Matemática Aplicada, Estadística e Investigación Operativa (UPV-EHU)

1. Laureano Escudero, Araceli Garín, María Merino, Gloria Pérez. 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. Publicado on-line Julio 2009, DOI:10.1016/j.cor.2009.06.023. En prensa.

2. M. Lezaun, G.Pérez; E. Sainz de la Maza. Staff rostering for the station personnel of a railway company. JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (JORS). Publicado on-line Junio 2009, DOI 10.1057/jors.2009.48. En prensa.

3. L.F. Escudero, A. Garín, M. Merino, G. Pérez. BFC-MSMIP: An exact Branch-and-Fix coordination approach for solving multistage stochastic mixed 0-1 problems.. TOP 17-1, 96-122, 2009.

4. L.F. Escudero, A. Garín, M. Merino, G. Pérez. A General Algorithm for solving two-stage stochastic mixed 0-1 first-stage problems. COMPUTERS AND OPERATIONS RESEARCH. 36-9, 2590-2600, 2009

5. L.F. Escudero, A. Garín, M. Merino, G. Pérez. On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty. COMPUTATIONAL MANAGEMENT SCIENCES. 6-3, 307-327, 2009.

6. 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, 2009.

7. Mikel Lezaun, Gloria Pérez; Eduardo Sainz de la Maza. Rostering in a rail passenger carrier. JOURNAL OF SCHEDULING (JOSH) . 10-4, 245-257, 2007.

8. 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, 395-420, 2007.

9. L.F. Escudero, A. Garín, M. Merino, G. Pérez. The value of the stochastic solution in multistage problems. TOP 15, 48-64, 2007.

10. 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, 1173 -1179, 2006.

11. 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.

12. 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. Biltoki 2005-01, Departamento de Economía Aplicada III, 2005.

13. A. 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.

14. 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.

15. Gloria Pérez Sainz de Rozas. Using Mathematica to build Non-parametric Statistical Tables. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 12-1, 248-248, 2003

16. Gloria Pérez Sainz de Rozas. Using Mathematica to build Non-parametric Statistical Tables. JOURNAL OF STATISTICAL SOFTWARE (JSS) , 8,4,2003

17. L.F. Escudero, E. Galindo, A. Garín, M. Merino, G. Pérez. The value of the stochastic solution for mixed income assets and liabilities management under uncertainty. Trabajos de I+D, I-2003-11. Centro de Investigación Operativa. Universidad Miguel Hernández, 2003.

18. L.F. Escudero, A. Garín, M. Merino, G. Pérez. On structuring Mortgage-Backed securities portfolios under uncertainty. Trabajos de I+D, I-2003-04. Centro de Investigación Operativa. Universidad Miguel Hernández, 2003.

19. A Alonso-Ayuso, L.F. Escudero, A. Garín, M.T. Ortuño, G. Pérez. A Stochastic 0-1 Program based approach for Strategic Supply Chain Planning under Uncertainty. Trabajos de I+D, I-2001-07. Centro de Investigación Operativa. Universidad Miguel Hernández, 2001.

20. L.F. Escudero, A. Garín, M. Merino, G. Pérez. A O(nlogn) procedure for identifying facets of the knapsack polytope. Trabajos de I+D, I-2001-18. Centro de Investigación Operativa. Universidad Miguel Hernández, 2001.

21. Gloria Pérez Sainz de Rozas. Programación Matemática. Servicio Editorial UPV/EHU, 2000.

22. Gloria Pérez Sainz de Rozas. Estadística Matemática. Servicio Editorial UPV/EHU, 1999.

23. L.F. Escudero, A. Garín, G. Pérez. On using an automatic scheme for obtaining the convex full defining inequalities of a Weismantel 0-1 knapsack constraint. TOP 7-1, 145-154, 1999.

24. L.F. Escudero, A. Garín, G. Pérez. O(nlogn) procedures for tightening cover inequalities. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 113-1, 676-687, 1999.

Congresos

Docencia

Áreas de interés

Publicaciones

Congresos

Eventos

Software libre

Links

1. 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

2. On the performance of the BFC-TSMIP algorithm. Invited paper. 23rd European Conference on Operational Research, EURO XXIII, Bonn (Alemania), 2009

3. Modelo estocástico de selección de carteras de renta fija con costes de transacción y distintas calificaciones crediticias. XII Encuentro de Economía Aplicada, Madrid 2009.

4. 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.

5. 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.

6. Modelización de la recogida diaria de dos tipos de residuos sólidos. XXXI Congreso Nacional de Estadística e I.O, SEIO, Murcia, 2009

7. Shift Scheduling at passenger transport companies. Invited paper. Congreso Latino Americano de Investigación de Operaciones, CLAIO 08. Cartagena de Indias (Colombia), 2008

8. 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

9. Rostering at railway passenger transport companies. IWOR08, International Workshop on Operational Research (in Honour Prof. Laureano Escudero). Madrid, 2008.

10. 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.

11. BFC-SMIP: An Exact Algorithm for Solving Large-Scale Stochastic Mixed-Integer Problems. IWOR08, International Workshop on Operational Research (in Honour Prof. Laureano Escudero). Madrid, 2008.

12. On solving two-stage stochastic first stage and second stage mixed 0-1 problems. 22^nd European Conference on Operational Research. Praga, 2007.

13. 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.

14. 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.

15. 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

16. 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

17. On solving the ALM problem under uncertainty and logical. 20^th European Conference on Operational Research. Rodas, 2004

18. 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

19. On solving multistage mixed 0-1 programs via scenario analysis. 12^th. French- German Spanish Conference on Optimization. Avignon (Francia), 2004

20. 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

21. On the Mortgage-Backed securities portfolio structuring problem under uncertainty. 5th EURO/INFORMS Joint International Meeting. Estambul, 2003

22. On Mean-Risk optimization for fixed income assets and liabilities management under uncertainty. 5th EURO/INFORMS Joint International Meeting. Estambul, 2003

23. On the mortgage backed securities portfolio structuring problem under uncertainty. XXVII Reunion Nacional de la SEIO. Lleida, 2003

24. On mean- risk optimization for fixed income assets and liabilities under uncertainty. XXVII Reunión Nacional de la SEIO. Lleida, 2003

25. Metodologías de descomposición en programación estocástica: un sencillo ejemplo en el sector financiero. XXVII Reunión Nacional de la SEIO. Lleida, 2003

26. 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

27. On mortgage-backed securities portfolio designing via stochastic mixed 0-1 programming. Applied Mathematical Programming and Modeling, APMOD2002. Milan (Italia), 2002.

28. An exact stochastic 0-1 program approach for strategic production planning. INFORMS Annual Meeting 2001, invited paper. Miami (Florida, EEUU), 2001

29. A Stochastic 0-1 Program approach for large-scale strategic supply chain (SSCh) planning. INFORMS Annual Meeting 2001, invited paper. Miami (Florida, EEUU), 2001

30. On 0-1 equivalent models for supply chain management under uncertainty. 18^th. European Conference on Operational Research Rotterdam (Holanda), 2001.

31. On modeling strategic production planning under uncertainty. 18^th. European Conference on Operational Research Rotterdam (Holanda), 2001.

32. Un modelo 2-etapas para la planificación estratégica bajo incertidumbre. INFORMS X CLAIO, Congreso Latino Americano de Investigación Operativa. Méjico DF (Méjico), 2000.

33. On Detecting Redundancy in Mixed 0-1 Programs. Euro XVII, 17^th European Conference on Operational Research. Budapest (Hungría), 2000.

34. Resultados computacionales en la identificación de facetas obtenidas de cubrimientos minimales fuertes. XXV Congreso Nacional de Estadística e I.O, SEIO, 2000.

35. Resultados computacionales en la identificación de facetas obtenidas de cubrimientos minimales fuertes. 19^th IFIP (International Federation for information processing) TC7 Conference on System Modelling and Optimization. University of Cambridge. (Reino Unido), 1999.