Narrow search
Showing 1 - 10 of 142
Cover Image
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
Cover Image
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
Cover Image
A scalable algorithm for sparse portfolio selection
Bertsimas, Dimitris; Cory-Wright, Ryan - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1489-1511
Persistent link: https://www.econbiz.de/10013361693
Cover Image
An efficient global optimal method for cardinality constrained portfolio optimization
Xu, Wei; Tang, Jie; Yiu, Ka Fai Cedric; Peng, Jian Wen - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 690-704
Persistent link: https://www.econbiz.de/10014532319
Cover Image
Extending the scope of robust quadratic optimization
Marandi, Ahmadreza; Ben-Tal, Aharon; Hertog, Dirk den; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 211-226
Persistent link: https://www.econbiz.de/10013358924
Cover Image
A penalty branch-and-bound method for mixed binary linear complementarity problems
De Santis, Marianna; Vries, Sven de; Schmidt, Martin; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3117-3133
Persistent link: https://www.econbiz.de/10014326634
Cover Image
A branch-and-price algorithm for the multiple knapsack problem
Lalonde, Olivier; Côté, Jean-François; Gendron, Bernard - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3134-3150
Persistent link: https://www.econbiz.de/10014326733
Cover Image
Stochastic dual dynamic programming for multiechelon lot sizing with component substitution
Thevenin, Simon; Adulyasak, Yossiri; Cordeau, Jean-François - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3151-3169
Persistent link: https://www.econbiz.de/10014326735
Cover Image
An algorithm for maximizing a convex function based on its minimum
Ben-Tal, Aharon; Roos, Ernst - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3200-3214
Persistent link: https://www.econbiz.de/10014326742
Cover Image
Robust team orienteering problem with decreasing profits
Yu, Qinxiao; Cheng, Chun; Zhu, Ning - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3215-3233
Persistent link: https://www.econbiz.de/10014326777