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Roundoff-error-free algorithms for solving linear systems via Cholesky and LU factorizations
Escobedo, Adolfo R.; Moreno-Centeno, Erick - In: INFORMS journal on computing : JOC 27 (2015) 4, pp. 677-689
Persistent link: https://www.econbiz.de/10011422662
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Mathematical models and search algorithms for the capacitated p-center problem
Kramer, Raphael; Iori, Manuel; Vidal, Thibaut - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 444-460
Persistent link: https://www.econbiz.de/10012242790
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Exact facetial odd-cycle separation for maximum cut and binary quadratic optimization
Jünger, Michael; Mallach, Sven - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1419-1430
Persistent link: https://www.econbiz.de/10012796926
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Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting; Sun, Xiaoling; Zhu, Shushang; Jiang, Rujun; … - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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Optimal sampling laws for stochastically constrained simulation optimization on finite sets
Hunter, Susan R.; Pasupathy, Raghu - In: INFORMS journal on computing : JOC 25 (2013) 3, pp. 527-542
Persistent link: https://www.econbiz.de/10009784052
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On maximum speedup ratio of restart algorithm portfolios
Mostovyi, Oleksii; Prokopyev, Oleg A.; Shylo, Oleg V. - In: INFORMS journal on computing : JOC 25 (2013) 2, pp. 222-229
Persistent link: https://www.econbiz.de/10009753760
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Decomposition algorithms for risk-averse multistage stochastic programs with application to water allocation under uncertainty
Zhang, Weini; Rahimian, Hamed; Bayraksan, Güzin - In: INFORMS journal on computing : JOC 28 (2016) 3, pp. 385-404
Persistent link: https://www.econbiz.de/10011538952
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Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan; Eskandani, Deniz; Fan, Jingnan - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
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Linear programming and the control of diffusion processes
Ahn, Andrew; Haugh, Martin B. - In: INFORMS journal on computing : JOC 27 (2015) 4, pp. 646-657
Persistent link: https://www.econbiz.de/10011422652