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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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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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Absolute return portfolios
Valle, Cristiano Arbex; Meade, Nigel; Beasley, John E. - In: Omega : the international journal of management science 45 (2014), pp. 20-41
Persistent link: https://www.econbiz.de/10010258699
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Global optimization for bilevel portfolio design : economic insights from the Dow Jones Index
González-Díaz, Julio; González-Rodríguez, Brais; … - In: Omega : the international journal of management science 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012514511
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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
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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