1. Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization

   • Churlzu Lim
   • Hanif D. Sherali
   • Stan Uryasev

   OriginalPaper 07 August 2008 Pages: 391 - 415

2. Multi-step methods for choosing the best set of variables in regression analysis

   • Hiroshi Konno
   • Yoshihiro Takaya

   OriginalPaper 23 August 2008 Pages: 417 - 426

3. A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem

   • João Claro
   • Jorge Pinho de Sousa

   OriginalPaper 03 September 2008 Pages: 427 - 450

4. A comparison of feasible direction methods for the stochastic transportation problem

   • Maria Daneva
   • Torbjörn Larsson
   • Clas Rydergren

   OriginalPaper 05 September 2008 Pages: 451 - 466

5. Concave programming for minimizing the zero-norm over polyhedral sets

   • F. Rinaldi
   • F. Schoen
   • M. Sciandrone

   OriginalPaper 10 September 2008 Pages: 467 - 486

6. Variational discretization of Lavrentiev-regularized state constrained elliptic optimal control problems

   • M. Hinze
   • C. Meyer

   OriginalPaper 07 August 2008 Pages: 487 - 510

7. Adaptive finite element methods for mixed control-state constrained optimal control problems for elliptic boundary value problems

   • R. H. W. Hoppe
   • M. Kieweg

   OriginalPaper 12 August 2008 Pages: 511 - 533

8. A shape and topology optimization technique for solving a class of linear complementarity problems in function space

   • M. Hintermüller
   • A. Laurain

   OriginalPaper 16 September 2008 Pages: 535 - 569