Selected Accepted Journal Articles
Lazimy, R. (2012). Interactive Polyhedral Outer Approximation (IPOA) Methods for General Multiobjective Optimization Problems. Annals of Operations Research
Selected Published Journal Articles
Lazimy, R. (2007). Portfolio Selection with Risky Divisible and Indivisible Assets: Mathematical Algorithm and Economic Analysis. Annals of Operations Research (152), 273-295.
Lazimy, R. (1993). Object-Oriented Modeling Support System: Model Representation and Incremental Modeling. Twenty-Sixth Annual Hawaii International Conference on Systems Sciences, IEEE Computer Society Press (3), 445-460.
Lazimy, R. (1991). A Deductive Approach for Problem Representation and Modeling Support: Conceptual Schema and Object-Oriented Models. Twenty-Fourth Hawaii International Conference on Systems Sciences, IEEE Computer Society Press (3), 291-305.
Lazimy, R. (1990). E2R Model and Object-Oriented Representation for Data Management, Process Modeling, and Decision Support. Entity-Relationship Approach to Database Design and Querying, in: F. H. Lochovsky (ed. ) Elsevier Science Publishers B.V. (North-Holland) (Entity-Relationship Approach to Database Design and Querying, Elsevier Science Publishers B.V. (North-Holland), 1990.), pp. 129 -151.
Lazimy, R. (1988). Knowledge Representation and Modeling Support in Knowledge-Based Systems. Entity-Relationship Approach, Elsevier Science Publishers B. V. (North-Holland) (S. T. March (ed.)) (S. T. March (ed.), Entity-Relationship Approach, Elsevier Science Publishers), 133-161.
Lazimy, R. (1988). An Exact Penalty Function and Relaxation Approach for Solving Decomposable Nonlinear Programs. SIAM Journal on Control and Optimization (26), 127-137.
Lazimy, R. (1987). A Generic Shell Approach for Knowledge Elicitation and Representation in IDSS. Proceedings of the Eighth Annual International Conference on Information Systems (Proceedings of the Eighth Annual International Conference on Information Systems), 335-350.
Lazimy, R. (1986). Solving Multiple Criteria Problems by Interactive Decomposition. Mathematical Programming (35), 334-361.
Lazimy, R. (1986). Interactive Relaxation Method for a Broad Class of Integer and Continuous Nonlinear Multiple Criteria Problems. Journal of Mathematical Analysis and Applications (116), 553-573.
Lazimy, R. (1986). Extension of the Generalized Benders' Decomposition. Communications in Applied Numerical Methods (2 ), 195-203.
Lazimy, R. (1985). Improved Algorithm for Mixed-Integer Quadratic Programs and a Computational Study. Mathematical Programming (31), 100-113.
Lazimy, R. (1985). Equilibrium in a Market with Divisible and Indivisible Risky Assets. Keio Economic Studies (22), 27-45.
Lazimy, R., & Levy, H. (1983). The Effects of Variable and Fixed Transactions Costs on Optimal Investment Decisions. Decision Sciences (14), 527-545.
Lazimy, R. (1982). Mixed-Integer Quadratic Programming. Mathematical Programming (22), 332-349.
Submitted Working Papers
Lazimy, R. The Cost of Indivisibility and the Valuation of Risky Indivisible Investments. Completed;To be submitted
Lazimy, R. Target- and Rank-Dependent (TRD) Theory of Choice under Risk. Near completion; to be submitted to an Econ journal
Lazimy, R. A Unified, Non-Utility Framework to Microeconomic Modeling with Multiple Objectives and Multiple Aspiration/Reference Points. Near completion; To be submitted to an Econ journal
Lazimy, R. Strong Polyhedral Outer-Approximation with Exact Penalty Function for Non-Smooth Nonlinear Optimization Problems. Work is complete; soon to be submitted to an OR journal
Lazimy, R. Microeconomic Theory of Indivisibility: Shadow prices, Opportunity Costs, and Market Failure. To be submitted to an Econ journal