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On the convergence rates of expected improvement methods
Ryzhovn, Ilya O. - In: Operations research 64 (2016) 6, pp. 1515-1528
Persistent link: https://www.econbiz.de/10011620816
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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
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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
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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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Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper; Gómez, Andrés - In: Operations research 68 (2020) 2, pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
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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
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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
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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
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Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay; Rudolf, Gábor - In: Operations research 66 (2018) 2, pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
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Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact
Chen, Jingnan; Feng, Liming; Peng, Jiming; Ye, Yinyu - In: Operations research 62 (2014) 1, pp. 195-206
Persistent link: https://www.econbiz.de/10010338535