Hybrid adaptive large neighborhood search for the optimal statistic median problem
From MaRDI portal
Publication:1761216
DOI10.1016/j.cor.2012.02.019zbMath1251.90307OpenAlexW2117196949MaRDI QIDQ1761216
Klemens Katterbauer, Sibel Salman, Oguz, Ceyda
Publication date: 15 November 2012
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2012.02.019
global optimizationmixed-integer programminglarge neighborhood searchhybridizationstatistic median problem
Order statistics; empirical distribution functions (62G30) Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)
Related Items
A survey of adaptive large neighborhood search algorithms and applications ⋮ Meta-analysis of metaheuristics: quantifying the effect of adaptiveness in adaptive large neighborhood search
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A robust mean absolute deviation model for portfolio optimization
- A survey of very large-scale neighborhood search techniques
- Heuristic methods for the optimal statistic median problem
- Hybrid metaheuristics. An emerging approach to optimization.
- Combining variable neighborhood search with integer linear programming for the generalized minimum spanning tree problem
- The optimal statistical median of a convex set of arrays
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
- Robust Convex Optimization
- Portfolio Selection with Robust Estimation
- Optimization Methods in Finance
- Robust Portfolio Selection Problems
- Handbook of metaheuristics