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~isPartOf:"INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel"
~isPartOf:"Omega : the international journal of management science"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
Omega : the international journal of management science
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Computers & operations research : and their applications to problems of world concern ; an international journal
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INFORMS journal on computing : JOC
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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Annals of operations research
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4OR : a quarterly journal of operations research
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EURO journal on computational optimization
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ECONIS (ZBW)
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EconStor
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Solving stochastic optimization with expectation constraints efficiently by a stochastic augmented Lagrangian-type algorithm
Zhang, Liwei
;
Zhang, Yule
;
Wu, Jia
;
Xiao, Xiantao
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 2989-3006
Persistent link: https://www.econbiz.de/10014326332
Saved in:
2
The robust multiple-choice multidimensional knapsack problem
Caserta, Marco
;
Voß, Stefan
- In:
Omega : the international journal of management science
86
(
2019
),
pp. 16-27
Persistent link: https://www.econbiz.de/10012016288
Saved in:
3
A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.
;
Guastaroba, Gianfranco
;
Speranza, Maria Grazia
- In:
Omega : the international journal of management science
65
(
2016
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
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4
A decision support approach for two-stage multi-objective index tracking using improved lagrangian decomposition
Wu, Dexiang
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012151704
Saved in:
5
Evaluating the quality of solutions in project portfolio selection
Korotkov, Vladimir
;
Wu, Desheng Dash
- In:
Omega : the international journal of management science
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012151718
Saved in:
6
A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
Tsionas, Efthymios G.
- In:
Omega : the international journal of management science
77
(
2018
),
pp. 73-79
Persistent link: https://www.econbiz.de/10011799159
Saved in:
7
Absolute return portfolios
Valle, Cristiano Arbex
;
Meade, Nigel
;
Beasley, John E.
- In:
Omega : the international journal of management science
45
(
2014
),
pp. 20-41
Persistent link: https://www.econbiz.de/10010258699
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8
Global optimization for bilevel portfolio design : economic insights from the Dow Jones Index
González-Díaz, Julio
;
González-Rodríguez, Brais
; …
- In:
Omega : the international journal of management science
102
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012514511
Saved in:
9
A two stage stochastic programming for asset protection routing and a solution algorithm based on the Progressive Hedging algorithm
Bashiri, Mahdi
;
Nikzad, Erfaneh
;
Eberhard, Andrew
; …
- In:
Omega : the international journal of management science
104
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012648548
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10
An alternating method for cardinality-constrained optimization : a computational study for the best subset selection and sparse portfolio problems
Moreira Costa, Carina
;
Kreber, Dennis
;
Schmidt, Martin
- In:
INFORMS journal on computing : JOC ; charting new …
34
(
2022
)
6
,
pp. 2968-2988
Persistent link: https://www.econbiz.de/10014326330
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