Concepedia
Statistics
Publications
19
Citations
4.7K
H-Index
18
Active since
1995
Affiliations
Carnegie Mellon University(Current)
Cornell University
National University of Singapore
Goldman Sachs (United States)
Lehigh University
Reha Tütüncü is an author at Carnegie Mellon University specializing in optimization, convex optimization, and computer science.
Publications per year
1995–2015
SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
Kim-Chuan Toh, Michael J. Todd, Reha Tütüncü · Optimization methods & software · 1999 · 1.9K citations
Computing, Computer Science, Algorithms +9
SDPT3 -- A Matlab Software Package for Semidefinite Programming
Kim-Chuan Toh, Michael J. Todd, Reha Tütüncü · eCommons (Cornell University) · 1996 · 655 citations · Full text
Natural Sciences, Computer Science, Optimization +10
60 Years of portfolio optimization: Practical challenges and current trends
Petter N. Kolm, Reha Tütüncü, Frank J. Fabozzi · European Journal of Operational Research · 2013 · 633 citations
Business, Decision Sciences, Optimization +15
Robust Asset Allocation
Reha Tütüncü, M. Koenig · Annals of Operations Research · 2004 · 400 citations
On the Nesterov--Todd Direction in Semidefinite Programming
Michael J. Todd, Kim-Chuan Toh, Reha Tütüncü · SIAM Journal on Optimization · 1998 · 264 citations
Computing, Computer Science, Algorithms +13
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