Stabilized column generation for the temporal knapsack problem using dual-optimal inequalities
Year of publication: |
March 2017
|
---|---|
Authors: | Gschwind, Timo ; Irnich, Stefan |
Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 39.2017, 2, p. 541-556
|
Subject: | Omega ratio optimization | Value-at-risk | Conditional value-at-risk | Robust portfolio optimization | Asset allocation | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Ganzzahlige Optimierung | Integer programming |
-
Omega-CVaR portfolio optimization and its worst case analysis
Sharma, Amita, (2017)
-
Bridging k-sum and CVaR optimization in MILP
Filippi, Carlo, (2019)
-
Optimization of a dynamic supply portfolio considering risks and discount's constraints
Rabbani, Masoud, (2014)
- More ...
-
Dual Inequalities for Stabilized Column Generation Revisited
Gschwind, Timo, (2014)
-
Stabilized Column Generation for the Temporal Knapsack Problem using Dual- Optimal Inequalities
Gschwind, Timo, (2014)
-
A note on symmetry reduction for circular traveling tournament problems
Gschwind, Timo, (2011)
- More ...