GLORIA ISABEL
PEREZ SAINZ DE ROZAS
Investigador/a en el periodo 1988-2020
Laureano Fernando
Escudero Bueno
Publicaciones en las que colabora con Laureano Fernando Escudero Bueno (51)
2017
-
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
-
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
-
Risk management for mathematical optimization under uncertainty
Documentos de Trabajo BILTOKI
2015
-
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
-
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
-
Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
Documentos de Trabajo BILTOKI
2013
-
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
-
Cluster lagrangian decomposition for two-stage stochastic mixed integer programming
XXXIV Congreso Nacional de Estadística e Investigación Operativa, VIII Jornadas de Estadística Pública: SEIO 2013. Universitat Jaume I, Castellón, septiembre 2013. Libro de actas
-
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
-
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
-
Scenario Cluster Decomposition of the Lagrangian dual in two-stage stochastic mixed 0-1 optimization
Computers and Operations Research, Vol. 40, Núm. 1, pp. 362-377
2012
-
A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems
Top, Vol. 20, Núm. 2, pp. 279-295
-
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
-
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
-
Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
Top, Vol. 20, Núm. 2, pp. 347-374
-
Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
Documentos de Trabajo BILTOKI
2011
2010
-
A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
Documentos de Trabajo BILTOKI
-
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
-
Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
Documentos de Trabajo BILTOKI