Matemática Aplicada
Departamento
GLORIA ISABEL
PEREZ SAINZ DE ROZAS
Investigador/a en el periodo 1988-2020
Publicaciones en las que colabora con GLORIA ISABEL PEREZ SAINZ DE ROZAS (13)
2019
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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
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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
2015
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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
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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
2013
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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
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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
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Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
Documentos de Trabajo BILTOKI
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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
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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
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Lagrangian Decomposition for large-scale two-stage stochastic mixed 0-1 problems
Top, Vol. 20, Núm. 2, pp. 347-374
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MPI parallel programming of mixed integer optimization problems using CPLEX with COIN-OR
Documentos de Trabajo BILTOKI
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Scenario Cluster Lagrangian Decomposition in two stage stochastic mixed 0-1 optimization
Documentos de Trabajo BILTOKI
2010
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Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems
Documentos de Trabajo BILTOKI