Publications by the researcher in collaboration with MARIA MERINO MAESTRE (24)

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

    Documentos de Trabajo BILTOKI

2013

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

    Documentos de Trabajo BILTOKI

  2. 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

  2. BFC-MSMIP: an exact Branch-and-Fix Coordination approach for solving multistage stochastic mixed 0-1 problems

    XXXI Congreso Nacional de Estadística e Investigación Operativa ; V Jornadas de Estadística Pública: Murcia, 10-13 de febrero de 2009 : Libro de Actas

  3. BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems

    Top, Vol. 17, Núm. 1, pp. 96-122

  4. BFC-TSMIP: a Branch-and-Fix Coordination methodology for solving two-stage stochastic mixed 0-1 problems

    XXXI Congreso Nacional de Estadística e Investigación Operativa ; V Jornadas de Estadística Pública: Murcia, 10-13 de febrero de 2009 : Libro de Actas

  5. On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty

    Computational Management Science, Vol. 6, Núm. 3, pp. 307-327

2007

  1. A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes

    Annals of Operations Research, Vol. 152, Núm. 1, pp. 395-420

  2. The value of the stochastic solution in multistage problems

    Top, Vol. 15, Núm. 1, pp. 48-64