S. Ilker Birbil

Affiliation not provided to SSRN
SCHOLARLY PAPERS

11

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Scholarly Papers (11)

1.

An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming

ERIM Report Series Reference No. ERS-2005-057-LIS
Number of pages: 12 Posted: 26 Aug 2006
S. Ilker Birbil, J. B. G. Frenk and G. Still
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads 510 (54,447)

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nonlinear programming, Fritz-John conditions, Karush-Kuhn-Tucker conditions

2.

A Deterministic Inventory/Production Model with General Inventory Cost Rate Function and Concave Production Costs

ERIM Working Paper No. ERS-2004-064-LIS
Number of pages: 18 Posted: 28 Oct 2004
Z.P. Bayindir, S. Ilker Birbil and J. B. G. Frenk
Erasmus University Rotterdam (EUR) - Department of Econometrics, affiliation not provided to SSRN and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 273 (112,311)
Citation 1

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inventory, general inventory cost function, concave production cost, concave-convex programming

3.

Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers

ERIM Report Series Reference No. ERS-2007-032-LIS
Number of pages: 19 Posted: 01 Jun 2007
B. Kaynar, S. Ilker Birbil and J. B. G. Frenk
affiliation not provided to SSRN, affiliation not provided to SSRN and Erasmus University, Rotterdam (EUR) - Department of Econometrics
Downloads 223 (137,919)

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Conditional value-at-risk, Disutility, Elliptical distributions, Linear loss functions, Portfolio optimization, Value-at-risk

4.

An Integrated Approach to Single-Leg Airline Revenue Management: The Role of Robust Optimization

ERIM Report Series Reference No. ERS-2006-023-LIS
Number of pages: 26 Posted: 23 Dec 2006
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics, VU University Amsterdam and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Downloads 198 (154,317)

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Robust Optimization, Dynamic Models, Single-Leg Problems, Static Models, Airline Revenue Management

5.

Equilibrium Constrained Optimization Problems

ERIM Report Series Reference No. ERS-2003-085-LIS
Number of pages: 25 Posted: 26 Aug 2006
S. Ilker Birbil, C. N. Bouza, J. B. G. Frenk and G. Still
affiliation not provided to SSRN, University of Havana - Department of Applied Mathematics, Erasmus University, Rotterdam (EUR) - Department of Econometrics and University of Twente - Department of Applied Mathematics
Downloads 146 (201,175)

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bilevel programs, equilibrium problems, existence, generalized semi-infinite programming, mathematical programs with equilibrium constraints, problems with complementarity constraints, genericity

6.

Generalized Fractional Programming with User Interaction

ERIM Report Series Reference No. ERS-2004-033-LIS
Number of pages: 30 Posted: 26 Aug 2006
S. Ilker Birbil, J. B. G. Frenk and Shuzhong Zhang
affiliation not provided to SSRN, Erasmus University, Rotterdam (EUR) - Department of Econometrics and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Downloads 130 (220,885)

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approximation approach, error analysis, generalized fractional programming, performance improvement, user interaction

7.

Simulation-Based Solution of Stochastic Mathematical Programs with Complementarity Constraints: Sample-Path Analysis

ERIM Report Series Reference No. ERS-2004-016-LIS
Number of pages: 28 Posted: 20 Mar 2004
S. Ilker Birbil, Gül Gürkan and Ovidiu Listes
affiliation not provided to SSRN, Tilburg University - Center for Economic Research (CentER) and affiliation not provided to SSRN
Downloads 130 (220,885)

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stochastic mathematical programs with complementarity constraints, sample-path methods, simulation, stability, regularity conditions, mathematical programs with equilibrium constraints

8.

Recursive Approximation of the High Dimensional Max Function

ERIM Report Series Reference No. ERS-2003-003-LIS
Number of pages: 15 Posted: 16 Aug 2006
affiliation not provided to SSRN, North Carolina State University - Department of Industrial Engineering, Erasmus University, Rotterdam (EUR) - Department of Econometrics and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
Downloads 108 (253,136)

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n dimensional max function, recursive approximation, smoothing methods, vertical linear complementarity (VLCP)

9.

Entropic Regularization Approach for Mathematical Programs with Equilibrium Constraints

ERIM Report Series Reference No. ERS-2002-71-LIS
Number of pages: 17 Posted: 17 Feb 2003
S. Ilker Birbil, Shu-Cherng Fang and Jiye Han
affiliation not provided to SSRN, North Carolina State University - Department of Industrial Engineering and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 97 (272,289)

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mathematical programs with equilibrium constraints, smoothing approach, entropic regularization

10.

On the Finite Termination of an Entropy Function Based Smoothing Newton Method for Vertical Linear Complementarity Problems

ERIM Report Series Reference No. ERS-2002-72-LIS
Number of pages: 25 Posted: 17 Feb 2003
Shu-Cherng Fang, Jiye Han, Zhenghai Huang and S. Ilker Birbil
North Carolina State University - Department of Industrial Engineering, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and affiliation not provided to SSRN
Downloads 87 (291,978)

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vertical linear complementarity problems, smoothing approximation, Newton method, entropy function, finite termination

11.

Solving Variational Inequalities Defined on a Domain with Infinitely Many Linear Constraints

ERIM Report Series Reference No. ERS-2002-70-LIS
Number of pages: 16 Posted: 26 Feb 2008
Shu-Cherng Fang, S. David Wu and S. Ilker Birbil
North Carolina State University - Department of Industrial Engineering, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 42 (419,600)

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variational inequality problem, analytic center, cutting plane method, discretization method, inexact approach