hiroshi Konno, Naoya Kawadai, Hiroshi Shimode:
A two step algorithm for solving a large scale semi-definite logit model. Optim. Lett. 1(4): 329-340 (2007) - 2006
- [j34]Jun-ya Gotoh, Hiroshi Konno:
Minimal Ellipsoid Circumscribing a Polytope Defined by a System of Linear Inequalities. J. Glob. Optim. 34(1): 1-14 (2006) - 2005
- [j33]Hiroshi Konno, Rei Yamamoto:
Integer programming approaches in mean-risk models. Comput. Manag. Sci. 2(4): 339-351 (2005) - [j32]Hiroshi Konno, Keisuke Akishino, Rei Yamamoto:
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost. Comput. Optim. Appl. 32(1-2): 115-132 (2005) - [j31]Hiroshi Konno, Rei Yamamoto:
Global Optimization Versus Integer Programming in Portfolio Optimization under Nonconvex Transaction Costs. J. Glob. Optim. 32(2): 207-219 (2005) - 2004
- [j30]Hoang Tuy, Phan Thien Thach, Hiroshi Konno:
Optimization of Polynomial Fractional Functions. J. Glob. Optim. 29(1): 19-44 (2004) - 2003
- [j29]Hiroshi Konno, Naoya Kawadai, Dai Wu:
Estimation of failure probability using semi-definite logit model. Comput. Manag. Sci. 1(1): 59-73 (2003) - [j28]Hiroshi Konno, Naoya Kawadai, Hoang Tuy:
Cutting Plane Algorithms for Nonlinear Semi-Definite Programming Problems with Applications. J. Glob. Optim. 25(2): 141-155 (2003) - [j27]Hiroshi Konno, Takashi Tsuchiya:
Preface. Math. Program. 97(3): 449-450 (2003) - [j26]Hiroshi Konno, Rei Yamamoto:
Minimal concave cost rebalance of a portfolio to the efficient frontier. Math. Program. 97(3): 571-585 (2003) - 2002
- [j25]Hiroshi Konno, Annista Wijayanayake
:
Portfolio optimization under D.C. transaction costs and minimal transaction unit constraints. J. Glob. Optim. 22(1-4): 137-154 (2002) - [j24]Jun-ya Gotoh, Hiroshi Konno:
Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm. Manag. Sci. 48(5): 665-678 (2002) - 2001
- [j23]Jun-ya Gotoh, Hiroshi Konno:
Maximization of the Ratio of Two Convex Quadratic Functions over a Polytope. Comput. Optim. Appl. 20(1): 43-60 (2001) - [j22]Hiroshi Konno, Annista Wijayanayake
Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. Math. Program. 89(2): 233-250 (2001) - 2000
- [j21]Hiroshi Konno, Kenji Fukaishi:
A Branch and Bound Algorithm for Solving Low Rank Linear Multiplicative and Fractional Programming Problems. J. Glob. Optim. 18(3): 283-299 (2000) - [c1]Hiroshi Konno, Annista Wijayanayake:
Optimal portfolio construction/rebalancing under nonconvex transaction cost. CIFEr 2000: 38-41
1990 – 1999
- 1999
- [j20]Takahito Kuno, Hiroshi Konno, Akira Irie:
A Deterministic Approach to Linear Programs with Several Additional Multiplicative Constraints. Comput. Optim. Appl. 14(3): 347-366 (1999) - [j19]Hiroshi Konno, Natsuroh Abe:
Minimization of the sum of three linear fractional functions. J. Glob. Optim. 15(4): 419-432 (1999) - 1998
- [j18]Hiroshi Konno, Chenggang Gao, Ichiroh Saitoh:
Cutting Plane/Tabu Search Algorithms for Low Rank Concave Quadratic Programming Problems. J. Glob. Optim. 13(3): 225-240 (1998) - 1997
- [j17]Phan Thien Thach, Hiroshi Konno:
On the degree and separability of nonconvexity and applications to optimization problems. Math. Program. 77: 23-47 (1997) - 1994
- [j16]Hiroshi Konno, Yasutoshi Yajima, Ayumi Ban:
Calculating a minimal sphere containing a polytope defined by a system of linear inequalities. Comput. Optim. Appl. 3(2): 181-191 (1994) - [j15]Hiroshi Konno, Takahito Kuno, Yasutoshi Yajima:
Global minimization of a generalized convex multiplicative function. J. Glob. Optim. 4(1): 47-62 (1994) - 1993
- [j14]Hiroshi Konno, Stanley R. Pliska
Optimal portfolios with asymptotic criteria. Ann. Oper. Res. 45(1): 187-204 (1993) - [j13]Hiroshi Konno, Hiroshi Shirakawa, Hiroaki Yamazaki:
A mean-absolute deviation-skewness portfolio optimization model. Ann. Oper. Res. 45(1): 205-220 (1993) - [j12]Hiroshi Konno, David G. Luenberger, John M. Mulvey:
Preface. Ann. Oper. Res. 45(1): i-ii (1993) - [j11]Takahito Kuno, Yasutoshi Yajima, Hiroshi Konno:
An outer approximation method for minimizing the product of several convex functions on a convex set. J. Glob. Optim. 3(3): 325-335 (1993) - [j10]Phan Thien Thach, Hiroshi Konno:
A generlized Dantzig-Wolfe decomposition principle for a class of nonconvex programming problems. Math. Program. 62: 239-260 (1993) - 1992
- [j9]Hiroshi Konno, Takahito Kuno, Yasutoshi Yajima:
Parametric simplex algorithms for a class of NP-Complete problems whose average number of steps is polynomial. Comput. Optim. Appl. 1(2): 227-239 (1992) - [j8]Hiroshi Konno, Takahito Kuno:
Linear multiplicative programming. Math. Program. 56: 51-64 (1992) - 1991
- [j7]Hiroshi Konno, Yasutoshi Yajima, Tomomi Matsui
Parametric simplex algorithms for solving a special class of nonconvex minimization problems. J. Glob. Optim. 1(1): 65-81 (1991) - [j6]Yasutoshi Yajima, Hiroshi Konno:
Efficient algorithms for solving rank two and rank three bilinear programming problems. J. Glob. Optim. 1(2): 155-171 (1991) - [j5]Takahito Kuno, Hiroshi Konno:
A parametric successive underestimation method for convex multiplicative programming problems. J. Glob. Optim. 1(3): 267-285 (1991) - [j4]Takahito Kuno, Hiroshi Konno, Eitan Zemel:
A linear-time algorithm for solving continuous maximin knapsack problems. Oper. Res. Lett. 10(1): 23-26 (1991)
1980 – 1989
- 1988
- [j3]Hiroshi Konno:
Minimum concave cost production system: A further generalization of multi-echelon model. Math. Program. 41(1-3): 185-193 (1988)
1970 – 1979
- 1976
- [j2]Hiroshi Konno:
A cutting plane algorithm for solving bilinear programs. Math. Program. 11(1): 14-27 (1976) - [j1]Hiroshi Konno:
Maximization of A convex quadratic function under linear constraints. Math. Program. 11(1): 117-127 (1976)
Coauthor Index
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