Publications 2005

• Bárány I., Fukuda K. (2005): "A case when the union of polytopes is convex." Linear Algebra and its Applications, Vol. 397:381-388. (PDF)
• Borici A., Lüthi H. (2005): "Fast solutions of complementarity formulations in American put pricing." Journal of Computational Finance, 9(1):63-81. (PDF)
• Burkolter D., Herrmann T., Caimi G. (2005): "Generating Dense Railway Schedules." In: Jaszkiewicz A., Kaczmarek M., Zak J., Kubiak M. (eds.): Advanced OR and AI Methods in Transportation, Publishing House of Poznan University of Technology:290-297. (PS, HTML)
• Caimi G., Burkolter D., Herrmann T. (2005): "Finding Delay-Tolerant Train Routings through Stations." In: Fleuren H., (eds.): Operations Research Proceedings 2004, Springer:136-143. (PS)
• Chudak F., Eleutério V. (2005): "Improved Approximation Schemes for Linear Programming Relaxations of Combinatorial Optimization Problems." Integer Programming and Combinatorial Optimization, 11th International IPCO Conference, Berlin, Germany, June 8-10, 2005, Proceedings, Springer:81-96.
• Chudak F., Williamson D. (2005): "Improved approximation algorithms for capacitated facility location problems.." Mathematical Programming, 102(2):207-222.
• Doerner K., Gutjahr W., Hartl R., Karall M., Reimann M. (2005): "Heuristic solution of an extended double-coverage location problem for Austria." Central European Journal of Operations Research, No. 13:325-340.
• Ferrez J., Fukuda K., Liebling T. (2005): "Solving the fixed rank convex quadratic maximization in binary variables by a parallel zonotope construction algorithm." European Journal of Operational Research, Vol. 166:35-50. (URL)
• Fukuda K., Rosta V. (2005): "Data depth and maximum feasible subsystems." In: Avis D., Hertz A., Marcotte O. (eds.): Graph Theory and Combinatorial Optimization, Springer:37-67.
• Hinz J., Grafenstein L. , Verschuere M., Wilhelm M. (2005): "Pricing electricity risk by interest rate methods." Quantitative Finance, 5(1):49-60.
• Hinz J., Weber M. (2005): "Währungswechsel, Zinsstrukturtheorie und Bewertung von Strom-Derivaten." In: Zenke I., Schäfer R. (eds.): Energiehandel in Europa; Öl, Gas, Strom, Derivate, Zertifikate, Verlag C.H. Beck:235-246.
• Lüthi H., Doege J. (2005): "Convex Risk Measures for Portfolio Optimization and Concepts of Flexibility." Mathematical Programming, Series B, 104(2-3):541-559. (DOI, URL)
• Reimann M. (2005): "Analyzing a vehicle routing problem with stochastic demands using Ant Colony Optimization." In: Jaszkiewicz A., Kaczmarek M., Zak J., Kubiak M. (eds.): Advanced OR and AI Methods in Transportation, Publishing House of Poznan University of Technology:764-769.

Technical Reports / Preprints

• Chudak F., Erlebach T., Panconesi A., Sozio M. (2005): "Primal-Dual Distributed Algorithms for Covering and Facility Location Problems."
• Fukuda K., Musitelli A. (July 2005): "New polynomial-time algorithms for Camion bases." EPFL, Switzerland
• Fukuda K., Jensen A., Lauritzen N., Thomas R. (2005): "The generic Gröbner walk." (URL)
• Fukuda K., Jensen A., Thomas R. (2005): "Computing Gröbner fans." (URL)
• Fukuda K., Weibel C. (2005): "Computing All Faces of the Minkowski Sum of V-Polytopes." Proceedings of the 17th Canadian Conference on Computational Geometry (HTML)
• Fukuda K., Weibel C. (2005): "On $f$-vectors of Minkowski additions of convex polytopes." (URL)
• Hinz J. (2005): "Valuing virtual production capacities on flow commodities." (PDF)
• Hinz J., Wilhelm M. (2005): "Pricing flow commodity derivatives using fixed income market techniques." Institut for Operations Research, ETH Zurich (URL)
• Hinz J. (2005): "Equilibrium strategies in random–demand procurement auctions with sunk costs." Preprint. Advance Access published online on August 30, 2005 by IMA Journal of Management Mathematics (URL)
• Jensen A., Fukuda K. (2005): "Gfan version 0.1: A User's Manual." (HTML)
• Neumann F., Laumanns M. (2005): "Speeding Up Approximation Algorithms for NP-hard Spanning Forest Problems by Multi-objective Optimization." Electronic Colloquium on Computational Complexity (ECCC), No. TR05-029 (PS, URL)
• Weibel C., Fukuda K. (2005): "Minksum version 1.1." (URL)

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