Heuristic methods for the optimal statistic median problem

DOI10.1016/J.COR.2010.06.005zbMath1231.90385OpenAlexW2001157643MaRDI QIDQ709155

Stefano Benati

Publication date: 15 October 2010

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cor.2010.06.005

zbMATH Keywords

global optimizationlocal searchvariable neighborhood searchnon-differentiable optimizationstatistic median problem

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Related Items (2)

A relative robust approach on expected returns with bounded CVaR for portfolio selection ⋮ Hybrid adaptive large neighborhood search for the optimal statistic median problem

Uses Software

• GLOB

Cites Work

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• Solving the unconstrained optimization problem by a variable neighborhood search
• General variable neighborhood search for the continuous optimization
• Computing efficient frontiers using estimated parameters
• 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
• A continuous variable neighborhood search heuristic for finding the three-dimensional structure of a molecule
• Portfolio construction based on stochastic dominance and target return distributions
• Portfolio Selection with Robust Estimation
• Optimization Methods in Finance
• Robust Statistics
• Variable neighborhood search: Principles and applications

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