Heuristic methods for the optimal statistic median problem

DOI10.1016/J.COR.2010.06.005MaRDI QIDQ709155zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 49749 (Why is no real title available?)
• scientific article; zbMATH DE number 3320125 (Why is no real title available?)
• A continuous variable neighborhood search heuristic for finding the three-dimensional structure of a molecule
• A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
• Computing efficient frontiers using estimated parameters
• General variable neighborhood search for the continuous optimization
• Optimization Methods in Finance
• Portfolio construction based on stochastic dominance and target return distributions
• Portfolio selection with robust estimation
• Robust Statistics
• Solving the unconstrained optimization problem by a variable neighborhood search
• The optimal statistical median of a convex set of arrays
• Variable neighborhood search: Principles and applications

Cited in

(4)

• Hybrid adaptive large neighborhood search for the optimal statistic median problem
• scientific article; zbMATH DE number 3987006 (Why is no real title available?)
• The optimal statistical median of a convex set of arrays
• A relative robust approach on expected returns with bounded CVaR for portfolio selection

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