Prez Gloria

Gloria Prez

Information about the author Gloria Prez will soon be added to the site.
Found 6 papers in total
Scenario Cluster Decomposition of the Lagrangian dual in two‐stage stochastic mixed 0–1 optimization
Scenario Cluster Decomposition of the Lagrangian dual in two‐stage stochastic mixed 0–1 optimization
2013
In this paper we introduce four scenario Cluster based Lagrangian Decomposition...
An algorithmic framework for solving large‐scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees
An algorithmic framework for solving large‐scale multistage stochastic mixed 0–1 problems with nonsymmetric scenario trees
2012
In this paper we present a parallelizable Branch‐and‐Fix Coordination...
On multistage Stochastic Integer Programming (SIP) for incorporating logical constraints in asset and liability management under uncertainty
On multistage Stochastic Integer Programming (SIP) for incorporating logical constraints in asset and liability management under uncertainty
2009
We present a model for optimizing a mean-risk function of the terminal wealth for a...
Rostering in a rail passenger carrier
Rostering in a rail passenger carrier
2007
In this paper we present an applied study, commissioned by the regional rail passenger...
An O(n log n) procedure for identifying facets of the knapsack polytope
An O(n log n) procedure for identifying facets of the knapsack polytope
2003
An O(n log n) procedure is presented for obtaining facets of the knapsack polytope by...
On using an automatic scheme for obtaining the convex hull defining inequalities of a Weismantel 0–1 knapsack constraint
On using an automatic scheme for obtaining the convex hull defining inequalities of a Weismantel 0–1 knapsack constraint
1999
In this short note we obtain the full set of inequalities that define the convex hull...
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