Konno, Hiroshi; Izumi, Kazuo; Yamamoto, Rei Comparison of search strategies of branch and bound algorithm for concave minimization problems under linear constraints. (English) Zbl 1213.90202 Vietnam J. Math. 35, No. 4, 399-414 (2007). MSC: 90C26 91G10 PDFBibTeX XMLCite \textit{H. Konno} et al., Vietnam J. Math. 35, No. 4, 399--414 (2007; Zbl 1213.90202)
Konno, H.; Tsuchiya, K.; Yamamoto, R. Minimization of the ratio of functions defined as sums of the absolute values. (English) Zbl 1146.90076 J. Optim. Theory Appl. 135, No. 3, 399-410 (2007). MSC: 90C32 90C26 90C57 90C09 91B28 PDFBibTeX XMLCite \textit{H. Konno} et al., J. Optim. Theory Appl. 135, No. 3, 399--410 (2007; Zbl 1146.90076) Full Text: DOI
Konno, Hiroshi; Kawadai, Naoya; Shimode, Hiroshi A two step algorithm for solving a large scale semi-definite logit model. (English) Zbl 1160.90003 Optim. Lett. 1, No. 4, 329-340 (2007). MSC: 90C22 90C57 PDFBibTeX XMLCite \textit{H. Konno} et al., Optim. Lett. 1, No. 4, 329--340 (2007; Zbl 1160.90003) Full Text: DOI
Konno, Hiroshi; Koshizuka, Tomoyuki; Yamamoto, Rei Portfolio optimization under long-short constraints. (English) Zbl 1127.91342 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 483-498 (2005). MSC: 91G10 90C57 PDFBibTeX XMLCite \textit{H. Konno} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 12, No. 4, 483--498 (2005; Zbl 1127.91342)
Konno, Hiroshi; Yamamoto, Rei Global optimization versus integer programming in portfolio optimization under nonconvex transaction costs. (English) Zbl 1123.90078 J. Glob. Optim. 32, No. 2, 207-219 (2005). MSC: 90C51 91G10 90C11 PDFBibTeX XMLCite \textit{H. Konno} and \textit{R. Yamamoto}, J. Glob. Optim. 32, No. 2, 207--219 (2005; Zbl 1123.90078) Full Text: DOI
Konno, Horoshi; Akishino, Keisuke; Yamamoto, Rei Optimization of a long-short portfolio under nonconvex transaction cost. (English) Zbl 1085.90046 Comput. Optim. Appl. 32, No. 1-2, 115-132 (2005). MSC: 90C26 90C57 91B28 PDFBibTeX XMLCite \textit{H. Konno} et al., Comput. Optim. Appl. 32, No. 1--2, 115--132 (2005; Zbl 1085.90046) Full Text: DOI
Konno, Hiroshi; Hatagi, Tomokazu Index-plus-alpha tracking under concave transaction cost. (English) Zbl 1111.91016 J. Ind. Manag. Optim. 1, No. 1, 87-98 (2005). MSC: 91B28 90C57 37N40 PDFBibTeX XMLCite \textit{H. Konno} and \textit{T. Hatagi}, J. Ind. Manag. Optim. 1, No. 1, 87--98 (2005; Zbl 1111.91016) Full Text: DOI
Konno, Hiroshi Portfolio optimization of small scale fundusing mean-absolute deviation model. (English) Zbl 1079.91035 Int. J. Theor. Appl. Finance 6, No. 4, 403-418 (2003). MSC: 91G10 90C57 PDFBibTeX XMLCite \textit{H. Konno}, Int. J. Theor. Appl. Finance 6, No. 4, 403--418 (2003; Zbl 1079.91035) Full Text: DOI
Konno, Hiroshi; Kawadai, Naoya; Tuy, Hoang Cutting plane algorithms for nonlinear semi-definite programming problems with applications. (English) Zbl 1030.90078 J. Glob. Optim. 25, No. 2, 141-155 (2003). MSC: 90C22 90C34 90C57 PDFBibTeX XMLCite \textit{H. Konno} et al., J. Glob. Optim. 25, No. 2, 141--155 (2003; Zbl 1030.90078) Full Text: DOI
Konno, Hiroshi; Wijayanayake, Annista Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints. (English) Zbl 1153.91531 Int. J. Theor. Appl. Finance 4, No. 6, 939-957 (2001). MSC: 91B28 91B84 PDFBibTeX XMLCite \textit{H. Konno} and \textit{A. Wijayanayake}, Int. J. Theor. Appl. Finance 4, No. 6, 939--957 (2001; Zbl 1153.91531) Full Text: DOI
Konno, Hiroshi Minimization of the sum of several linear fractional functions. (English) Zbl 1016.90064 Hadjisavvas, Nicolas (ed.) et al., Generalized convexity and generalized monotonicity. Proceedings of the 6th international symposium, Samos, Greece, September 1999. Berlin: Springer. Lect. Notes Econ. Math. Syst. 502, 3-20 (2001). Reviewer: Juan-E.Martínez-Legaz (Barcelona) MSC: 90C32 90C57 90C26 PDFBibTeX XMLCite \textit{H. Konno}, Lect. Notes Econ. Math. Syst. 502, 3--20 (2001; Zbl 1016.90064)
Gotoh, Jun-Ya; Konno, Hiroshi Maximization of the ratio of two convex quadratic functions over a polytope. (English) Zbl 0984.90046 Comput. Optim. Appl. 20, No. 1, 43-60 (2001). MSC: 90C32 52A41 90C57 91B28 PDFBibTeX XMLCite \textit{J.-Y. Gotoh} and \textit{H. Konno}, Comput. Optim. Appl. 20, No. 1, 43--60 (2001; Zbl 0984.90046) Full Text: DOI
Konno, Hiroshi; Wijayanayake, Annista Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. (English) Zbl 1014.91053 Math. Program. 89, No. 2 (B), 233-250 (2001). MSC: 91G10 90C57 PDFBibTeX XMLCite \textit{H. Konno} and \textit{A. Wijayanayake}, Math. Program. 89, No. 2 (B), 233--250 (2001; Zbl 1014.91053) Full Text: DOI
Konno, Hiroshi; Fukaishi, Kenji A branch and bound algorithm for solving low rank linear multiplicative and fractional programming problems. (English) Zbl 0971.90065 J. Glob. Optim. 18, No. 3, 283-299 (2000). Reviewer: Karel Zimmermann (Praha) MSC: 90C26 90C32 90C30 PDFBibTeX XMLCite \textit{H. Konno} and \textit{K. Fukaishi}, J. Glob. Optim. 18, No. 3, 283--299 (2000; Zbl 0971.90065) Full Text: DOI
Konno, Hiroshi; Abe, Natsuroh Minimization of the sum of three linear fractional functions. (English) Zbl 0961.90115 J. Glob. Optim. 15, No. 4, 419-432 (1999). MSC: 90C32 90C31 90C26 PDFBibTeX XMLCite \textit{H. Konno} and \textit{N. Abe}, J. Glob. Optim. 15, No. 4, 419--432 (1999; Zbl 0961.90115) Full Text: DOI
Konno, Hiroshi; Suzuki, Takayuki; Kobayashi, Daisuke A branch and bound algorithm for solving mean-risk-skewness portfolio models. (English) Zbl 0939.91062 Optim. Methods Softw. 10, No. 2, 297-317 (1998). Reviewer: Klaus Ehemann (Hamburg) MSC: 91B28 90C40 PDFBibTeX XMLCite \textit{H. Konno} et al., Optim. Methods Softw. 10, No. 2, 297--317 (1998; Zbl 0939.91062) Full Text: DOI
Kuno, Takahito; Konno, Hiroshi; Yamamoto, Yoshitsugu A parametric successive underestimation method for convex programming problems with an additional convex multiplicative constraint. (English) Zbl 0780.90075 J. Oper. Res. Soc. Japan 35, No. 3, 290-299 (1992). MSC: 90C25 PDFBibTeX XMLCite \textit{T. Kuno} et al., J. Oper. Res. Soc. Japan 35, No. 3, 290--299 (1992; Zbl 0780.90075) Full Text: DOI
Kuno, Takahito; Konno, Hiroshi A parametric successive underestimation method for convex multiplicative programming problems. (English) Zbl 0752.90057 J. Glob. Optim. 1, No. 3, 267-285 (1991). MSC: 90C26 90-08 PDFBibTeX XMLCite \textit{T. Kuno} and \textit{H. Konno}, J. Glob. Optim. 1, No. 3, 267--285 (1991; Zbl 0752.90057) Full Text: DOI