Gloria Pérez (UPV-EHU)

*Inicio* *Docencia* *Áreas de interés* *Publicaciones* *Publicaciones on-line* *Congresos* *Eventos* *Software* *Links*		*Publicaciones (10 últimos años)* 1.Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. An algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems with nonsymmetric scenario trees. COMPUTERS AND OPERATIONS RESEARCH. 39, 5, pp 1133-1144, 2012 2.Laureano Escudero, Araceli Garín, Gloria Pérez y Aitziber Unzueta.. Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems. TOP doi:10.1007/s11750-0237-1, 2012 3.Larraitz Aranburu, Laureano Escudero, Araceli Garín y Gloria Pérez. A so-called Cluster Benders Decomposition approach for solving two-stage stochastic linear problems. TOP doi:10.1007/s11750-0242-4, 2012 4.Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. On solving strong multi-stage nonsymmetric stochastic mixed 0-1 problems, Proceedings International Conference on Operations research, OR2011, Aceptado Octubre 2011, Springer. 5.Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. An exact algorithm for solving large-scale two-stage stochastic mixed integer problems: some theoretical experimental aspects. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 205-1, pp 105-116, 2010. 6.Mikel Lezaun, Gloria Pérez; Eduardo Sainz de la Maza. Staff rostering for the station personnel of a railway company. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (JORS), 61, pp:1104-1111, 2010. 7.Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. On BFC-MSMIP Strategies for scenario cluster multistage partitioning and the twin node family branching selection and bounding for multistage stochastic mixed integer problems. COMPUTERS AND OPERATIONS RESEARCH 37-4, pp 738-753, 2010 8..Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. BFC-MSMIP: An exact Branch-and-Fix coordination approach for solving multistage stochastic mixed 0-1 problems.. TOP 17-1, pp 96-122, 2009. 9.Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. A General Algorithm for solving two-stage stochastic mixed 0-1 first-stage problems. COMPUTERS AND OPERATIONS RESEARCH. 36-9, pp 2590-2600, 2009 10. Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty. COMPUTATIONAL MANAGEMENT SCIENCES. 6-3, pp. 307-327, 2009. 11. V..M. Albornoz; A. Alonso-Ayuso; C.M. Canales; S. Cerisola; A.J. Conejo; R. García Bertrand; A. Garín; D. Eager; L.F. Escudero; J. García-González ; J.M. Latorre; M. Merino; R. Mínguez ; J.F. Monge; N. Nabona; A. Pagés; R. Palacios; G. Pérez; C. Pizarro; F. Quintana; A. Ramos; C.E. Ramos; J.J. Salazar; Optimización bajo incertidumbre. Editores: Andrés Ramos, Antonio Alonso-Ayuso, Gloria Pérez (EDS.). Servicio de publicaciones de la Universidad Pontificia Comillas, 2008. 12. Mikel Lezaun, Gloria Pérez; Eduardo Sainz de la Maza. Matemáticas para una planificación óptima del trabajo. MATEMATICALIA, 4(3), p. 80-89, 2008. 13. Mikel Lezaun, Gloria Pérez; Eduardo Sainz de la Maza. Rostering in a rail passenger carrier. JOURNAL OF SCHEDULING (JOSH) 10-4, pp. 245-257, 2007. 14. L.F. Escudero, A. Garín, M. Merino, G. Pérez. A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes. ANNALS OF OPERATIONS RESEARCH 152, pp 395-420, 2007. 15. L.F. Escudero, A. Garín, M. Merino, G. Pérez. The value of the stochastic solution in multistage problems. TOP 15, 48-64, 2007. 16. Mikel Lezaun, Gloria Pérez; Eduardo Sainz de la Maza. The crew rostering problem in a public transport company. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (JORS) 57-10, pp 1173 -1179, 2006. 17. A Alonso-Ayuso, L.F. Escudero, A. Garín, M.T. Ortuño, G. Pérez. On the product selection and plant dimensioning problem under uncertainty. OMEGA-International Journal of Management Science. 33-4, 307-318, 2005. 18. Alonso-Ayuso, L.F. Escudero, A. Garín, M.T. Ortuño, G. Pérez. An approach for strategic chain planning under uncertainty based on stochastic 0-1 programming, JOURNAL OF GLOBAL OPTIMIZATION, 26-1, 97-124, 2003. 19. L.F. Escudero, A. Garín, G. Pérez. An O(nlogn) procedure for identifying facets of the knapsack polytope. OPERATIONS RESEARCH LETTERS, 31-3, 211-218, 2003. 20. Gloria Pérez Sainz de Rozas. Using Mathematica to build Non-parametric Statistical Tables. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 12-1, 248-248, 2003 21. Gloria Pérez Sainz de Rozas. Using Mathematica to build Non-parametric Statistical Tables. JOURNAL OF STATISTICAL SOFTWARE (JSS) , 8, 4, 2003



*Inicio* *Docencia* *Áreas de interés* *Publicaciones* *Publicaciones on-line* *Congresos* *Eventos* *Software* *Links*		*Publicaciones on-line (10 últimos años)* 1. Gloria Pérez, Araceli Garín. On downloading and using CPLEX within COIN-OR for solving lineal/integer optimization problems. BILTOKI DT.2011.08, 2011. 2. Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty. BILTOKI DT.2011.01, 2011. 3. Gloria Pérez, Araceli Garín. On downloading and using COIN-OR for solving lineal/integer optimization problems. BILTOKI DT.2010.05, 2010. 4. Larraitz Aranburu, Laureano Escudero, Araceli Garín y Gloria Pérez. On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition. BILTOKI DT.2010.08, 2010. 5. Laureano Escudero, Araceli Garín, Gloria Pérez y Aitziber Unzueta. Lagrangean decomposition for large-scale two-stage stochastic mixed 0-1 problems. BILTOKI DT.2010.07, 2010. 6. Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine. BILTOKI DT.2010.02, 2010 7. Mikel Lezaun, Gloria Pérez; Eduardo Sainz de la Maza. Matemáticas para una planificación óptima del trabajo. MATEMATICALIA, 4(3), pp. 80-89, 2008. 8. L.F. Escudero, A. Garín, M. Merino, G. Pérez. A two-stage stochastic integer programming approach..BILTOKI 2005.01, 2005. 9. Gloria Pérez Sainz de Rozas. Using Mathematica to build Non-parametric Statistical Tables. JOURNAL OF STATISTICAL SOFTWARE (JSS) , 8, 4, 2003

*Inicio* *Docencia* *Áreas de interés* *Publicaciones* *Publicaciones on-line* *Congresos* *Eventos* *Software* *Links*		*Comunicaciones en Congresos (10 últimos años)* 1. Parallelized Branch and Fix Coordination on Energy System Investment Problems, INFORMS Charlotte (USA) 2011 2. On risk measures and algorithmic frameworks for risk management while optimizing mixed 0-1 linear economic-based problems uncertainty. OPTIM2011. International Conference on Optimization. Theory, Algorithms and Applications in Economics, Barcelona, 2011. 3. Risk management in optimization under uncertainty: models, algorithms and applications. SYM-OP-IS 2011, Belgrado (Serbia),2011 4. On solving strong multi-stage nonsymmetric stochastic mixed 0-1 problems. OR20111. International Conference on Operational Research,, Zurich (Switzerland), 2011 5. Modern multistage risk measures for immunizing fixed- income portfolios under uncertainty. International Conference on Operational Research,, Zurich (Switzerland), 2011 6. On solving multi-stage mixed 0-1 problems with nonsymmetric scenario trees. Optimization 2011, Lisboa (Portugal), 2011. 7. Crew rostering at passenger rail operators. RSME Conference on Transfer and Industrial Mathematics, Santiago de Compostela, 2011. 8. Risk averse strategies in Stochastic Optimization. 9th Workshop on Advances in Continuous Optimization (EUROPT), Ballarat (Australia), 2011. 9. On using preprocessing: cuts identification and probing schemes in stochastic mixed 0-1 and combinatorial optimization . VII ALIO/ EURO Workshop on Applied Combinatorial Optimization. Oporto (Portugal), 2011. 10. Scenario cluster lagrangean decomposition in stochastic integer programming. VII ALIO/ EURO Workshop on Applied Combinatorial Optimization. Oporto (Portugal), 2011. 11. On obtaining the scenario cluster based Lagrangean bound for two-stage stochastic integer optimization.. Invited paper. 8^th International Conference on Computational Management Science (CMS2011). University of Neuchatel, Switzerland, 2011. 12. Langragean Decomposition for large-scale two-stage stochastic mixed 0-1 problems. Invited paper.12th International Conference on Stochastic Programming, SP XII. Halifax (Canada), 2010 13. On using COIN-OR in the BFC-MSMIP algorithm for multistage mixed integer programming. Invited paper. 12th International Conference on Stochastic Programming, SP XII. Halifax (Canada), 2010. 14. On BFC-MSMIP strategies for Twin Node Family branching selection and bounding for multistage stochastic mixed integer programming. Invited paper. 24rd European Conference on Operational Research, EURO XXI. Lisboa (Portugal), 2010. 15. Dual search methods for solving the Langragean Decomposition of two-stage stochastic mixed 0-1 problems. ECCO XXIII-C0 2010. European Chapter on Combinatorial Optimization. Málaga (España), 2010. 16. On BFC-MSMIP strategies for scenario cluster partitioning, and Twin Node Family branching selection and bounding for multistage stochastic mixed integer programming. ISMP 2009. 20th International Symposium of Mathematical Programming. Chicago (EEUU), 2009. 17. Branch-And-Fix Coordination approach for the mixed 0-1 multistage environment: a set of strategies. Invited paper. 23rd European Conference on Operational Research, EURO XXIII, Bonn (Alemania), 2009 18. On the performance of the BFC-TSMIP algorithm. Invited paper. 23rd European Conference on Operational Research, EURO XXIII, Bonn (Alemania), 2009 19. Modelo estocástico de selección de carteras de renta fija con costes de transacción y distintas calificaciones crediticias. XII Encuentro de Economía Aplicada, Madrid 2009. 20. BFC-TSMIP: A Branch-And-Fix Coordination methodology for solving two-stage stochastic mixed 0-1 problems. . XXXI Congreso Nacional de Estadística e I.O, SEIO, Murcia, 2009. 21. BFC-MSMIP: An exact Branch-And-Fix Coordination approach for solving multistage stochastic mixed 0-1 problems. XXXI Congreso Nacional de Estadística e I.O, SEIO, Murcia, 2009. 22. Modelización de la recogida diaria de dos tipos de residuos sólidos. XXXI Congreso Nacional de Estadística e I.O, SEIO, Murcia, 2009 23. Shift Scheduling at passenger transport companies. Invited paper. Congreso Latino Americano de Investigación de Operaciones, CLAIO 08. Cartagena de Indias (Colombia), 2008 24. BFC-TSMIP: An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems. Invited paper. Congreso Latino Americano de Investigación de Operaciones, CLAIO 08. Cartagena de Indias (Colombia), 2008 25. Rostering at railway passenger transport companies. IWOR08, International Workshop on Operational Research (in Honour Prof. Laureano Escudero). Madrid, 2008. 26. BFC-TSMIP: An Exact Algorithm for Solving Large-Scale Two-Stage Stochastic Mixed-Integer Problems. IWOR08, International Workshop on Operational Research (in Honour Prof. Laureano Escudero). Madrid, 2008. 27. BFC-MSMIP: An Exact Algorithm for Solving Large-Scale Stochastic Mixed-Integer Problems. IWOR08, International Workshop on Operational Research (in Honour Prof. Laureano Escudero). Madrid, 2008. 28. On solving two-stage stochastic first stage and second stage mixed 0-1 problems. 22^nd European Conference on Operational Research. Praga, 2007. 29. A general two stages algorihm for solving integer programs via Branch-and- Fix Coordination and benders decomposition. 11^th Conference on Stochastic Progamming (SPXI). Viena, 2007. 30. A hybrid Branch-and-Fix Coordination and Nested Benders Decomposition approach for solving multistage stochastic mixed 0-1 problems. 22^nd European Conference on Operational Research. Praga, 2007. 31. A multistage stochastic integer programming model and algorithm for incorporating logical constraints in assets and liabilities management under uncertainty. Applied Mathematical Programming and Modeling. Madrid, 2006 32. A two stage stochastic integer programming approach as a mixture of branch-and-fix coordination and benders decomposition schemes. Applied Mathematical Programming and Modeling, APMOD2006. Madrid, 2006 33. On solving the ALM problem under uncertainty and logical. 20^th European Conference on Operational Research. Rodas, 2004 34. On solving two stages mixed 0-1 stochastic problems via Benders Decomposition and Branch-and Fix coordination. 20^th European Conference on Operational Research. Rodas, 2004 35. On solving multistage mixed 0-1 programs via scenario analysis. 12^th. French- German Spanish Conference on Optimization. Avignon (Francia), 2004 36. On the BFC approach for multisatge stochastic mixed 0-1 program solving. IFIP/SOM workshop on Stochatic integer programminig. University of Groningen (The Netherlands), 2004 37. On the Mortgage-Backed securities portfolio structuring problem under uncertainty. 5th EURO/INFORMS Joint International Meeting. Estambul, 2003 38. On Mean-Risk optimization for fixed income assets and liabilities management under uncertainty. 5th EURO/INFORMS Joint International Meeting. Estambul, 2003 39. On the mortgage backed securities portfolio structuring problem under uncertainty. XXVII Reunion Nacional de la SEIO. Lleida, 2003 40. On mean- risk optimization for fixed income assets and liabilities under uncertainty. XXVII Reunión Nacional de la SEIO. Lleida, 2003 41. Metodologías de descomposición en programación estocástica: un sencillo ejemplo en el sector financiero. XXVII Reunión Nacional de la SEIO. Lleida, 2003 42. On identifying facets of the knapsack polytope by using strong minimal covers and maximal cliques. INTEGER PROGRAMMING CONFERENCE IN HONOR OF EGON BALAS. Pittsburgh (EE UU), 2002 43. On mortgage-backed securities portfolio designing via stochastic mixed 0-1 programming. Applied Mathematical Programming and Modeling, APMOD2002. Milan (Italia), 2002.