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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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Problem-driven scenario clustering in stochastic optimization
Keutchayan, Julien; Ortmann, Janosch; Rei, Walter - In: Computational management science 20 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014391949
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Scenario cluster decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
Escudero, Laureano F.; Garín, María Araceli; Pérez, … - In: Computers & operations research : and their … 40 (2013) 1, pp. 362-377
Persistent link: https://www.econbiz.de/10009658509
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Scenario cluster lagrangian decomposition in two stage stochastic mixed 0-1 optimization
Escudero, Laureano F.; Garín, María Araceli; Pérez, … - 2012
Persistent link: https://www.econbiz.de/10010417894
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A clustering approach for scenario tree reduction : an application to a stochastic programming portfolio optimization problem
Beraldi, Patrizia; Bruni, Maria Elena - In: Top : transactions in operations research 22 (2014) 3, pp. 934-949
Persistent link: https://www.econbiz.de/10010437107
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Cluster Lagrangean decomposition in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 67 (2016), pp. 48-62
Persistent link: https://www.econbiz.de/10011441239
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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 85 (2017), pp. 154-171
Persistent link: https://www.econbiz.de/10011713905
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Generating cluster submodels from two-stage stochastic mixed integer optimization models
Eguía, Isabel; Garín, María Araceli; Unzueta … - 2018
Persistent link: https://www.econbiz.de/10011963995
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Mathematical programming formulations and algorithms for discrete k-median clustering of time-series data
Seref, Onur; Fan, Ya-ju; Chaovalitwongse, Wanpracha - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 160-172
Persistent link: https://www.econbiz.de/10010344112
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A robust spectral clustering algorithm for sub-Gaussian mixture models with outliers
Srivastava, Prateek R.; Sarkar, Purnamrita; … - In: Operations research 71 (2023) 1, pp. 224-244
Persistent link: https://www.econbiz.de/10014308484