29 citations · 96 across the 15 of their papers we have counts for
4 papers · 1 filter
Vector Optimization with Stochastic Bandit Feedback
Çağın Ararat, Cem Tekin
We introduce vector optimization problems with stochastic bandit feedback, in which preferences among designs are encoded by a polyhedral ordering cone . Our setup generalizes t…
MAD Risk Parity Portfolios
Çağın Ararat, Francesco Cesarone, Mustafa Çelebi Pınar +1
In this paper, we investigate the features and the performance of the Risk Parity (RP) portfolios using the Mean Absolute Deviation (MAD) as a risk measure. The RP model is a recen…
Geometric duality results and approximation algorithms for convex vector optimization problems
Çağın Ararat, Simay Tekgül, Firdevs Ulus
We study geometric duality for convex vector optimization problems. For a primal problem with a -dimensional objective space, we formulate a dual problem with a -dimensio…
A norm minimization-based convex vector optimization algorithm
Çağın Ararat, Firdevs Ulus, Muhammad Umer
We propose an algorithm to generate inner and outer polyhedral approximations to the upper image of a bounded convex vector optimization problem. It is an outer approximation algor…