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 545 (59,029)

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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

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 278 (128,682)
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 227 (157,390)

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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 210 (169,473)

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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 (232,676)

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

6.

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

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 132 (252,295)

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

7.

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 131 (253,722)

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

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 111 (286,303)

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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

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 (313,606)

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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

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 (336,160)

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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 (481,443)

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