Search Results - person:"sotirov, renata"

Sinjorgo, Lennart; Sotirov, Renata - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 417-433

Persistent link: https://www.econbiz.de/10014532298

Integrated customer portfolio selection and procurement quantity planning for a supplier

Fleuren, Tijn; Merzifonluoglu, Yasemin; Geunes, Joseph; … - In: Omega : the international journal of management science 128 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015085001

Partitioning through projections : strong SDP bounds for large graph partition problems

Meijer, Frank de; Sotirov, Renata; Wiegele, Angelika; … - In: Computers & operations research : and their … 151 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014234883

The maximum k-colorable subgraph problem and related problems

Kuryatnikova, Olga; Sotirov, Renata; Vera, Juan C. - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 656-669

Persistent link: https://www.econbiz.de/10013361326

SDP-based bounds for the quadratic cycle cover problem via cutting-plane augmented Lagrangian methods and reinforcement learning

Meijer, Frank de; Sotirov, Renata - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1262-1276

Persistent link: https://www.econbiz.de/10012796691

Lower bounds for the bandwidth problem

Rendl, Franz; Sotirov, Renata; Truden, Christian - In: Computers & operations research : and their … 135 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012649704

On solving the quadratic shortest path problem

Hu, Hao; Sotirov, Renata - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 219-233

Persistent link: https://www.econbiz.de/10012242664

Graph bisection revisited

Sotirov, Renata - In: Paths, pivots, and practice : the power of optimization, (pp. 143-154). 2018

Persistent link: https://www.econbiz.de/10011846453

A polynomial optimization approach to constant rebalanced portfolio selection

Takano, Yuichi; Sotirov, Renata - 2010

Persistent link: https://www.econbiz.de/10008697955

A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection

Sotirov, Renata - 2010

We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion. In order to solve the POPs of high degree, we develop a cutting-plane algorithm based on...

Persistent link: https://www.econbiz.de/10013136268

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