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,
Dışbükeylik ve Optimizasyon Ders Notları (Convexity and Optimization: Lecture Notes), Seçkin Publishing, Ankara, November 2020,
table of contents,
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,
D. Akkaya and M.Ç. Pınar,
Decrypting the Hill Cipher by Integer Programming,
D. Akkaya and M.Ç. Pınar,
Minimizers of Sparsity Regularized Least Absolute Deviations,
C. Kızılkale and
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,
Ö. Ekmekçioğlu, D. Akkaya and M.Ç. Pınar,
Subset Based Error Recovery,
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.
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,
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
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.
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,
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.
Noisy Sparse Recovery under Infinity-Norm Bounded Perturbations via Convex Quadratic Splines,
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.
On Explicit Solutions of a Two-Echelon Supply Chain Coordination Game,
Optimization Letters, 12(3), 661-673, Apr. 2018.
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.
Robust Trading Mechanisms over 0/1 Polytopes,
abstract, Journal of Combinatorial Optimization, vol. 36(3), 845-860, 2018.
On Reproducibility and Publication of Scientific Research,
June 2017 (currently under revision),
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,
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.
On Robust Mean-Variance Portfolios,
abstract, Optimization, Vol. 65, issue 5, 1039-1048, 2016.
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,
abstract, TOP, Vol. 22, issue 3, 875-891.
Sur l'allocation dynamique de portefeuille robuste contre l'incertitude des rendements moyens,
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,
Operations Research Letters, vol.42, no.2, 190-195.
Equilibrium in an Ambiguity-Averse Mean-Variance Investors Market,
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.
Mechanism Design: An Introduction from an Optimization Perspective,
Talk delivered at Bilkent IE department seminar,
20 December 2013.
M. Giandomenico and
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,
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,
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,
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,
M.Ç. Pınar, Mixed-Integer Second-Order Cone Programming for Lower Hedging of American Contingent Claims in Incomplete Markets,
Vol. 7, issue 1, 63-78, 2013.
M.Ç. Pınar, Static and Dynamic VaR Constrained Portfolios with Application to Delegated Portfolio Management,
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,
M.Ç. Pınar, A. Sen and G. Eron, Financial Valuation of Supply
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.
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
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
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,
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,
abstract. IEEE International Conference on Acoustics, Speech and Signal Processing
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,
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
Automatica, Vol. 44, No. 8, August 2008, pp. 2063-2073, paper.
B. Ucar, C. Aykanat, M.C. Pinar and T. Malas, Parallel Image
by Surrogate Constraint Methods, October 2006 (revised
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,
M. C. Pinar, On Robust
Quadratic Hedging of Contingent Claims in Incomplete Markets under
Ambiguous Uncertainty, March 2006,
at the First Conference on Advanced Mathematical Methods in Finance,
K. Derinkuyu and M.C. Pinar, On the S-Procedure and Some
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,
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.
- 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.
- 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.
- 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,
- M.C. Pinar, "A Note on Robust 0-1
Optimization with Uncertain Cost Coefficients,"
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,
, 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,
- 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),
- 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
Problems via Normal Maps, European Journal of
Operational Research, 116(1999), 591-606.
- M.C. Pinar, A Characterization of the Optimal Set of Linear
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.
- 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.
Earlier Work (1992-1997)
- T. Ilhan and M.C. Pinar, An Efficient Exact Algorithm for
the Vertex p-Center Problem, paper,
- O. Ekin-Karasan, M.C. Pinar and H. Yaman, The Robust
Shortest Path Problem with Interval Data, paper,
- 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
- 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),