Blog Posts

Open Source Projects

  • C++ Format: small, safe and fast string formatting library for C++
  • AMPL/MP: an open-source library for mathematical programming
  • Breathe: reStructuredText and Sphinx bridge to Doxygen (co-maintainer)

Talks

Publications

  • Fábián, C.I., Mitra G., Roman D., and Zverovich V. (2011). An enhanced model for portfolio choice with SSD criteria: a constructive approach. Quantitative Finance, 11(10), 1525-1534. Link
  • Fábián, C.I., Mitra, G., Roman, D., Zverovich, V., Vajnai, T., Csizmás, E., and Papp, O. (2011). Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study. In Bertocchi M. I., Consigli G., Dempster M.A.H. (Eds.) Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies, Chapter 18 (pp. 441-469). Springer, New York. Link
  • Zverovich, V. (2011). Modelling and solution methods for stochastic optimisation. Ph.D. thesis, Brunel University, UK. Link
  • Zverovich, V., Fábián C.I., Ellison F., and Mitra, G. (2010). A computational study of a solver system for processing two-stage stochastic linear programming problems. Stochastic Programming E-Print Series 9. Link
  • Roman, D., Mitra, G., and Zverovich, V. (2013). Enhanced indexation based on second-order stochastic dominance. European Journal of Operational Research, 228 (1), 273-281. Link
  • Zverovich, V., Fábián C.I., Ellison F., and Mitra, G. (2012). A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition. Mathematical Programming Computation. September 2012, Volume 4, Issue 3, pp 211-238 Link
  • Lazić, J., Mitra, G., Mladenović, N., and Zverovich, V. (2010). Variable neighbourhood decomposition search for a two-stage stochastic mixed integer programming problem. Discrete Applied Mathematics. Submitted to special issue devoted to Matheuristics conference, June 28-30, 2010, Vienna, Austria.