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ORCIDN. Chanaka P. Edirisinghe
Person information
- affiliation: University of Tennessee, Knoxville, TN, USA
Other persons with the same name
- Chanaka Edirisinghe 0001
![[0000-0002-3623-3119]](https://devdomain4test.ir/img/orcid-mark.12x12.png "0000-0002-3623-3119")
— Rensselaer Polytechnic Institute, Troy, USA
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Journal Articles
- 2026
[j19]Yuji Nakagawa, Yoshiko Hanada, Yoichi Takenaka, Kazunori Iwata, Chanaka Edirisinghe:
All-integer global optimization for high-dimensional sparse regression, with applications in financial and genomic data. Eur. J. Oper. Res. 334(2): 575-589 (2026)- 2019
- [j18]Chanaka Edirisinghe, William T. Ziemba:
A boundary-point LP solution method and its application to dense linear programs. Int. J. Math. Oper. Res. 15(3): 310-337 (2019) - 2014
- [j17]N. C. P. Edirisinghe, Ross J. W. James:
Fleet routing position-based model for inventory pickup under production shutdown. Eur. J. Oper. Res. 236(2): 736-747 (2014) - [j16]Yuji Nakagawa, Ross J. W. James, César Rego, Chanaka Edirisinghe:
Entropy-Based Optimization of Nonlinear Separable Discrete Decision Models. Manag. Sci. 60(3): 695-707 (2014) - 2013
- [j15]Xin Zhang, Chanaka Edirisinghe:
Discovering the Relationship Between DEA-Based Relative Financial Strength and Stock Price Performance. Int. J. Agent Technol. Syst. 5(4): 1-19 (2013) - 2011
- [j14]N. C. P. Edirisinghe, Bogdan C. Bichescu, X. Shi:
Equilibrium analysis of supply chain structures under power imbalance. Eur. J. Oper. Res. 214(3): 568-578 (2011) - [j13]X. Zhang, N. Chanaka P. Edirisinghe:
Optimality conditions and solution methodology for parameter selection in DEA. Int. J. Math. Oper. Res. 3(3): 245-263 (2011) - 2010
- [j12]N. C. P. Edirisinghe, X. Zhang:
Input/output selection in DEA under expert information, with application to financial markets. Eur. J. Oper. Res. 207(3): 1669-1678 (2010) - 2008
- [j11]N. Chanaka P. Edirisinghe, X. Zhang:
Portfolio selection under DEA-based relative financial strength indicators: case of US industries. J. Oper. Res. Soc. 59(6): 842-856 (2008) - 2007
- [j10]N. C. P. Edirisinghe, E. I. Patterson:
Multi-period stochastic portfolio optimization: Block-separable decomposition. Ann. Oper. Res. 152(1): 367-394 (2007) - 2005
- [j9]N. C. P. Edirisinghe:
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case. Comput. Optim. Appl. 32(1-2): 29-59 (2005) - 2000
- [j8]N. C. P. Edirisinghe, E. I. Patterson, Nasreddine Saadouli:
Capacity Planning Model for a Multipurpose Water Reservoir with Target-Priority Operation. Ann. Oper. Res. 100(1-4): 273-303 (2000) - 1999
- [j7]N. C. P. Edirisinghe:
Bound-based approximations in multistage stochasticprogramming: Nonanticipativity aggregation. Ann. Oper. Res. 85: 103-127 (1999) - 1996
- [j6]N. C. P. Edirisinghe, G.-M. You:
Second-order scenario approximation and refinement in optimization under uncertainty. Ann. Oper. Res. 64(1): 143-178 (1996) - [j5]N. C. P. Edirisinghe:
New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming. Oper. Res. 44(6): 909-922 (1996) - [j4]N. C. P. Edirisinghe, William T. Ziemba:
Implementing bounds-based approximations in convex-concave two-stage stochastic programming. Math. Program. 75: 295-325 (1996) - 1994
- [j3]N. C. P. Edirisinghe, William T. Ziemba:
Bounds for Two-Stage Stochastic Programs with Fixed Recourse. Math. Oper. Res. 19(2): 292-313 (1994) - [j2]N. C. P. Edirisinghe, William T. Ziemba:
Bounding the Expectation of a Saddle Function with Application to Stochastic Programming. Math. Oper. Res. 19(2): 314-340 (1994) - 1992
- [j1]N. C. P. Edirisinghe, William T. Ziemba:
Tight Bounds for Stochastic Convex Programs. Oper. Res. 40(4): 660-677 (1992)
Conference and Workshop Papers
- 2011
- [c1]N. C. P. Edirisinghe:
Stochastic Programming DEA Model of Fundamental Analysis of Public Firms for Portfolio Selection. OR 2011: 539-544
Reference Works
- 2009
- [r1]Stein W. Wallace, Chanaka Edirisinghe:
Stochastic Programs with Recourse: Upper Bounds. Encyclopedia of Optimization 2009: 3797-3801
Coauthor Index
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