Publications : [ 2009 ] [ 2008 ] [ 2007 ] [ 2000-2006 ] [ 1990 - 1999 ]
                           [ 1980 - 1989 ]

Publications

Publications 2009

  • M-quantile Regression Analysis of Temporal Gene Expression Data, Statistical Applications in Genetics and Molecular Biology
    Vinciotti, V. and Yu, K
    Statistical Applications in Genetics and Molecular Biology (Accepted)
  • Single-Index Quantile Regression
    Wu, T., Yu, K. and Yu. Y.
    Journal of Multivariate Analysis (Accepted)
  • Automatic Bayesian Quantile Regression Curve
    Chen, L. and Yu, K.
    Statistics and Computing
  • On Semiparametric Mode Regression Estimation, Communications in Statistics: Theory and Methods
    Gannoun, A., Saracco, J. and Yu, K
  • Local Linear Spatial Quantile Regression
    Hallin, M., Lu, Z. and Yu, K.
    Bernoulli
  • Justifying Adverse Actions with New Scorecard Technologies
    Hand, D.J. and Yu, K.
    Journal of Financial Transformation
  • Comparing Methods of Analysing Datasets with Small Clusters - Case Studies Using Four Paediatric Datasets
    Marston, L., Peacock, J.L., Yu, K.
    Paediatric and Perinatal Epidemology
  • Optimum Plan for Step-Stress Model with Progressive Type-II Censoring
    Wang, B. and Yu, K.
    TEST 18 : 115-135
  • Improving Prediction Intervals: Some Elementary Methods
    Yu, K. and Ally, A.
    The American Statistician 63 : 17-19
  • Semiparametric Estimation for Time-Inhomogenous Diffusions
    Yu, Y., Yu, K., Li, M. and Wang, Q.
    Statistica Sinica 19 : 843-867
  • Computational Modelling of Post-Transcriptional Regulation by MicroRNAs
    Khanin, R. and Vinciotti, V.
    Journal of Computational Biology (Accepted)
  • Portfolio Selection Models: A Review and New Directions
    Roman, D. and Mitra, G.
    Wilmott Journal (In Press)
  • Hidden Markov Models for Scenario Generation
    Roman, D., Mitra, G. and Spagnolo, N.
    IMA Journal of Management Mathematics (In Press)

  • Processing Second Order Stochastic Dominance Modles Using Cutting Plane Representations
    Fabian, C., Mitra, G. and Roman, D.
    Mathematical Programming (Accepted)

  • Variable Neighbourhood Search for Minimum Cost Berth Allocation
    Hansen, P., Oguz, C. and Mladenovic, N.
    European Journal of Operational Research (In Press)

  • General Variable Neighbourhood Search for the Continuous Optimization
    Mladenovic, N., Drazic, M., Kovacevic-Vujcic, V. and Cangalovic, M.
    European Journal of Operational Research (In Press)

  • Primal-Dual Variable Neighbourhood for the Simple Plant Location Problem
    Hansen, P., Brimberg, J., Urosevic, D. and Mladenovic, N.
    INFORMS Journal on Computing 19 (4) : 552-564 (accepted)

  • Linear Gaussian Affine Term Structure Models with Unobservable Factors: Calibration and Yield Forecasting
    Date, P. and Wang, C.
    European Journal of Operations Research 195 : 156-166, 2009

  • Modelling the Risk of Failure in Explosion Protection Installations
    Date, P., Lade, R.J., Mitra, G. and Moore, P.E.
    (In Press)

  • Path Finding Approaches and Metabolic Pathways
    Planes, F.J. and Beasley, J.E.
    Discrete Applied Mathematics 157 (10) : 2244-2256, 2009

  • Mixed-Integer Programming Approaches for Index Tracking and Enhanced Indexation.
    Canakgoz, N.A. and Beasley, J.E.
    European Journal of Operational Research 196 (1) : 384-399, 2009

  • Variable Neighbourhood Search for the Minimum Labelling Steiner Tree Problem
    Consoli S., Darby-Dowman K., Mladenovic N. and Moreno-Perez J.A.
    Annals of Operations Research, available online: doi: 10.1007/s10479-008-0507-y, 2009, ISSN 1572-9338.

  • Discrete Particle Swarm Optimisation for the Minimum Labelling Steiner Tree Problem
    S. Consoli, J. A. Moreno Perez, K. Darby-Dowman, N. Mladenovic
    Natural Computing, available online: doi: 10.1007/s11047-009-9137-9, 2009, ISSN 1567-7818.
  • Batch Arrival Queueing with Random Breakdowns and Bernoulli Schedule Server Vacations Having General Vacation Time Distribution
    Maraghi, F.A., Madan, K.C. and Darby-Dowman, K., , (2009) International Journal of Information and Management Sciences 20 (1) : 55-70
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Publications 2008

  • Quantile Regression for the Investigation of Benefits Administration
    Hewson, P.J. and Yu, K.
    Applied Stochastic Models in Business and Industry (ASMBI) 24 (5) : 401-418
  • Kernel Conditional Quantile Estimation for Stationary Processes with Application to Conditional Value-at-Risk
    Wu, W., Yu, K. and Mitra, G
    Journal of Financial Econometrics 6 (2) : 253-270
  • A General Method to the Strong Law of Large Numbers and Its Applications
    Yang, S., Su, C. and Yu, K.
    Statistics and Probability Letters 78 : 794-803
  • Discussion on "Sure Independence Screening for Ultra-High Dimensional Feature Space" by Fan and Lv
    Yu, K.
    Journal of the Royal Statistical Society - Series B 70 : 901-902
  • A New Algorithm for Latent State Estimation in Nonlinear Time Series Models
    Date, P., Jalen, L. and Mamon, R.
    Applied Mathematics and Computation 203 : 224-232, 2008
  • A Critical Examination of Stoichiometric and Path-Finding Approaches to Metabolic Pathways
    Planes, F.J. and Beasley, J.E
    Briefings in Bioinformatics 9 (5) : 422-436, 2008
  • A Tabu Search Algorithm for the Periodic Vehicle Routing Problem With Multiple Vehicle Trips and Accessibility Restrictions
    Alfonso, F., Alvarez, M.J. and Beasley, J.E.
    Journal of the Operational Research Society 59 (7) : 963-976, 2008
  • Robust Solutions and Risk Measures for a Supply Chain Planning Problem under Uncertainty
     Mitra, G., Poojari, CA., Lucas, CA.
    Special Issue of JORS on the topic of Risk in Supply Chain Management (2008)
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Publications 2007

  • Mean-Risk Models Using Two Risk Measures: A Multi-Objective Approach
     Mitra, G., Roman, D. and Darby-Dowman, K.H.
    Quantitative Finance 7 (4) : 443-458, (2007)
  • Quadratic Programming for Portfolio Planning: Insights into Algorithmic and Computational Issues: Part I – Solving a family of QP models
     Mitra, G., Ellison, EDF., Scowcroft, A.
    Journal of Asset Management. Vol 8, no 3, pp 200-214, (2007)
  • Quadratic Programming for Portfolio Planning: Insights into Algorithmic and Computational Issues: Part II – Processing of portfolio planning models with discrete constraints.
     Mitra, G., Ellison, EDF., Scowcroft, A.

    • Journal of Asset Management. Vol 8, no 4, pp 249-258. (2007)

     

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Publications 2000-2006 

  • Portfolio Construction Based on Stochastic Dominance and Target Return Distributions
    Roman, D., Darby-Dowman, K.H. and Mitra, G.
    Mathematical Programming Series B 108 (2-3) : 541-569, 2006

  • Using @RISK to calculate portfolio performance
    George M. Birbilis, Gautam Mitra
    2003

  • Dynamic Asset (and Liability) Management under Market and Credit Risk.
    Norbert J. Jobst, Gautam Mitra, and Stavros A. Zenios
    2003

  • Scatter Search and Bionomic Algorithms for the Aircraft Landing Problem
    H. Pinol and J.E. Beasley
    2004

  • Modelling and solving environments for mathematical programming (MP): a status review and new directions
    Dominguez-Ballesteros, B.;Mitra, G.;Lucas, C.;Koutsoukis, N-S. in : Journal of Operational Research Society, october 2002, vol. 53, n° 10, pp. 1072-1092.

  • Nagar A, Powell RS, 'LFT/SDP approach to the uncertainty analysis for state estimation of water distribution systems
    IEE Proc. Control Theory Appl., Vol 149, No.2, March 2002, pp137 - 142.

  • Creating Advanced Bases for Large Scale Linear Programs Exploiting Embedded Network Structure
    (2002) pp71-93, N Gulpinar, G Mitra, I Maros.

  • Optimisation technologies and environmental applications
    V. Bosetti 1 , E. Messina 1 , P. Valente, to appear in IMA Journal of Management Mathematics. Oxford University Press (2002).

  • Genetic Algorithm for Supply Restoration and Optimal Load Shedding in Power System Distribution Networks
    W.P.Luan, M.R.Irving and J.S.Daniel: Proc. IEE. Generation Transmission and Distribution, 149, 2, 2002, pp 145-151

  • On Markov Error-Correction Model
    (with Psaradakis, Z. and Sola, M.), Journal of Applied Econometrics, forthcoming. 2001

  • A Test for Volatility Spillovers
    (with Sola, M. and Spagnolo, N.), Economics Letters 76, 2002, 77-84.

  • Inflation Targeting and Exchange Rate Co-ordination
    (with Alexandre, F. and Driffill, J.), The Manchester School 70, 2002, 546-569.

  • A Simple Procedure for Detecting Periodically Collapsing Rational Bubbles
    (with Psaradakis, Z. and Sola, M.), Economics Letters 72, 2001, 317-323.

  • The Prisoner’s Dilemma and Regime-Switching in the Greek-Turkish Arms Race
    (with Smith, R. and Sola, M.), Journal of Peace Research, 2000, 37, 737-750.

  • A Review of Portfolio Planning: Models and Systems
    G Mitra, T Kyriakis, C Lucas, M Pirbhai, (CARISMA), to appear as an invited chapter in: Advances in Portfolio Construction and Implementation, S E Satchell, A E Scowcroft (Eds.), Butterworth & Heinemann, Oxford. (2003)

  • Computational Aspects of Alternative Portfolio Selection Models in the Presence of discrete Asset Choice Constraints
    Norbert J. Jobst, Michael H. Horniman, Cormac Lucas and Gautam Mitra Quantitative Finance Vol. 1. (2001) 1-13.

  • Developments in Linear and Integer Programming
    K Darby-Dowman, J M Wilson, Journal of the Operational Research Society, Vol. 53, pp 1065-1071,2002.

  • Applications and Developments in Mathematical Programming (Introduction)
    K Darby-Dowman, J M Wilson, Journal of the Operational Research Society, Vol. 53, pp 1063-1064,2002.

  • A Combined Iterative Scheme for Identification and Control Redesigns
    P. Date and A. Lanzon, International Journal of Adaptive Control and Signal Processing, vol. 18, pp.629-644,2004

  • Inter-Country Differences in the Relationship between Relative-Price
    Ioannidis (with M.S. Silver (2001), Variability and Average Prices" Journal of Political Economy,109,2, pp355-374

  • The tail that wags the dog: Integrating credit risk in asset portfolios
    Norbert J. Jobst and Stavros A. Zenios, Journal of Risk Finance, Fall 2001.

  • An application of lagrangian relaxation to a capacity planning problem under uncertainty
    C A Lucas, S A MirHassani, G Mitra, C A Poojari, Journal of Operational Research Society, (52, p. 1256-1266, (2001).

  • Properties of a growing random directed network
    European Physical Journal B, Vol.23, pp 267-271, (2001), K Darby-Dowman, G J Rodgers.

  • Transactions costs and non-linear adjustment in Option Prices
    Ioannidis (with J. Hunter and M. Monoyios (2000)
    Neural Networks World, Vol 10 ,1 , pp255-269

  • Algorithms for Worst Case Identification in H-infinity and the nu-gap metric
    P. Date and G. Vinnicombe, Automatica, vol.40, pp.995-1002, 2004

  • Measuring Distance Between Systems under Bounded Power Excitation
    P. Date and G. Vinnicombe, SIAM Journal of Control and Optimization, vol.43, pp.922-936,2004

  • On Validating Closed-loop Behaviour from Noisy Frequency Response Measurements
    P. Date and M. Cantoni, Systems and Control Letters, vol.54, pp.607-612,2005

  • A Bound on Closed-loop Performance based on Finite Frequency Response Samples
    P. Date and M. Cantoni, Systems and Control Letters, vol.54, pp.447-454,2005

  • Identification for Control: Deterministic Algorithms and Error Bounds
    P. Date, University of Cambridge, PhD Thesis, June 2000.

  • Detecting Embedded Networks in LP Using GUB Structures and Independent Set Algorithms
    Vol.15, pp235-247, (2000) Journal of Computational Optimization and Applications, N Gulpinar, Z G Gutin, G Mitra, I Maros.

  • Constraint Classification, Proprocessing and a Branch and Relax Approach to Solving Mixed Integer Programming Models
    Vol. 2 No.1, pp1-45, (2000), International Journal of Mathematical Algorithms, K Kularajan, G Mitra, F Ellison, B Nygreen.

  • A Two-Stage Stochastic Programming with Recourse Model for Determining Robust Planting Plans in Horticulture,
    Journal of the Operational Research Society, Vol. 51, No. 1, pp83-89, (2000), ISSN 0160-5682, K Darby-Dowman, S Barker, E Audsley, D Parsons.

  • Computational Solution of Capacity Planning Models Under Uncertainty
    pp511-538, (2000), Parallel Computing, special issue on Economics, Finance and Decision-Making Elsevier Press (Editors: Erricos J. Kontoghiorghes, Anna Nagurney and Berc Rustem), S A Mirhassani, C A Poojari, C Lucas, G Mitra, E Messina.

  • Investigating the Sparse Simplex Algorithm on a Distributed Memory Multiprocessor
    Vol.26, pp151-170, (2000), Parallel Computing, I Maros, G Mitra.

  • A Prototype decision support system for strategic planning under uncertainty.
    International Journal of Physical Distribution & Logistics Management, Vol. 30 No. 7/8, (2000) pp. 640-660. N-S Koutsoukis, B Dominguez-Ballesteros, C Lucas, G Mitra.

  • Enhanced 3D PET OSEM reconstruction using inter-updated Metz filtering.
    Phys.Med. Biol. 45 (2000) 2417-2439. M Jacobson, R Lekovitz, A Ben-Tal, K Thielemans, T Spinks, D Belluzzo, E Pagani, B Bettinardi, M C Gilardi, A Zverovich and G Mitra

  • A Stochastic Programming Integrated Environment (SPInE),
    P Valente, G Mitra, C A Poojari, to appear in Applications of Stochastic Programming, Editors: S W Wallace, W. T Ziemba, MPS-SIAM-Series in Optimization. 2005

  • Modelling and Solving Environments for Mathematical Programming: A Comparative Review and New Directions
    B Dominguez-Ballesteros, G Mitra, C A Lucas and N Koutsoukis.
    Journal of Operational Research Society October 2002, vol. 53, No. 10, pp. 1072-1092. G Mitra, C Lucas, N Koutsoukis, B Dominguez-Ballesteros. (J)

  • Extracting Pure Network Submatrices in Linear Programs using Generalized Signed Graphs
    G Gutin, N Gulpinar, G Mitra, A Zverovich.
    The Journal of Applied Discrete Mathematics, (2003), p.359-372.

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Selected Publications 1990-1999

  • A Parallel Implementation of the Maximum Likelihood Method in Positron Emission Tomography Image Construction
    Computational Statistics and Data Analysis Journal, special issue "Parallel Processing and Statistics, H Jones, G Mitra, D Parkinson, T Spinks.
    Vol 31, pp417-439, 1999.

  • Anderson JH, Powell RS: 'A loop-based simulator and implicit state-estimator'
    Water Industry Systems modelling and optimisation applications, Eds Savic DA and Walters GS, Series Editor Coulbeck B and B Ulanicki, Research Studies Press, September 1999

  • Adapting On-line Analytical Processing (OLAP) for Decision Modelling
    pp1-30, (1999), Decision Support Systems. N Koutsoukis, G Mitra, C Lucas.

  • An Algorithm for Identification in the nu-gap metric
    P. Date and G. Vinnicombe,38th Conf. on Des. and Control, Phoenix, USA, Dec. 1999
    Abstract
    Worst Case Identification using FIR Models
    P. Date and G. Vinnicombe,Proc. of European Control Conference, Karlsruhe, Germany, Sep. 1999

  • New Untuned Algorithms for Identification in H-infinity
    P. Date and G. Vinnicombe Proc. of 37th Conf. on Des. and Control, Tampa, USA, Dec. 1998

  • Cutting/packing , Data envelopment analysis (DEA), Finance Location, Miscellaneous Population heuristics (genetic algorithms) , Set covering/partitioning, Steiner problems, Travelling salesman/Vehicle routing
    J E Beasley

  • Robust Feedback Synthesis for Nonlinear Integrodifferential Equations using Generalised Describing Functions
    P. Nataraj, P. Date and A. Umrani, Automatica, 1997, vol.33, no.5, 959-962

  • Properties of Some Combinatorial Optimization Problems and their Effect on the Performance of Integer Programming and Constraint Logic Programming
    INFORMS Journal on Computing, Vol.10, No.3, pp 276-286, (1998), ISSN 0899-1499, K Darby-Dowman and J Little.

  • The Application of Preprocessing and Cutting Plane Techniques for a Class of Production Planning Problems, Computational Optimization and Applications
    Vol.11, No.3, pp 297-318, (1998), ISSN 0926-6003. K Darby-Dowman and S Rangel.

  • J.Z.Zhu, M.R.Irving and G.Y.Xu: 'Automatic Contingency Selection and Ranking using an Analytic Hierarchical Process'
    Electric Machines and Power Systems, 26, 4, 1998, pp 389-413

  • J.Z.Zhu, M.R.Irving and G.Y.Xu: 'A New Approach to Secure Economic Power Dispatch'
    Int. Jnl. of Electrical Power and Energy Systems, 20, 8, 1998, pp 533-538

  • Algorithms for Network Piecewise - Linear Programs: A Comparative Study, European Journal of Operational Research
    Vol.97, No.1, pp. 183-199, (1997), ISSN 0377-2217,F Marins, E Senne, K Darby-Dowman, A Machado, and C Perin.

  • Critical Factors in the Evolution of Logic Programming and Prolog
    Journal of Information Systems, Vol.6, pp.67-75, (1997), ISSN 0960-085X, K Darby-Dowman and J Little.

  • A Distributed Processing Algorithm for Solving Integer Programs Using a Cluster of Workstations, in Parallel Computing
    Elsevier Press, G. Mitra, M. Hajian, I. Hai. pp.733-753, (1997).

  • Constraint Logic Programming and Integer Programming Approaches and their Collaboration in Solving an Assignment Scheduling Problem
    in Journal of CONSTRAINTS, Vol.1, No.3, pp.245-264, (1997), Kluwer Academic Publishers, K. Darby-Dowman, J. Little, G. Mitra, M. Zaffalon.

  • Advances in linear and integer programming
    J.E. Beasley
    1996

  • A Branch and Bound Procedure to Minimize Mean Absolute Lateness on a Single Processor, Computers and Operations Research
    Vol.23,No.2, pp.171-182, (1996), ISSN 0305-5T D Fry, R D Armstrong, K Darby-Dowman and P Phillipoom.

  • Introduction of Flexibility and Dynamic Features in Public Transport Scheduling: A Step Ahead
    in Public Transport Electronic Systems, Institution of Electrical Engineers, pp. 30-34, (1996), ISSN 0537-9989,A Marques, M Torregrosa, A Camarena, K Darby-Dowman, J Little and S Moody.

  • Simplex Algorithms, Chapter 1 in Recent Advances in Linear and Integer Programming
    J. Beasley (editor), Oxford University Press, pp.1-46, (1996), I. Maros, G. Mitra.

  • Graph Theoretic Relaxations of Set Covering and Set Partitioning Problems
    in European Journal of Operational Research, Vol.87, No.16, (1996) pp.109-121, G. Mitra, E. El-Darzi.

  • Signal Extraction and Inflation Output Response to Monetary and Credit Shocks in the UK
    "Gesellschaft fur Mathematik" Ioannidis (with K.G.P. Matthews (1996) Okonometrie und Operations Research, edited by Abahen M, Derigs U, Unger M, Schrader R, Physical Verlag, Heidelberg

  • Data and Optimisation Modelling Tool for Elicitation and Browsing (DOME), in Interfaces in Computer Science and Operations Research: Advances in Metaheuristics, Optimization and Stochastic Modelling Technologies
    Edited by R.S. Barr, R.V. Helgason., J.L. Kennington, Kluwer Academic Publishers, pp.297-324, (1996), H. Mousavi, G. Mitra, C Lucas.

  • Risk and Return Analysis of a Multi-Period Strategic Planning Problem, in Stochastic Modelling in Innovative Manufacturing
    Edited by A.H. Christer, S. Osaki and L.C. Thomas, Springer-Verlag, (1996), pp. 81-96. C. Lucas, E. Messina, G. Mitra.

  • A Model for Strategic Planning Under Uncertainty, in TOP, Journal of the Spanish OR Society
    Vol.4, No.2, pp.361-384, (1996), P. Baricelli, C. Lucas, E. Messina, G. Mitra.

  • The Significance of Constraint Logic Programming to Operational Research
    in Operational Research Tutorial Papers 1995, edited by M. Lawrence and C. Wilsden, pp.20-45 (Invited tutorial paper to the Operational Research Society Conference (1995) ISBN 0-903440-156, J Little and K Darby-Dowman.

  • Experimental Investigations in Combining Primal Dual Interior Point Method and Simplex Based LP Solvers
    Annals of OR, Vol.58, pp.19-38, (1995), R. Levkovitz, G. Mitra.

  • An Intelligent System for U.S. Coast Guard Cutter Scheduling
    in European Journal of Operational Research, Vol. 87, No.3, pp.574-585, (1995), K. Darby-Dowman, R.E. Fink, G. Mitra and J. Smith.

  • Finding Better Starting Bases for the Simplex Method
    in P. Kleinschmidt, (editor) SOR'95, Springer-Verlag, pp.7-12, (1995), I.Maros, G. Mitra.

  • Sets and Indices in Linear Programming Modelling and their Integration with Relational Data Models, Computational Optimization and Applications
    4, (1995), pp.263-283, G. Mitra, C. Lucas, S. Moody and B. Kristjansson.

  • Tools for Reformulating Logical Forms into Zero-One Mixed Integer Programs (MIPS)
    European Journal of Operational Research, Vol.72, No.2, (1994), pp.262-276, Jan. North Holland, G. Mitra, C. Lucas, S. Moody and E. Hadjiconstantinou.

  • Solution of Large Scale Linear Programs, a Review of Hardware Software and Algorithmic Issues, Optimisation in Industrial Environments
    T. Ciriani and R. Leachman, (editors) Autumn (1993), pp.139-171, John Wiley, G. Mitra and R. Levkovitz.

  • Transformation of Logical Expressions into a System of Integer Linear Constraints: An Approach Towards an Automatic Conversion to Discrete Programming Models
    in Journal of Economics Dynamics and Control, Vol.18, No.1, (1993), pp.273-297, North Holland, G. Mitra and E. Hadjiconstantinou.

  • Solution of Set Problems Using Assignment Relaxation, J. Opl.Res.Soc
    in the special issue of JORS in honour of Ailsa Land, Vol.43,No.5, (1992), pp.483-493, G. Mitra and E. El-Darzi.

  • The Scheduling of Sparse Matrix-Vector Multiplication on a Massively Parallel DAP Computer, presented at ICIAM Conference Washington, (1992), Parallel Computing 18
    pp.675-697, June 1992, North Holland, J. Andersen, G. Mitra and D. Parkinson.

  • Adapting the Interior Point Method for The Solution of Linear Programs on High performance computers, Computer Science and Operations Research, New Developments in their Interfaces
    O. Balci Editor, (1992), pp. 73-86, Pergamon Press, G. Mitra, J. Andersen and R. Levkovitz.

  • The Interior Point Method for LP on Parallel Computers, In Systems Modelling and Optimization, LNCIS180, summer (1992)
    pp. 241-250, P. Kall, (editor) Springer Verlag, G. Mitra, J. Andersen and R. Levkovitz.

  • Coordinated Production Scheduling for Make-to-order Manufacturing
    European Journal of Operational Research, Vol.45, (1990), pp.155-176, K Darby-Dowman, R E Markland and E D Minor.

  • Distributed Fragmented Database Set Queries
    Journal of Database Administration, Vol.1, No.2, (1990), pp.30-46, C Sanford, R E Markland, K Darby-Dowman and P Phillipoom.

  • Set Covering and Set Partitioning: A Collection of Test Problems, in OMEGA, International Journal of Management Science
    Vol.18, No.2, pp.195-201, (1990), G. Mitra and E. El-Darzi. (J).

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Selected Publications 1980-1989

  • Tools for Modelling Support and Construction of Optimisation Applications, in Impact of Recent Computer Advances in Operations Research
    G Mitra, R. Sharda, editor, North Holland, (1989).

  • Alternative Methods for Representing the Inverse of Linear Programming Basis Matrices, presented to the 13th International Mathematical Programming Symposium, Tokyo, in Recent Developments in Mathematical Programming
    Santosh Kumar (editor) Gordon & Breach, (1989), pp.273-302, G. Mitra and M. Tamiz.

  • Unsymmetric Sparse Linear Equation Solver by the Envelope Method: SPLNEQ, Software Section, Operations Research Letters
    (1988), G Mitra, J. Judice and M. Tamiz.

  • Reformulation of Mathematical Programming Problems as Linear Complementarity Problems
    in the Journal of Optimisation Theory and Application (JOTA), (April 1988), G Mitra, J. Judice.

  • Linear, Integer, Separable and Fuzzy Programming Problems: A Unified Approach Towards Reformulation, Journal of the Operational Research Society
    vol.39, No.2, pp 161-171 (1988), G Mitra, K. Darby-Dowman, C. Lucas and J. Yadegar.

  • Computer Assisted Mathematical Programming (Modelling) System: CAMPS
    The Computer Journal, vol.31,No.4, (1988), G Mitra, C. Lucas.

  • An Experimental Investigation of an Interior Search Algorithm within a Simplex Framework, in the Communications of the Association of Computing Machinery (ACM)
    December 1988, G Mitra, M. Tamiz and J. Yadegar. (J).

  • Mathematical Models for Decision Support, invited contribution in Encyclopedia of Computer Science and Technology
    Marcel Dekker, (1988), edited by Allen Kent.

  • Mathematical Programming Modelling Systems, Guest Ed. Mitra, Special issue of IMA Journal of Mathematics in Management
    vol.1, No.2 and No.4, (1987)

  • Computer Assisted Modelling and Analysis of Linear Programming Problems: Towards a Unified Framework
    IMA Journal of Mathematics in Management, (see 27 above) G Mitra, C. Lucas and H. Greenberg, (1987).

  • An Extension of Set Partitioning with Application to Scheduling Problems
    European Journal of O.R.,vol.21, (1985) G Mitra, K. Darby-Dowman.

  • A computer based bus crew scheduling system using integer programming (invited contribution) Proceedings on the Third International Workshop on Transit Vehicle and Crew Scheduling
    (1983), Montreal, published by North Holland, (1985), G Mitra, K. Darby-Dowman.

  • The tail that wags the dog: Integrating credit risk in asset portfolios
    Norbert J. Jobst and Stavros A. Zenios, Journal of Risk Finance, Fall 2001.

  • Matrix Storage Schemes in Linear Programming
    ACM SIGMAP Bulletin, No. 32, (April 1983), K Darby-Dowman and G Mitra.

  • UIMP: User Interface to Mathematical Programming. A mathematical programming language designed for ICL Ltd. and published by invitation in Transaction on Mathematical Software (TOMS)
    ACM, (September 1982), G Mitra, E.F.D. Ellison.

  • The tail that wags the dog: Integrating credit risk in asset portfolios
    Norbert J. Jobst and Stavros A. Zenios, Journal of Risk Finance, Fall 2001.

  • An Investigation of Algorithms used in Restructuring of Linear Programming Basis Matrices Prior to Inversion, Studies on Graphs and Discrete Programming
    Ed.P.Hansen, North Holland, (1981), G Mitra, K. Darby-Dowman.

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