ProfessorsProfessors of University of California, DavisMatthias Koeppe

Matthias Koeppe

University of California, Davis

H-index: 25

North America-United States

About Matthias Koeppe

Matthias Koeppe, With an exceptional h-index of 25 and a recent h-index of 13 (since 2020), a distinguished researcher at University of California, Davis, specializes in the field of Mathematical Optimization, Discrete Optimization, Mathematical Programming.

His recent articles reflect a diverse array of research interests and contributions to the field:

Equivariant perturbation in Gomory and Johnson’s infinite group problem. VII. Inverse semigroup theory, closures, decomposition of perturbations

Fine-Grained Liquid Democracy for Cumulative Ballots

Dual-feasible functions for integer programming and combinatorial optimization: Algorithms, characterizations, and approximations

Portfolio optimization in the presence of estimation errors on the expected asset returns

Facets, weak facets, and extreme functions of the Gomory–Johnson infinite group problem

Matthias Koeppe Information

University	University of California, Davis
Position	Professor of Mathematics
Citations(all)	2199
Citations(since 2020)	787
Cited By	1714
hIndex(all)	25
hIndex(since 2020)	13
i10Index(all)	44
i10Index(since 2020)	19
Email	Access Email
University Profile Page	University of California, Davis
Google Scholar	View Google Scholar Profile

Matthias Koeppe Skills & Research Interests

Mathematical Optimization

Discrete Optimization

Mathematical Programming

Top articles of Matthias Koeppe

Title	Journal	Author(s)	Publication Date
Equivariant perturbation in Gomory and Johnson’s infinite group problem. VII. Inverse semigroup theory, closures, decomposition of perturbations	Mathematical Programming	Amitabh Basu Robert Hildebrand Matthias Köppe	2017/5
Fine-Grained Liquid Democracy for Cumulative Ballots		Matthias Köppe Martin Koutecký Krzysztof Sornat Nimrod Talmon	2024
Dual-feasible functions for integer programming and combinatorial optimization: Algorithms, characterizations, and approximations		Cláudio Alves Francois Clautiaux JM Valério de Carvalho Jürgen Rietz	2016/1/23
Portfolio optimization in the presence of estimation errors on the expected asset returns		Gérard Cornuéjols Ozgün Elçi Matthias Köppe	2022/2/10
Facets, weak facets, and extreme functions of the Gomory–Johnson infinite group problem	arXiv preprint arXiv:1611.06626	Matthias Köppe Yuan Zhou	2018