Publicaciones en las que colabora con MARIA MERINO MAESTRE (30)

2019

  1. Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic

    Annals of Operations Research, Vol. 280, Núm. 1-2, pp. 151-187

2017

  1. A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0–1 problems

    European Journal of Operational Research, Vol. 258, Núm. 2, pp. 590-606

2016

  1. On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs

    European Journal of Operational Research, Vol. 249, Núm. 1, pp. 164-176

  2. Risk management for mathematical optimization under uncertainty

    Documentos de Trabajo BILTOKI

2015

  1. Branch-and-Fix Coordination based metaheuristic algorithms for solving large-scale multistage stochastic mixed 0-1 problems

    XXXV Congreso Nacional SEIO: IX Jornadas de Estadística Pública : Universidad Pública de Navarra, Pamplona, del 26 al 29 de mayo de 2015

  2. On parallelization of a stochastic dynamic programming algorithm for solving large-scale mixed 0–1 problems under uncertainty

    Top, Vol. 23, Núm. 3, pp. 703-742

  3. Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints

    Documentos de Trabajo BILTOKI

2013

  1. An algorithmic framework for solving large-scale multistage stochastic mixed 0-1 problems with nonsymmetric scenario trees. Part II: Parallelization

    Computers and Operations Research, Vol. 40, Núm. 12, pp. 2950-2960

  2. Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage

    Documentos de Trabajo BILTOKI

  3. On parallelizing BFC: an exact algorithm for solving large-scale stochastic multistage mixed 0-1 optimizacion models

    XXXIV Congreso Nacional de Estadística e Investigación Operativa, VIII Jornadas de Estadística Pública: SEIO 2013. Universitat Jaume I, Castellón, septiembre 2013. Libro de actas

  4. Risk averse stochastic dominance constraints recourse-integer in multistage stochastic mixed 0-1 optimization

    XXXIV Congreso Nacional de Estadística e Investigación Operativa, VIII Jornadas de Estadística Pública: SEIO 2013. Universitat Jaume I, Castellón, septiembre 2013. Libro de actas

2012

  1. An algorithmic framework for solving large-scale multistage stochastic mixed 01 problems with nonsymmetric scenario trees

    Computers and Operations Research, Vol. 39, Núm. 5, pp. 1133-1144

  2. Erratum: An algorithmic framework for solving large scale multistage stochastic mixed 01 problems with nonsymmetric scenario trees (Computers and Operations Research (2012) (1133-1144))

    Computers and Operations Research

  3. MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR

    Documentos de Trabajo BILTOKI

  4. On solving strong multistage nonsymmetric stochastic mixed 0-1 problems

    OPERATIONS RESEARCH PROCEEDINGS 2011

2011

  1. A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty

    Documentos de Trabajo BILTOKI

2010

  1. A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine

    Documentos de Trabajo BILTOKI

  2. An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects

    European Journal of Operational Research, Vol. 204, Núm. 1, pp. 105-116

  3. On BFC-MSMIP strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming

    Computers and Operations Research, Vol. 37, Núm. 4, pp. 738-753

2009

  1. A general algorithm for solving two-stage stochastic mixed 0-1 first-stage problems

    Computers and Operations Research, Vol. 36, Núm. 9, pp. 2590-2600