Professional Service

Associate Editor for Computational Management Science, Springer-Verlag (June 2008-November 2011).
Associate Editor for EURO Journal on Computational Optimization, Springer-Verlag, with Elsevier as of 2021, (as of June 2011).
Associate Editor for RAIRO Operations Research, EDP Sciences (April 2019-June 2021).
Area Editor (Continuous Optimization) for RAIRO Operations Research, EDP Sciences (As of July 2021).
Topical Editor (Financial Applications) for Encyclopedia of Operations Research and Management Science, Wiley (as of February 2012).

 Book (in English)

Problems and Solutions in Integer and Combinatorial Optimization: Building Skills in Discrete Optimization, (with D. Akkaya), SIAM (Society of Industrial and Applied Mathematics), Philadelphia, PA., November 2023, to order.

 Books (in Turkish)

Doğrusal Optimizasyondan Çıkış Ders Notları (An Exit from Linear Programming: Lecture Notes), Seçkin Publishing, Ankara, November 2019 table of contents, to order, Errata.

Dışbükeylik ve Optimizasyon Ders Notları (Convexity and Optimization: Lecture Notes), Seçkin Publishing, Ankara, November 2020, table of contents, to order, Errata.

 Recent (and not so recent) work (2007-present)

E. Oğuz, Y. Doğan, U. Güdükbay, O.E. Karaşan and M.Ç. Pınar, Point Cloud Registration with Quantile Assignment, accepted, Machine Vision and Applications, February 2024.

Ç. Ararat, F. Cesarone, M.Ç. Pınar and J.M. Ricci, MAD Risk Parity Portfolios, accepted, Annals of Operations Research, December 2023.

Ö. Ekmekçioğlu and M.Ç. Pınar, Graph Neural Networks for Deep Portfolio Optimization, Neural Computing and Applications, vol. 35, 20663-20674, 2023.

F.S. Aktaş and M.Ç. Pınar, PCA Sparsified, SIAM J. on Optimization, vol. 33(3), 2089-2117, 2023.

B. Şen, D. Akkaya and M.Ç. Pınar, Sparsity Penalized Mean Variance Portfolio Selection: Analysis and Computation, submitted, December 2022.

H.I. Bayrak, Ç. Koçyiğit, D. Kuhn and M.Ç. Pınar, Distributionally Robust Optimal Allocation with Costly Verification, submitted, December 2022.

C. Arbib, F. Marinelli, M.Ç. Pınar and A. Pizzuti, Robust Stock Assortment and Cutting under Defects in Automotive Glass Production, Production and Operations Management, vol. 31, pp. 4154-4172, 2022.

Ö. Ekmekçioğlu, D. Akkaya and M.Ç. Pınar, Subset Based Error Recovery, Signal Processing, vol. 191, February 2022, 108361.

F.S. Aktaş, Ö. Ekmekçioğlu and M.Ç. Pınar, Provably Optimal Sparse Solutions to Overdetermined Linear Systems with Non-Negativity Constraints in a Least Squares Sense by Implicit Enumeration, Optimization and Engineering, vol. 22, pp. 2505-2535, 2021.

C. Kızılkale and M.Ç. Pınar, Sparse Solutions to an Underdetermined System of Linear Equations via Penalized Huber Loss, Optimization and Engineering, vol. 22(3), 1521-1537, Oct. 2021.

F.S. Aktaş, Ö. Ekmekçioğlu and M.Ç. Pınar, Improved Greedy Enumeration Algorithms for Sparse PCA, October 2021.

L. Onural, M.Ç. Pınar and C. Fırtına, Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields, Computational Economics, vol. 58, issue 2, pp. 203-232, August 2021.

S. Chrétien, O. Ekin Karaşan, E. Oğuz and M.Ç. Pınar, The Quantile Matching Problem and Point Cloud Registration, SIAM Conference on Applied and Computational Discrete Algorithms (ACDA), 2021, pp. 13-21.

D. Akkaya and M.Ç. Pınar, Decrypting the Hill Cipher by Integer Programming, December 2020.

D. Akkaya and M.Ç. Pınar, Minimizers of Sparsity Regularized Least Absolute Deviations, November 2020.

D. Akkaya and M.Ç. Pınar, Minimizers of Sparsity Regularized Huber Loss Function, Journal of Optimization Theory and Applications, vol. 187, 205-233, 2020.

A. Şen, E. Akgűn, K. Kargar and M.Ç. Pınar, Codon Optimization: A Mathematical Programming Approach, Bioinformatics, vol. 36, 4012-4020, 2020.

C. Arbib, M.Ç. Pınar, F. Rossi and A. Tessitore, Codon Optimization by 0-1 Linear Programming, Computers and Operations Research, vol. 119, 2020.

H.I. Bayrak, K. Kargar and M.Ç. Pınar, Bilateral Trade with Risk-Averse Intermediary using Linear Network Optimization, abstract, Networks, vol. 74(4), 325-332, Dec. 2019.

C. Arbib, M.Ç. Pınar and M. Tonelli, Competitive Location and Pricing on a Line with Metric Transportation Costs, European Journal of Operational Research, vol. 282(1), 188-200, April 2020.

C. Arbib, O.E. Karaşan and M.Ç. Pınar, On Envy-Free Perfect Matching, Discrete Applied Mathematics, vol. 261, 22-27, May 2019.

T. Dizdarer and M.Ç. Pınar, Deblurring Text Images using Kernel Dictionaries, Ninth International Conference on Image Processing Theory, Tools and Applications 2019, IEEE Xplore.

M.Ç. Pınar, Necessary and Sufficient Conditions for Noiseless Sparse Recovery via Convex Quadratic Splines, SIAM J. on Matrix Analysis and Applications, vol. 40(1), 194-209, 2019.

C. Kızılkale, S. Chandrasekaran, M.Ç. Pınar and M. Gu, Gradient Based Adaptive Restart is Linearly Convergent, paper, June 2020.

K. Kargar, H.I. Bayrak and M.Ç. Pınar, Robust Bilateral Trade with Discrete Types, EURO Journal on Computational Optimization, vol. 6(4), 367-393, 2018.

M.Ç. Pınar, Noisy Sparse Recovery under Infinity-Norm Bounded Perturbations via Convex Quadratic Splines, June 2018,(submitted).

A.B. Paç and M.Ç. Pınar, On Robust Portfolio and Naive Diversification Mixing Ambiguous and Unambiguous Assets, Annals of Operations Research, vol. 266(1), pp.223-253, June 2018.

M.Ç. Pınar, On Explicit Solutions of a Two-Echelon Supply Chain Coordination Game, Optimization Letters, 12(3), 661-673, Apr. 2018.

M.Ç. Pınar, Worst-Case Large Deviations Upper Bounds for I.I.D. Sequences under Ambiguity, Turkish Journal of Mathematics, Vol. 42, no. 1, pp. 257-271, Jan. 2018.

Ç. Koçyiğit, H.I. Bayrak and M.Ç. Pınar, Robust Auction Design under Multiple Priors by Linear and Integer Programming, Annals of Operations Research, vol. 260, issue 1-2, pp. 233-253, abstract, Jan. 2018.

M.Ç. Pınar, Robust Trading Mechanisms over 0/1 Polytopes, abstract, Journal of Combinatorial Optimization, vol. 36(3), 845-860, 2018.

M.Ç. Pınar, On Reproducibility and Publication of Scientific Research, June 2017 (currently under revision), abstract.

H.I. Bayrak, K. Güler and M.Ç. Pınar, Optimal Allocation with Costly Inspection and Discrete Types under Ambiguity, Optimization Methods and Software, Vol. 32(4), 699-718, June 2017.

M.Ç. Pınar and C. Kızılkale, Robust Screening under Ambiguity, Mathematical Programming Ser. A, vol. 163(1), 273-299, April 2017.

S. Biagini and M.Ç. Pınar, The Robust Merton Problem of an Ambiguity-Averse Investor, Mathematics and Financial Economics, Vol. 11(1), 1-24, January 2017.

F. Bellini, O.E. Karaşan and M.Ç. Pınar, Joint Mixability of Some Integer Matrices, 2016, abstract, Discrete Optimization, Vol. 20, pp. 90-104.

H.I. Bayrak and M.Ç. Pınar, Generalized Second Price Auction is Optimal for Discrete Types, abstract, Economics Letters, Vol. 141, 35-38, April 2016.

M.Ç. Pınar, On Robust Mean-Variance Portfolios, abstract, Optimization, Vol. 65, issue 5, 1039-1048, 2016.

M.Ç. Pınar, Nonlinear Pricing by Convex Duality, Automatica, March 2015, vol. 53, 369-375.

A.B. Paç and M.Ç. Pınar, On Robust Portfolio Choice with CVaR and VaR under Distribution and Mean Return Ambiguity, 2014, abstract, TOP, Vol. 22, issue 3, 875-891.

M.Ç. Pınar, Sur l'allocation dynamique de portefeuille robuste contre l'incertitude des rendements moyens, Sept. 2014, abstract, INFOR (formerly Revue Canadienne de Recherche Opérationnelle), Vol. 52, no.1, 14-19.

A. Fabretti, S. Herzel and M.Ç. Pınar, Delegated Portfolio Management under Ambiguity Aversion, February 2014, Operations Research Letters, vol.42, no.2, 190-195.

M.Ç. Pınar, Equilibrium in an Ambiguity-Averse Mean-Variance Investors Market, abstract, European Journal of Operational Research, vol. 237(3), September 2014, 957-965.

M.Ç. Pınar and A.B. Paç, Mean Semi-Deviation from a Target and Robust Portfolio Choice under Distribution and Mean Return Ambiguity, Journal of Computational and Applied Mathematics, vol. 259, part B, March 2014, pp. 394-405.

M.Ç. Pınar, Lower Hedging of American Contingent Claims with Minimal Surplus Risk in Finite-State Financial Markets by Mixed-Integer Linear Programming, Discrete Applied Mathematics, Vol. 164 (2014), pp. 304-312.

M.Ç. Pınar, Mechanism Design: An Introduction from an Optimization Perspective, Talk delivered at Bilkent IE department seminar, slides, 20 December 2013.

M. Giandomenico and M.Ç. Pınar, Pricing Multiple Exercise American Options by Linear Programming, in Optimal Financial Decision Making under Uncertainty, G. Consigli, D. Kuhn and P. Brandimarte (Eds.), Springer Verlag, abstract, 2017, pp. 137-150.

F. Antonelli, C. Mancini and M.Ç. Pınar, Calibrated American Option Pricing by Stochastic Linear Programming, Optimization, vol. 62, issue 11, 2013, pp.1433-1450, abstract.

S. Biagini and M.Ç. Pınar, The Best Gain-Loss Ratio is a Poor Performance Measure, SIAM J. on Financial Mathematics, Vol. 4, 228-242, June 2013, abstract.

Y.E. Arısoy, A. Altay-Salih and M.Ç. Pınar, Optimal Multi-Period Consumption and Investment with Short-Sale Constraints, Finance Research Letters, vol.11(1), March 2014, 16-24.

M.Ç. Pınar, Buyer's Quantile Hedge Portfolios in Discrete-Time Trading, Quantitative Finance, vol. 13, no.5, 729-738, May 2013.

R.J. Vanderbei, M.Ç. Pınar and E.B. Bozkaya, Discrete-Time Pricing and Optimal Exercise of American Perpetual Warrants in the Geometric Random Walk Model, Applied Mathematics and Optimization,Vol. 67, issue 1, 97-122, 2013, abstract.

M.Ç. Pınar, Mixed-Integer Second-Order Cone Programming for Lower Hedging of American Contingent Claims in Incomplete Markets, Optimization Letters, Vol. 7, issue 1, 63-78, 2013.

M.Ç. Pınar, Static and Dynamic VaR Constrained Portfolios with Application to Delegated Portfolio Management, abstract, paper, Optimization, vol. 62, issue 11, 2013, pp. 1419-1432.

M.Ç. Pınar, A Dual Representation of Gain-Loss Hedging for European Claims in Discrete Time, Optimization, Vol. 61, No. 4, 361-372, Apr.2012.

M.Ç. Pınar and A. Camcı, An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs, Computational Economics, Vol. 39, No. 1, 2012, pp. 1-12, abstract.

M.Ç. Pınar, A. Sen and G. Eron, Financial Valuation of Supply Chain Contracts, in Handbook of Integrated Risk Management in Global Supply Chains, O. Boyabatli, L. Dong, P. Kouvelis and R. Li (Eds.), John Wiley & Sons, Inc., November 2011, pp. 219-245.

A. Altin, H. Yaman and M.C. Pinar, The Robust Network Loading Problem under Polyhedral Demand Uncertainty: Formulation, Polyhedral Analysis and Computations, INFORMS Journal on Computing, vol.23, Winter 2011 issue, pp. 75-89, March 2011.

M. M. Fadiloglu, O. E. Karasan and M.C. Pinar, A Model and Case Study for Efficient Shelf Usage and Assortment Analysis, Annals of Operations Research, paper. Vol. 180 (2010), issue 1, pp.105-124.

A. Altin, P. Belotti and M.C. Pinar, OSPF Routing with Optimal Oblivious Performance Ratio under Polyhedral Demand Uncertainty, Optimization and Engineering, vol. 11, no. 3, pp. 395-422, Sept. 2010, paper.

M.C. Pinar, Gain-Loss Based Convex Risk Limits in Discrete-Time Trading, Computational Management Science, Vol. 8, issue 3(2011), 299-321. abstract.

M. Pilanci, O. Arikan, and M.C. Pinar, Structured Least Squares Problems and Robust Estimators, IEEE Transactions on Signal Processing, vol. 58, no. 5 (May 2010), pp. 2453-2465.

A. Altin, H. Yaman and M.C. Pinar, A Hybrid Polyhedral Uncertainty Model for The Robust Network Loading Problem, in Performance Models and Risk Management in Communication Systems, N.Gulpinar, P.Harrison and B.Rustem (Eds.), Springer-Verlag, 2010, pp. 157-172.

M.C. Pinar, Gain-Loss Pricing under Ambiguity of Measure, ESAIM: Control, Optimization and Calculus of Variations, vol. 16, no.1 (January-March 2010), pp.132-147.

R.J. Vanderbei and M.C. Pinar, Pricing American Perpetual Warrants by Linear Programming, SIAM Review, vol. 51, issue 4, pp. 767-782, December 2009.

A. Camci and M.C. Pinar, Pricing American Contingent Claims by Stochastic Linear Programming, Optimization, Vol. 58, No. 6, August 2009, 627-640.

M. C. Pinar, A. Altay-Salih and A. Camci, Expected Gain-Loss Pricing and Hedging of Contingent Claims in Incomplete Markets by Linear Programming, European Journal of Operational Research, Vol. 201, No. 3, pp. 770-785, March 2010, paper.

M.C. Pinar, Measures of Model Uncertainty and Calibrated Option Bounds,   Optimization,   Vol. 58, No. 3, pp. 335-350, April 2009. paper.

M. Pilanci, O. Arikan, B. Oguz and M.C. Pinar, Structured Total Least Squares with Bounded Data Uncertainties, October 2008, abstract. IEEE International Conference on Acoustics, Speech and Signal Processing ICASSP2009.

K. Derinkuyu, M.C. Pinar and A. Camci, An Improved Probability Bound for the Approximate S-Lemma,  Operations Research Letters, Vol. 35, No. 6, Nov. 2007, 743-746, paper.

A. Altin, E. Amaldi, P. Belotti and M.C. Pinar, Provisioning Virtual Private Networks under Traffic Uncertainty,  Networks, Vol. 20, No. 1, January 2007, pp. 100-115, paper.

M.C. Pinar, Sharpe-Ratio Pricing and Hedging of Contingent Claims in Incomplete Markets by Convex Programming, Automatica, Vol. 44, No. 8, August 2008, pp. 2063-2073, paper.

B. Ucar, C. Aykanat, M.C. Pinar and T. Malas, Parallel Image Restoration by Surrogate Constraint Methods,   October 2006 (revised version)  paper, Journal of Parallel and Distributed Computing, Vol. 67, 186-204, 2007.

H. Yaman, O.E. Karasan and M.C. Pinar, Restricted Robust Optimization for Maximization over Uniform Matroid with Interval Data Uncertainty,   paper, Mathematical Programming, Vol. 110, No. 2, 431-441, July 2007.

M.C. Pinar, Robust Scenario Optimization based on Downside-Risk Measure for Multi-period Portfolio Selection,   OR Spectrum, Vol. 29, No.2, pp. 295-309, April 2007,paper.

P. Belotti and M.C. Pinar, Optimal Oblivious Routing under Linear and Ellipsoidal Uncertainty,   Optimization and Engineering , Vol.9, No. 3, Sept. 2008, 257-271, paper.

 Publications (1998-2006)

• M. C. Pinar, On Robust Quadratic Hedging of Contingent Claims in Incomplete Markets under Ambiguous Uncertainty, March 2006, presented at the First Conference on Advanced Mathematical Methods in Finance, April 2006, paper.
• K. Derinkuyu and M.C. Pinar, On the S-Procedure and Some Variants,  August 2006, Mathematical Methods of Operations Research, Vol. 64, No. 1, 55-77,  paper.
• M.C. Pinar, and M. Teboulle, On Semidefinite Bounds for Maximization of a Non-convex Quadratic Objective over the L1-Unit Ball,  RAIRO Operations Research, Vol. 40, No. 3, pp. 253-265, 2006, paper.
• M.C. Pinar and R. Tutuncu, Robust Profit Opportunities in Risky Financial Portfolios,  Operations Research Letters, Vol.33, No.4, pp. 331-340, 2005,  paper.
• F.A. Özsoy and M.C. Pinar, An Exact Algorithm for the Capacitated Vertex p-Center Problem,  Computers and Operations Research, Vol. 33, No. 5, May 2006, pp. 1420-1436, paper.
• M.C. Pinar and W.M. Hartmann, Huber Approximation for Nonlinear L1 Estimation,   European Journal of Operational Research, Vol. 109, No. 3, March 2006, pp. 1096-1107,  paper.
• M.C. Pinar and O. Arikan, On Robust Solutions to Linear Least Squares Problems Affected by Data Uncertainty and Implementation Errors with Application to Stochastic Signal Modeling,  paper, Linear Algebra and Its Applications, Vol. 391C (2004), pp. 223-243.
• A. Altin, E. Amaldi, P. Belotti and M.C. Pinar, Virtual Private Network Design under Traffic Uncertainty,  Electronic Notes in Discrete Mathematics, Vol. 17, October 2004, pp. 19-22, paper.
• M.C. Pinar, Some Extensions of Beck-Teboulle Global Optimality Conditions for Bivalent Quadratic Optimization, Talk in Summer School on Modern Convex Optimization, CORE, Universite catholique de Louvain, Louvain-la-neuve,  Belgium, August 2002. The  paper based on this talk is in Journal of Optimization Theory and Applications, Vol. 122, No.2, pp. 193-200, August 2004.
• M.C. Pinar, "A Note on Robust 0-1 Optimization with Uncertain Cost Coefficients," published in 4OR, Quarterly Journal of the Belgian, French and Italian Operations Research Societies, Vol.2 (2004), pp. 309-316.
• M.C. Pinar, Finite Computation of the L1 Estimator from Huber's M-Estimator, Computing (Archives for Scientific Computing), 72, 365-384, 2004, paper.
  
• A. Altay-Salih, M.C. Pinar and S. Leyffer, Constrained Nonlinear Programming for Volatility Estimation with GARCH Models,  paper , SIAM Review  45(3), 485-503, September 2003. Results with the DAX index can be found in a (gzipped Linux tar) file here.
• M.C. Pinar, A Derivation of Lovasz Theta via Augmented Lagrange Duality,  RAIRO-Recherche Opérationnelle, Vol. 37(1), 17-27, 2003, paper.
• E. Karasan, O. Ekin-Karasan, N. Akar, and M.C. Pinar, Mesh Topology Design in Overlay Virtual Private Networks, paper , August 2002, Electronics Letters, Vol. 38, No. 16,  939-941.
• M.C. Pinar, Linear Huber M-Estimator under Ellipsoidal Data Uncertainty, ( Paper) ( Data ), December 2002,   BIT, Vol. 42(4) , 856-866.
  
• M.C. Pinar, A Global Error Bound for Quadratic Perturbation of Linear Programs, Applied Mathematics Letters, Vol. 15 (2002), 367-370,  paper.
• H. Yaman, O.E. Karasan, and M.C. Pinar, The Robust Minimum Spanning Tree Problem with Interval Data, paper, Operations Research Letters. Vol 29(2001), 31-40.
• Ulku Gurler, Mustafa C. Pinar, and Mohammed Mehdi Jelassi, On Closed-Form Solutions of a Resource Allocation Problem in Parallel Funding of R and D Projects, Operations Research Letters , Vol. 27(2000), 229-234, (paper, abstract)
• M.C. Pinar, A Simple Duality Proof in Convex Quadratic Programming with a Quadratic Constraint and Some Applications, European Journal of Operational Research , 124 (2000), 151-158, paper.
• M.C. Pinar and B. Chen, L1 Solution of Linear Inequalities, IMA Journal of Numerical Analysis 19(1999), 19-37.
• B. Chen, P.T. Harker and M.C. Pinar, Continuation Method for Nonlinear Complementarity Problems via Normal Maps, European Journal of Operational Research, 116(1999), 591-606.
• M.C. Pinar, A Characterization of the Optimal Set of Linear Programs based on the Augmented Lagrangian, Journal of Information and Optimization Sciences, 20(1999), 299-308.
• K. Madsen, H.B. Nielsen and M.C. Pinar, Bound Constrained Quadratic Programming via Piecewise Quadratic Functions, Mathematical Programming, 85 (1999), 135-156, paper.
• K. Madsen, H.B. Nielsen and M.C. Pinar, A Finite Continuation Algorithm for Bound Constrained Quadratic Programming, SIAM Journal on Optimization,  9 (1998), 62-83, paper.
• B. Chen and M.C. Pinar, On Newton's Method for Huber's M-Estimation Problems in Linear Regression,   BIT. Vol. 38(1998), 674-684.
• H. Ozaktas, M.C. Pinar and M. Akgul, Restoration of Space Variant Global Blurs Caused by Severe Camera Movements and Coordinate Distortions, Journal of Optics, 29 (1998), 303-310.
• M.C. Pinar and S. Elhedhli, A Penalty Continuation Method for L-infinity Solution of Overdetermined Linear Systems, BIT . Vol. 38(1998), 127-150.
• M.C. Pinar, Newton's Method for Linear Inequality Systems, European Journal of Operational Research, 107 (1998), 710-719.

Preprints

• T. Ilhan and M.C. Pinar, An Efficient Exact Algorithm for the Vertex p-Center Problem,  paper, September 2001.
• O. Ekin-Karasan, M.C. Pinar and H. Yaman, The Robust Shortest Path Problem with Interval Data, paper, August 2001.

Earlier Work (1992-1997)

• M.C. Pinar, Piecewise Linear Pathways to the Optimal Solution Set in Linear Programming, Journal of Optimization Theory and Applications, 93 (1997), 619-634.
• M.C. Pinar, Duality in Robust Linear Regression using Huber's M-estimator, Applied Mathematics Letters, 10 (1997), 65-70.
• K.Madsen, H.B. Nielsen and M.C. Pinar, A New Finite Continuation Algorithm for Linear Programming, SIAM Journal on Optimization, 6 (1996), 600-616.
• H. Ozaktas, M. Akgul and M.C. Pinar, A Parallel Surrogate Constraint Approach to the Linear Feasibility Problem, Lecture Notes in Computer Science, 1184 (1996), 565-574.
• A. Pinar, U. Catalyurek, C. Aykanat and M.C. Pinar, Decomposing Linear Programs for Parallel Solution, Lecture Notes in Computer Science, 1041 (1996), 473-482.
• C. Bendtsen, P.C. Hansen, K.Madsen, H.B. Nielsen and M.C. Pinar, Implementation of QR Up- and Downdating on a Massively Parallel Computer, Parallel Computing, 21 (1995), 49-61.
• S.A. Zenios, M.C. Pinar, and R.S. Dembo A Smooth Penalty Function Algorithm for Network Structured Problems, , European Journal of Operational Research, 83 (1995), 220-236.
• M.C. Pinar, and S.A. Zenios On Smoothing Exact Penalty Functions for Convex Constrained Optimization, SIAM Journal on Optimization, 4 (1994), 486-511.
• M.C. Pinar, and S.A. Zenios A Data-parallel Linear-quadratic Penalty Algorithm for Multicommodity Network Flows, ACM Transactions on Mathematical Software, 20 (1994), 531-553.
• I. Krass, M.C. Pinar, T.J. Thompson, and S.A. Zenios A Network Model to Maximize Navy Personnel Readiness and Its Solution, Management Science, 40 (1994), 647-661.
• K.Madsen, H.B. Nielsen and M.C. Pinar, New Characterizations of L1 Solutions for Overdetermined Linear Systems of Equations, Operations Research Letters, 16 (1994), 159-166.
• M.C. Pinar, and S.A. Zenios, Parallel Decomposition of Multicommodity Flows using Linear-quadratic Penalty Functions, INFORMS (ORSA) Journal on Computing, 4 (1992), 235-249.
• S.A. Zenios and M.C. Pinar, Parallel Block Partitioning of Truncated Newton for Nonlinear Network Optimization, SIAM Journal on Scientific and Statistical Computing, 13 (1992), 1173-1193.