Professional Service

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

 Book project (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 (2006-present)

  • 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, January 2021.
  • 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.
  • C. Kızılkale and M.Ç. Pınar, Sparse Solutions to An Underdetermined System of Linear Equations via Penalized Huber Loss, Optimization and Engineering, to appear, Nov. 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.
  • H.I. Bayrak, N.A. Dalkıran and M.Ç. Pınar, Non-Exclusive Competition for a Freelancer under Adverse Selection, September 2020.
  • Ö. Ekmekçioğlu, D. Akkaya and M.Ç. Pınar, Subset Based Error Recovery, July 2020.
  • L. Onural, M.Ç. Pınar and C. Fırtına, Modeling Economic Activities and Random Catastrophic Failures of Financial Networks via Gibbs Random Fields, accepted for publication in Computational Economics, July 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.
  • O. Ekin Karaşan and M.Ç. Pınar, The Quantile Assignment Problem is Polynomially Solvable, January 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.
  • H.I. Bayrak, T. Kara and M.Ç. Pınar, Costly Verification when Agents are Uninformed about Principal's Value, April 2020 (revised and resubmitted).
  • 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, 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, 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 (1998-2005)
    Preprints Earlier Work (1992-1997)