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Luis Fernando Zuluaga

◀ ▶ joint publications with Javier Peña 0001

> Home > Persons > Luis Fernando Zuluaga

Publications

2021
[j20]
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  - journals/mp/PenaVZ21
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  - https://dblp.org/rec/journals/mp/PenaVZ21
Javier Peña, Juan C. Vera, Luis F. Zuluaga:
New characterizations of Hoffman constants for systems of linear constraints. Math. Program. 187(1): 79-109 (2021)
2015
[j13]
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  - journals/mp/PenaVZ15
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Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga:
Completely positive reformulations for polynomial optimization. Math. Program. 151(2): 405-431 (2015)
2012
[j10]
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  - journals/eor/PenaVZ12
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Javier Peña, Juan Carlos Vera, Luis F. Zuluaga:
Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads. Eur. J. Oper. Res. 222(2): 369-376 (2012)
2010
[j9]
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  - electronic edition @ unb.ca (open access)
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  - journals/aor/PenaSVZ10
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Javier Peña, Xavier Saynac, Juan Carlos Vera, Luis Fernando Zuluaga:
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition. Algorithmic Oper. Res. 5(2): 65-74 (2010)
2009
[j8]
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  - journals/eor/ZuluagaPD09
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Luis Fernando Zuluaga, Javier Peña, Donglei Du:
Third-order extensions of Lo's semiparametric bound for European call options. Eur. J. Oper. Res. 198(2): 557-570 (2009)
2008
[j6]
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  - journals/orl/PenaVZ08
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Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga:
Exploiting equalities in polynomial programming. Oper. Res. Lett. 36(2): 223-228 (2008)
2007
[j4]
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  - journals/siamjo/PenaVZ07
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Javier Peña, Juan Carlos Vera, Luis Fernando Zuluaga:
Computing the Stability Number of a Graph Via Linear and Semidefinite Programming. SIAM J. Optim. 18(1): 87-105 (2007)
2006
[j3]
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  - journals/siamjo/ZuluagaVP06
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Luis Fernando Zuluaga, Juan Carlos Vera, Javier Peña:
LMI Approximations for Cones of Positive Semidefinite Forms. SIAM J. Optim. 16(4): 1076-1091 (2006)
2005
[j2]
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  - journals/mor/ZuluagaP05
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Luis Fernando Zuluaga, Javier Peña:
A Conic Programming Approach to Generalized Tchebycheff Inequalities. Math. Oper. Res. 30(2): 369-388 (2005)

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