Narrow search
Showing 1 - 10 of 21
Cover Image
On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10003862187
Cover Image
An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems : some theoretical and experimental aspects
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 204 (2010) 1, pp. 105-116
Persistent link: https://www.econbiz.de/10003946641
Cover Image
BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Top : transactions in operations research 17 (2009) 1, pp. 96-122
Persistent link: https://www.econbiz.de/10003856888
Cover Image
Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
Escudero, Laureano F.; Garín, María Araceli; Pérez, G.; … - In: Top : transactions in operations research 20 (2012) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10009578144
Cover Image
A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems
Aranburu Laka, Larraitz; Escudero, Laureano F.; Garín, … - In: Top : transactions in operations research 20 (2012) 2, pp. 279-295
Persistent link: https://www.econbiz.de/10009578155
Cover Image
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
Cover Image
On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
Cover Image
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
Cover Image
Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
Aldasoro, Unai; Garín, María Araceli; Merino, María; … - 2013
Persistent link: https://www.econbiz.de/10010417858
Cover Image
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