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Rivera Letelier, Orlando; Clautiaux, François; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2249-2270

Persistent link: https://www.econbiz.de/10013362732

Relaxation approach for equilibrium problems with equilibrium constraints

Steffensen, Sonja; Bittner, Micha - In: Computers & operations research : and their … 41 (2014), pp. 333-345

Persistent link: https://www.econbiz.de/10010223302

Approaches to a real-world train timetabling problem in a railway node

Cacchiani, Valentina; Furini, Fabio; Kidd, Martin Philip - In: Omega : the international journal of management science 58 (2016), pp. 97-110

Persistent link: https://www.econbiz.de/10011417007

Exact relaxations for parametric robust linear optimization problems

Chuong Thai Doan - In: Operations research letters 47 (2019) 2, pp. 105-109

Persistent link: https://www.econbiz.de/10012003272

A dual local search framework for combinatorial optimization problems with TSP application

Ouenniche, Jamal; Ramaswamy, Prasanna K.; Gendreau, Michel - In: Journal of the Operational Research Society : OR 68 (2017) 11, pp. 1377-1398

Persistent link: https://www.econbiz.de/10011815897

Risk return trade-off in relaxed risk parity portfolio optimization

Gambeta, Vaughn; Kwon, Roy - In: Journal of risk and financial management : JRFM 13 (2020) 10/237, pp. 1-28

This paper formulates a relaxed risk parity optimization model to control the balance of risk parity violation against the total portfolio performance. Risk parity has been criticized as being overly conservative and it is improved by re-introducing the asset expected returns into the model and...

Persistent link: https://www.econbiz.de/10012387965

A standard branch-and-bound approach for nonlinear semi-infinite problems

Marendet, Antoine; Goldsztejn, Alexandre; Chabert, Gilles; … - In: European journal of operational research : EJOR 282 (2020) 2, pp. 438-452

Persistent link: https://www.econbiz.de/10012157816

Job shop scheduling with the option of jobs outsourcing

Safarzadeh, Hamid; Kianfar, Farhad - In: International journal of production research 57 (2019) 10, pp. 3255-3272

Persistent link: https://www.econbiz.de/10012193255

Polyhedral relaxations for optimal pump scheduling of potable water distribution networks

Tasseff, Byron; Bent, Russell; Coffrin, Carleton; … - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 4, pp. 1040-1063

Persistent link: https://www.econbiz.de/10015163726

Necessary and sufficient conditions for rank-one-generated cones

Argue, C. J.; Kılınç-Karzan, Fatma; Wang, Alex L. - In: Mathematics of operations research 48 (2023) 1, pp. 100-126

Persistent link: https://www.econbiz.de/10014312484