Luis F. Zuluaga
Luis F. Zuluaga
Associate Professor, Industrial and Systems Engineering Department, Lehigh University
Verified email at lehigh.edu - Homepage
Title
Cited by
Cited by
Year
Computing the stability number of a graph via linear and semidefinite programming
J Pena, J Vera, LF Zuluaga
SIAM Journal on Optimization 18 (1), 87-105, 2007
942007
Completely positive reformulations for polynomial optimization
J Pena, JC Vera, LF Zuluaga
Mathematical Programming 151 (2), 405-431, 2015
572015
Allocation of resources using a microgrid formation approach for resilient electric grids
KSA Sedzro, AJ Lamadrid, LF Zuluaga
IEEE Transactions on Power Systems 33 (3), 2633-2643, 2017
512017
A conic programming approach to generalized Tchebycheff inequalities
LF Zuluaga, JF Pena
Mathematics of Operations Research 30 (2), 369-388, 2005
432005
LMI approximations for cones of positive semidefinite forms
LF Zuluaga, J Vera, J Pena
SIAM Journal on Optimization 16 (4), 1076-1091, 2006
422006
Mortality portfolio risk management
SH Cox, Y Lin, R Tian, LF Zuluaga
Journal of Risk and Insurance 80 (4), 853-890, 2013
382013
Linear solution schemes for Mean-SemiVariance Project portfolio selection problems: An application in the oil and gas industry
JA Sefair, CY Méndez, O Babat, AL Medaglia, LF Zuluaga
Omega 68, 39-48, 2017
352017
Globally solving nonconvex quadratic programs via linear integer programming techniques
W Xia, JC Vera, LF Zuluaga
INFORMS Journal on Computing 32 (1), 40-56, 2020
34*2020
Alternative LP and SOCP hierarchies for ACOPF problems
X Kuang, B Ghaddar, J Naoum-Sawaya, LF Zuluaga
IEEE Transactions on Power Systems 32 (4), 2828-2836, 2016
34*2016
Static-arbitrage lower bounds on the prices of basket options via linear programming
J Pena, JC Vera, LF Zuluaga
Quantitative Finance 10 (8), 819-827, 2010
302010
An estimation-free, robust conditional value-at-risk portfolio allocation model.
C Jabbour, JF Peña, JC Vera, LF Zuluaga
Journal of Risk 11 (1), 57-78, 2008
27*2008
A risk-and ambiguity-averse extension of the max-min newsvendor order formula
Q Han, D Du, LF Zuluaga
Operations Research 62 (3), 535-542, 2014
232014
Third-order extensions of Lo's semiparametric bound for European call options
LF Zuluaga, J Peña, D Du
European Journal of Operational Research 198 (2), 557-570, 2009
23*2009
Improved Bounds for the Symmetric Rendezvous Value on the Line.
H Qiaoming, D Du, JC Vera, LF Zuluaga
Operations Research 56 (3), 772-782, 2008
232008
Copositive certificates of non-negativity for polynomials on semialgebraic sets
O Kuryatnikova, JC Vera, LF Zuluaga
arXiv preprint arXiv:1909.06689, 2019
21*2019
A robust model for the ramp-constrained economic dispatch problem with uncertain renewable energy
MM Moarefdoost, AJ Lamadrid, LF Zuluaga
Energy Economics 56, 310-325, 2016
192016
Portfolio risk management with CVaR-like constraints
S Cox, Y Lin, R Tian, L Zuluaga
North American Actuarial Journal 14 (1), 86-106, 2011
18*2011
Alternative SDP and SOCP approximations for polynomial optimization
X Kuang, B Ghaddar, J Naoum-Sawaya, LF Zuluaga
EURO Journal on Computational Optimization 7 (2), 153-175, 2019
162019
Copula-based randomized mechanisms for truthful scheduling on two unrelated machines
X Chen, D Du, LF Zuluaga
Theory of Computing Systems 57 (3), 753-781, 2015
162015
Computing arbitrage upper bounds on basket options in the presence of bid–ask spreads
J Peña, JC Vera, LF Zuluaga
European journal of operational research 222 (2), 369-376, 2012
16*2012
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