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Selecting algorithms for large berth allocation problems

Wawrzyniak, Jakub; Drozdowski, Maciej; Sanlaville, Eric - In: European journal of operational research : EJOR 283 (2020) 3, pp. 844-862

Persistent link: https://www.econbiz.de/10012171660

Stochastic multi-attribute acceptability analysis-based heuristic algorithms for multi-attribute project portfolio selection and scheduling problem

Song, Shiling; Wei, Tingting; Yang, Feng; Xia, Qiong - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1373-1389

Persistent link: https://www.econbiz.de/10012588892

Optimal portfolio liquidation with cross-price impacts on trading

Li, Yi; Guo, Ju'e; Lai, Kin Keung; Shi, Jinzhao - In: Operational research : an international journal 22 (2022) 2, pp. 1083-1102

Persistent link: https://www.econbiz.de/10013174445

Revisiting where are the hard knapsack problems? : via instance space analysis

Smith-Miles, Kate; Christiansen, Jeffrey; Muñoz, Mario … - In: Computers & operations research : and their … 128 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012439903

Solving constrained mean-variance portfolio optimization problems using spiral optimization algorithm

Febrianti, Werry; Sidarto, Kuntjoro Adji; Sumarti, Novriana - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-12

modified spiral optimization algorithm (SOA). Then, we use Bartholomew-Biggs and Kane's data to validate our proposed algorithm …. The results show that our proposed algorithm can be an efficient tool for solving this portfolio optimization problem. …

Persistent link: https://www.econbiz.de/10013543067

A reactive greedy randomized adaptive search procedure for a mixed integer portfolio optimization problem

Anagnostopoulos, K. P.; Chatzoglou, P. D.; Katsavounis, S. - In: Managerial finance 36 (2010) 12, pp. 1057-1065

Persistent link: https://www.econbiz.de/10008778145

Vehicle routing with arrival time diversification

Hoogeboom, Maaike; Dullaert, Wout - In: European journal of operational research : EJOR 275 (2019) 1, pp. 93-107

Persistent link: https://www.econbiz.de/10011993227

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

Dynamic changes and multi-dimensional evolution of portfolio optimization

Zhou, Wei; Zhu, Wenqiang; Chen, Yan; Chen, Jin - In: Economic research 35 (2022) 1,2, pp. 1431-1456

Persistent link: https://www.econbiz.de/10014380885

Twenty years of linear programming based portfolio optimization

Mansini, Renata; Ogryczak, Włodzimierz; Speranza, … - In: European journal of operational research : EJOR 234 (2014) 2, pp. 518-535

Persistent link: https://www.econbiz.de/10010356709