Conditional value at risk and related linear programming models for portfolio optimization. Zbl 1132.91497
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. Grazia |
|
2007
|
Heuristic algorithms for the portfolio selection problem with minimum transaction lots. Zbl 0935.91022
Mansini, Renata; Speranza, Maria Grazia |
|
1999
|
Twenty years of linear programming based portfolio optimization. Zbl 1304.91202
Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia |
|
2014
|
Kernel search: a general heuristic for the multi-dimensional knapsack problem. Zbl 1188.90207
Angelelli, Enrico; Mansini, Renata; Speranza, M. Grazia |
|
2010
|
Selecting portfolios with fixed costs and minimum transaction lots. Zbl 1059.91042
Kellerer, Hans; Mansini, Renata; Speranza, M. Grazia |
|
2000
|
LP solvable models for portfolio optimization: a classification and computational comparison. Zbl 1115.91336
Mansini, Renata; Ogryczak, Włodzimierz |
|
2003
|
The team orienteering problem with time windows: an LP-based granular variable neighborhood search. Zbl 1253.90048
Labadie, Nacima; Mansini, Renata; Melechovský, Jan; Wolfler Calvo, Roberto |
|
2012
|
Linear programming models based on omega ratio for the enhanced index tracking problem. Zbl 1346.91208
Guastaroba, G.; Mansini, R.; Ogryczak, W.; Speranza, M. G. |
|
2016
|
An efficient fully polynomial approximation scheme for the Subset-Sum problem. Zbl 1045.68157
Kellerer, Hans; Mansini, Renata; Pferschy, Ulrich; Speranza, Maria Grazia |
|
2003
|
The multi-vehicle traveling purchaser problem with pairwise incompatibility constraints and unitary demands: a branch-and-price approach. Zbl 1346.90112
Gendreau, Michel; Manerba, Daniele; Mansini, Renata |
|
2016
|
Kernel search: a new heuristic framework for portfolio selection. Zbl 1246.91119
Angelelli, Enrico; Mansini, Renata; Speranza, M. Grazia |
|
2012
|
On LP solvable models for portfolio selection. Zbl 1062.91035
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. Grazia |
|
2003
|
On the effectiveness of scenario generation techniques in single-period portfolio optimization. Zbl 1157.91359
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
Linear and mixed integer programming for portfolio optimization. Zbl 1316.91002
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. Grazia |
|
2015
|
A branch-and-cut algorithm for the team orienteering problem. Zbl 1391.90599
Bianchessi, Nicola; Mansini, Renata; Grazia Speranza, M. |
|
2018
|
CORAL: an exact algorithm for the multidimensional knapsack problem. Zbl 1462.90109
Mansini, Renata; Speranza, M. Grazia |
|
2012
|
Semi-absolute deviation rule for mutual funds portfolio selection. Zbl 1060.91056
Chiodi, Luca; Mansini, Renata; Speranza, Maria Grazia |
|
2003
|
The vehicle routing problem with time windows and simultaneous pick-up and delivery. Zbl 1005.90510
Angelelli, Enrico; Mansini, Renata |
|
2002
|
The traveling purchaser problem and its variants. Zbl 1394.90487
Manerba, Daniele; Mansini, Renata; Riera-Ledesma, Jorge |
|
2017
|
The distance constrained multiple vehicle traveling purchaser problem. Zbl 1305.90047
Bianchessi, N.; Mansini, R.; Speranza, M. G. |
|
2014
|
The traveling purchaser problem with budget constraint. Zbl 1158.90416
Mansini, Renata; Tocchella, Barbara |
|
2009
|
The multi-visit team orienteering problem with precedence constraints. Zbl 1430.90086
Hanafi, Saïd; Mansini, Renata; Zanotti, Roberto |
|
2020
|
An exact algorithm for the capacitated total quantity discount problem. Zbl 1253.90028
Manerba, Daniele; Mansini, Renata |
|
2012
|
Exploring greedy criteria for the dynamic traveling purchaser problem. Zbl 1204.90078
Angelelli, E.; Mansini, R.; Vindigni, M. |
|
2009
|
Modeling the pre auction stage the truckload case. Zbl 1178.90040
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
A multidimensional knapsack model for asset-backed securitization. Zbl 1130.90391
Mansini, R.; Speranza, M. G. |
|
2002
|
Mixed integer linear programming models for optimal crop selection. Zbl 1391.90428
Filippi, Carlo; Mansini, Renata; Stevanato, Elisa |
|
2017
|
A stochastic programming approach for the traveling purchaser problem. Zbl 1433.90024
Beraldi, Patrizia; Bruni, Maria Elena; Manerba, Daniele; Mansini, Renata |
|
2017
|
An effective matheuristic for the capacitated total quantity discount problem. Zbl 1348.90640
Manerba, Daniele; Mansini, Renata |
|
2014
|
New results for the directed profitable rural postman problem. Zbl 1338.90335
Colombi, Marco; Mansini, Renata |
|
2014
|
The traveling purchaser problem with time-dependent quantities. Zbl 1391.90502
Angelelli, E.; Gendreau, M.; Mansini, R.; Vindigni, M. |
|
2017
|
The directed profitable rural postman problem with incompatibility constraints. Zbl 1403.90096
Colombi, Marco; Corberán, Ángel; Mansini, Renata; Plana, Isaac; Sanchis, José M. |
|
2017
|
Enhanced index tracking with CVaR-based ratio measures. Zbl 1455.91236
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia |
|
2020
|
Improving spare parts management for field services: a model and a case study for the repair kit problem. Zbl 1473.90010
Saccani, Nicola; Visintin, Filippo; Mansini, Renata; Colombi, Marco |
|
2017
|
Models and simulations for portfolio rebalancing. Zbl 1188.91201
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
A linear programming model for the separate refuse collection service. Zbl 1042.90575
Mansini, Renata; Speranza, M. Grazia |
|
1998
|
The hierarchical mixed rural postman problem: polyhedral analysis and a branch-and-cut algorithm. Zbl 1394.90543
Colombi, Marco; Corberán, Ángel; Mansini, Renata; Plana, Isaac; Sanchis, José M. |
|
2017
|
The generalized independent set problem: polyhedral analysis and solution approaches. Zbl 1402.90141
Colombi, Marco; Mansini, Renata; Savelsbergh, Martin |
|
2017
|
A two-phase kernel search variant for the multidimensional multiple-choice knapsack problem. Zbl 1487.90560
Lamanna, Leonardo; Mansini, Renata; Zanotti, Roberto |
|
2022
|
A core-based exact algorithm for the multidimensional multiple choice knapsack problem. Zbl 07303823
Mansini, Renata; Zanotti, Roberto |
|
2020
|
Optimizing the physician scheduling problem in a large hospital ward. Zbl 1446.90082
Mansini, Renata; Zanotti, Roberto |
|
2020
|
Hybridizing adaptive large neighborhood search with kernel search: a new solution approach for the nurse routing problem with incompatible services and minimum demand. Zbl 07744637
Gobbi, Alessandro; Manerba, Daniele; Mansini, Renata; Zanotti, Roberto |
|
2023
|
Two linear approximation algorithms for the subset-sum problem. Zbl 0955.90150
Kellerer, Hans; Mansini, Renata; Speranza, Maria Grazia |
|
2000
|
Scheduling groups of tasks with precedence constraints on three dedicated processors. Zbl 1074.68007
Mansini, Renata; Speranza, M. Grazia; Tuza, Zsolt |
|
2004
|
Effective algorithms for a bounded version of the uncapacitated TPP. Zbl 1178.90059
Mansini, Renata; Tocchella, Barbara |
|
2009
|
A branch-and-bound algorithm for the time-dependent rural postman problem. Zbl 1458.90604
Calogiuri, Tobia; Ghiani, Gianpaolo; Guerriero, Emanuela; Mansini, Renata |
|
2019
|
Management policies in a dynamic multi period routing problem. Zbl 1178.90031
Angelelli, Enrico; Bianchessi, Nicola; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
A real-time vehicle routing model for a courier service problem. Zbl 1162.90327
Angelelli, Enrico; Mansini, Renata; Speranza, M. Grazia |
|
2005
|
Hybridizing adaptive large neighborhood search with kernel search: a new solution approach for the nurse routing problem with incompatible services and minimum demand. Zbl 07744637
Gobbi, Alessandro; Manerba, Daniele; Mansini, Renata; Zanotti, Roberto |
|
2023
|
A two-phase kernel search variant for the multidimensional multiple-choice knapsack problem. Zbl 1487.90560
Lamanna, Leonardo; Mansini, Renata; Zanotti, Roberto |
|
2022
|
The multi-visit team orienteering problem with precedence constraints. Zbl 1430.90086
Hanafi, Saïd; Mansini, Renata; Zanotti, Roberto |
|
2020
|
Enhanced index tracking with CVaR-based ratio measures. Zbl 1455.91236
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia |
|
2020
|
A core-based exact algorithm for the multidimensional multiple choice knapsack problem. Zbl 07303823
Mansini, Renata; Zanotti, Roberto |
|
2020
|
Optimizing the physician scheduling problem in a large hospital ward. Zbl 1446.90082
Mansini, Renata; Zanotti, Roberto |
|
2020
|
A branch-and-bound algorithm for the time-dependent rural postman problem. Zbl 1458.90604
Calogiuri, Tobia; Ghiani, Gianpaolo; Guerriero, Emanuela; Mansini, Renata |
|
2019
|
A branch-and-cut algorithm for the team orienteering problem. Zbl 1391.90599
Bianchessi, Nicola; Mansini, Renata; Grazia Speranza, M. |
|
2018
|
The traveling purchaser problem and its variants. Zbl 1394.90487
Manerba, Daniele; Mansini, Renata; Riera-Ledesma, Jorge |
|
2017
|
Mixed integer linear programming models for optimal crop selection. Zbl 1391.90428
Filippi, Carlo; Mansini, Renata; Stevanato, Elisa |
|
2017
|
A stochastic programming approach for the traveling purchaser problem. Zbl 1433.90024
Beraldi, Patrizia; Bruni, Maria Elena; Manerba, Daniele; Mansini, Renata |
|
2017
|
The traveling purchaser problem with time-dependent quantities. Zbl 1391.90502
Angelelli, E.; Gendreau, M.; Mansini, R.; Vindigni, M. |
|
2017
|
The directed profitable rural postman problem with incompatibility constraints. Zbl 1403.90096
Colombi, Marco; Corberán, Ángel; Mansini, Renata; Plana, Isaac; Sanchis, José M. |
|
2017
|
Improving spare parts management for field services: a model and a case study for the repair kit problem. Zbl 1473.90010
Saccani, Nicola; Visintin, Filippo; Mansini, Renata; Colombi, Marco |
|
2017
|
The hierarchical mixed rural postman problem: polyhedral analysis and a branch-and-cut algorithm. Zbl 1394.90543
Colombi, Marco; Corberán, Ángel; Mansini, Renata; Plana, Isaac; Sanchis, José M. |
|
2017
|
The generalized independent set problem: polyhedral analysis and solution approaches. Zbl 1402.90141
Colombi, Marco; Mansini, Renata; Savelsbergh, Martin |
|
2017
|
Linear programming models based on omega ratio for the enhanced index tracking problem. Zbl 1346.91208
Guastaroba, G.; Mansini, R.; Ogryczak, W.; Speranza, M. G. |
|
2016
|
The multi-vehicle traveling purchaser problem with pairwise incompatibility constraints and unitary demands: a branch-and-price approach. Zbl 1346.90112
Gendreau, Michel; Manerba, Daniele; Mansini, Renata |
|
2016
|
Linear and mixed integer programming for portfolio optimization. Zbl 1316.91002
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. Grazia |
|
2015
|
Twenty years of linear programming based portfolio optimization. Zbl 1304.91202
Mansini, Renata; Ogryczak, Wlodzimierz; Speranza, M. Grazia |
|
2014
|
The distance constrained multiple vehicle traveling purchaser problem. Zbl 1305.90047
Bianchessi, N.; Mansini, R.; Speranza, M. G. |
|
2014
|
An effective matheuristic for the capacitated total quantity discount problem. Zbl 1348.90640
Manerba, Daniele; Mansini, Renata |
|
2014
|
New results for the directed profitable rural postman problem. Zbl 1338.90335
Colombi, Marco; Mansini, Renata |
|
2014
|
The team orienteering problem with time windows: an LP-based granular variable neighborhood search. Zbl 1253.90048
Labadie, Nacima; Mansini, Renata; Melechovský, Jan; Wolfler Calvo, Roberto |
|
2012
|
Kernel search: a new heuristic framework for portfolio selection. Zbl 1246.91119
Angelelli, Enrico; Mansini, Renata; Speranza, M. Grazia |
|
2012
|
CORAL: an exact algorithm for the multidimensional knapsack problem. Zbl 1462.90109
Mansini, Renata; Speranza, M. Grazia |
|
2012
|
An exact algorithm for the capacitated total quantity discount problem. Zbl 1253.90028
Manerba, Daniele; Mansini, Renata |
|
2012
|
Kernel search: a general heuristic for the multi-dimensional knapsack problem. Zbl 1188.90207
Angelelli, Enrico; Mansini, Renata; Speranza, M. Grazia |
|
2010
|
On the effectiveness of scenario generation techniques in single-period portfolio optimization. Zbl 1157.91359
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
The traveling purchaser problem with budget constraint. Zbl 1158.90416
Mansini, Renata; Tocchella, Barbara |
|
2009
|
Exploring greedy criteria for the dynamic traveling purchaser problem. Zbl 1204.90078
Angelelli, E.; Mansini, R.; Vindigni, M. |
|
2009
|
Modeling the pre auction stage the truckload case. Zbl 1178.90040
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
Models and simulations for portfolio rebalancing. Zbl 1188.91201
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
Effective algorithms for a bounded version of the uncapacitated TPP. Zbl 1178.90059
Mansini, Renata; Tocchella, Barbara |
|
2009
|
Management policies in a dynamic multi period routing problem. Zbl 1178.90031
Angelelli, Enrico; Bianchessi, Nicola; Mansini, Renata; Speranza, M. Grazia |
|
2009
|
Conditional value at risk and related linear programming models for portfolio optimization. Zbl 1132.91497
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. Grazia |
|
2007
|
A real-time vehicle routing model for a courier service problem. Zbl 1162.90327
Angelelli, Enrico; Mansini, Renata; Speranza, M. Grazia |
|
2005
|
Scheduling groups of tasks with precedence constraints on three dedicated processors. Zbl 1074.68007
Mansini, Renata; Speranza, M. Grazia; Tuza, Zsolt |
|
2004
|
LP solvable models for portfolio optimization: a classification and computational comparison. Zbl 1115.91336
Mansini, Renata; Ogryczak, Włodzimierz |
|
2003
|
An efficient fully polynomial approximation scheme for the Subset-Sum problem. Zbl 1045.68157
Kellerer, Hans; Mansini, Renata; Pferschy, Ulrich; Speranza, Maria Grazia |
|
2003
|
On LP solvable models for portfolio selection. Zbl 1062.91035
Mansini, Renata; Ogryczak, Włodzimierz; Speranza, M. Grazia |
|
2003
|
Semi-absolute deviation rule for mutual funds portfolio selection. Zbl 1060.91056
Chiodi, Luca; Mansini, Renata; Speranza, Maria Grazia |
|
2003
|
The vehicle routing problem with time windows and simultaneous pick-up and delivery. Zbl 1005.90510
Angelelli, Enrico; Mansini, Renata |
|
2002
|
A multidimensional knapsack model for asset-backed securitization. Zbl 1130.90391
Mansini, R.; Speranza, M. G. |
|
2002
|
Selecting portfolios with fixed costs and minimum transaction lots. Zbl 1059.91042
Kellerer, Hans; Mansini, Renata; Speranza, M. Grazia |
|
2000
|
Two linear approximation algorithms for the subset-sum problem. Zbl 0955.90150
Kellerer, Hans; Mansini, Renata; Speranza, Maria Grazia |
|
2000
|
Heuristic algorithms for the portfolio selection problem with minimum transaction lots. Zbl 0935.91022
Mansini, Renata; Speranza, Maria Grazia |
|
1999
|
A linear programming model for the separate refuse collection service. Zbl 1042.90575
Mansini, Renata; Speranza, M. Grazia |
|
1998
|