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Lejeune, Miguel A.

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Author ID: lejeune.miguel-a Recent zbMATH articles by "Lejeune, Miguel A."
Published as: Le Jeune, M.; Lejeune, M. A.; Lejeune, Miguel; Lejeune, Miguel A.
External Links: MGP
Documents Indexed: 34 Publications since 2003

Publications by Year

Citations contained in zbMATH

28 Publications have been cited 262 times in 159 Documents Cited by Year
An exact solution approach for portfolio optimization problems under stochastic and integer constraints. Zbl 1226.90049
Bonami, P.; Lejeune, M. A.
42
2009
Pattern-based modeling and solution of probabilistically constrained optimization problems. Zbl 1269.90071
Lejeune, Miguel A.
27
2012
An efficient trajectory method for probabilistic production-inventory-distribution problems. Zbl 1167.90489
Lejeune, Miguel A.; Ruszczynski, Andrzej
26
2007
MIP reformulations of the probabilistic set covering problem. Zbl 1184.90116
Saxena, Anureet; Goyal, Vineet; Lejeune, Miguel A.
24
2010
Threshold Boolean form for joint probabilistic constraints with random technology matrix. Zbl 1297.90101
Kogan, Alexander; Lejeune, Miguel A.
18
2014
Mathematical programming approaches for generating \(p\)-efficient points. Zbl 1205.90210
Lejeune, Miguel; Noyan, Nilay
16
2010
Pattern definition of the \(p\)-efficiency concept. Zbl 1261.90032
Lejeune, Miguel A.
15
2012
Solving chance-constrained optimization problems with stochastic quadratic inequalities. Zbl 1348.90504
Lejeune, Miguel A.; Margot, François
14
2016
A variable neighborhood decomposition search method for supply chain management planning problems. Zbl 1142.90424
Lejeune, M. A.
11
2006
Public facility location using dispersion, population, and equity criteria. Zbl 1304.90119
Batta, Rajan; Lejeune, Miguel; Prasad, Srinivas
9
2014
Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization. Zbl 1346.91212
Lejeune, Miguel A.; Shen, Siqian
8
2016
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs. Zbl 1300.91043
Filomena, Tiago P.; Lejeune, Miguel A.
6
2014
Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments. Zbl 1245.90074
Filomena, Tiago P.; Lejeune, Miguel A.
6
2012
A VaR Black-Litterman model for the construction of absolute return fund-of-funds. Zbl 1258.91200
Lejeune, Miguel A.
6
2011
Modeling country risk ratings using partial orders. Zbl 1142.91724
Hammer, P. L.; Kogan, A.; Lejeune, M. A.
6
2006
Game theoretical approach for reliable enhanced indexation. Zbl 1398.91531
Lejeune, Miguel A.
5
2012
Heuristic optimization of experimental designs. Zbl 1037.90058
Lejeune, Miguel A.
4
2003
Probabilistic modeling of multiperiod service levels. Zbl 1317.90219
Lejeune, Miguel A.
3
2013
Preprocessing techniques and column generation algorithms for stochastically efficient demand. Zbl 1153.91627
Lejeune, M. A.
3
2008
Recent advances in the theory and practice of logical analysis of data. Zbl 1430.90495
Lejeune, Miguel; Lozin, Vadim; Lozina, Irina; Ragab, Ahmed; Yacout, Soumaya
2
2019
Erratum to: “Threshold Boolean form for joint probabilistic constraints with random technology matrix”. Zbl 06544670
Kogan, Alexander; Lejeune, Miguel A.; Luedtke, James
2
2016
Effectiveness-equity models for facility location problems on tree networks. Zbl 1338.90219
Lejeune, Miguel A.; Prasad, Srinivas Y.
2
2013
Optimization for simulation: LAD accelerator. Zbl 1228.90167
Lejeune, Miguel A.; Margot, François
2
2011
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. Zbl 1416.91352
Ji, Ran; Lejeune, Miguel A.
1
2018
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting. Zbl 06967056
Lejeune, Miguel A.; Kettunen, Janne
1
2018
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry. Zbl 1370.90305
Delgado de Oliveira, Alan; Filomena, Tiago Pascoal; Scherer Perlin, Marcelo; Lejeune, Miguel; de Macedo, Guilherme Ribeiro
1
2017
Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria. Zbl 1406.91414
Ji, Ran; Lejeune, Miguel A.; Prasad, Srinivas Y.
1
2017
Integer programming solution approach for inventory-production-distribution problems with direct shipments. Zbl 1137.90314
Lejeune, Miguel A.; Margot, François
1
2008
Recent advances in the theory and practice of logical analysis of data. Zbl 1430.90495
Lejeune, Miguel; Lozin, Vadim; Lozina, Irina; Ragab, Ahmed; Yacout, Soumaya
2
2019
Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. Zbl 1416.91352
Ji, Ran; Lejeune, Miguel A.
1
2018
A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting. Zbl 06967056
Lejeune, Miguel A.; Kettunen, Janne
1
2018
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry. Zbl 1370.90305
Delgado de Oliveira, Alan; Filomena, Tiago Pascoal; Scherer Perlin, Marcelo; Lejeune, Miguel; de Macedo, Guilherme Ribeiro
1
2017
Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria. Zbl 1406.91414
Ji, Ran; Lejeune, Miguel A.; Prasad, Srinivas Y.
1
2017
Solving chance-constrained optimization problems with stochastic quadratic inequalities. Zbl 1348.90504
Lejeune, Miguel A.; Margot, François
14
2016
Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization. Zbl 1346.91212
Lejeune, Miguel A.; Shen, Siqian
8
2016
Erratum to: “Threshold Boolean form for joint probabilistic constraints with random technology matrix”. Zbl 06544670
Kogan, Alexander; Lejeune, Miguel A.; Luedtke, James
2
2016
Threshold Boolean form for joint probabilistic constraints with random technology matrix. Zbl 1297.90101
Kogan, Alexander; Lejeune, Miguel A.
18
2014
Public facility location using dispersion, population, and equity criteria. Zbl 1304.90119
Batta, Rajan; Lejeune, Miguel; Prasad, Srinivas
9
2014
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs. Zbl 1300.91043
Filomena, Tiago P.; Lejeune, Miguel A.
6
2014
Probabilistic modeling of multiperiod service levels. Zbl 1317.90219
Lejeune, Miguel A.
3
2013
Effectiveness-equity models for facility location problems on tree networks. Zbl 1338.90219
Lejeune, Miguel A.; Prasad, Srinivas Y.
2
2013
Pattern-based modeling and solution of probabilistically constrained optimization problems. Zbl 1269.90071
Lejeune, Miguel A.
27
2012
Pattern definition of the \(p\)-efficiency concept. Zbl 1261.90032
Lejeune, Miguel A.
15
2012
Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments. Zbl 1245.90074
Filomena, Tiago P.; Lejeune, Miguel A.
6
2012
Game theoretical approach for reliable enhanced indexation. Zbl 1398.91531
Lejeune, Miguel A.
5
2012
A VaR Black-Litterman model for the construction of absolute return fund-of-funds. Zbl 1258.91200
Lejeune, Miguel A.
6
2011
Optimization for simulation: LAD accelerator. Zbl 1228.90167
Lejeune, Miguel A.; Margot, François
2
2011
MIP reformulations of the probabilistic set covering problem. Zbl 1184.90116
Saxena, Anureet; Goyal, Vineet; Lejeune, Miguel A.
24
2010
Mathematical programming approaches for generating \(p\)-efficient points. Zbl 1205.90210
Lejeune, Miguel; Noyan, Nilay
16
2010
An exact solution approach for portfolio optimization problems under stochastic and integer constraints. Zbl 1226.90049
Bonami, P.; Lejeune, M. A.
42
2009
Preprocessing techniques and column generation algorithms for stochastically efficient demand. Zbl 1153.91627
Lejeune, M. A.
3
2008
Integer programming solution approach for inventory-production-distribution problems with direct shipments. Zbl 1137.90314
Lejeune, Miguel A.; Margot, François
1
2008
An efficient trajectory method for probabilistic production-inventory-distribution problems. Zbl 1167.90489
Lejeune, Miguel A.; Ruszczynski, Andrzej
26
2007
A variable neighborhood decomposition search method for supply chain management planning problems. Zbl 1142.90424
Lejeune, M. A.
11
2006
Modeling country risk ratings using partial orders. Zbl 1142.91724
Hammer, P. L.; Kogan, A.; Lejeune, M. A.
6
2006
Heuristic optimization of experimental designs. Zbl 1037.90058
Lejeune, Miguel A.
4
2003
all top 5

Cited by 317 Authors

19 Lejeune, Miguel A.
8 Sun, Xiaoling
8 Zheng, Xiaojin
7 Li, Duan
7 Luedtke, James R.
6 Branda, Martin
6 Küçükyavuz, Simge
5 Ahmed, Shabbir
4 Cui, Xueting
4 Ivanov, Sergey Valerievich
4 Van Ackooij, Wim
3 Filomena, Tiago Pascoal
3 Kibzun, Andrey Ivanovich
3 Kogan, Alexander
3 Lisser, Abdel
3 Margot, François
3 Mehra, Aparna
3 Pagnoncelli, Bernardo K.
3 Saxena, Anureet
3 Song, Yongjia
3 Wu, Baiyi
3 Xie, Weijun
2 Adam, Lukáš
2 Barbati, Maria
2 Beraldi, Patrizia
2 Bonami, Pierre
2 Bonates, Tibérius O.
2 Bruni, Maria Elena
2 Canessa, Gianpiero
2 Chen, Zhiping
2 Dentcheva, Darinka
2 Esmaeilikia, Masoud
2 Fahimnia, Behnam
2 Govindan, Kannan
2 Hansen, Pierre
2 Ji, Ran
2 Kettunen, Janne
2 Kumar, Arun N.
2 Lee, Jon
2 Liu, Xiao
2 Lozin, Vadim Vladislavovich
2 Mansini, Renata
2 Martinez, Gabriela E.
2 Mladenović, Nenad
2 Mo, John
2 Moreno-Pérez, José Andrés
2 Nemhauser, George L.
2 Noyan, Nilay
2 Ogryczak, Włodzimierz
2 Peng, Shen
2 Poss, Michael
2 Reich, Daniel S.
2 Sarkis, Joeseph
2 Sharma, Amita
2 Shen, Siqian
2 Wang, Feng
2 Wu, Hao-Hsiang
2 Xing, Keyi
2 Xiong, Fuli
2 Yao, Haixiang
2 Zhang, Zhihai
2 Zhu, Shushang
1 Agrawal, Shubhada
1 Ahmed, Aquil
1 Alecu, Bogdan
1 Alexe, Gabriela
1 Alexe, Sorin
1 Ali, Irfan
1 Alumur, Sibel A.
1 Alwohaibi, Maram
1 Atamtürk, Alper
1 Atminas, Aistis
1 Avila-Herrera, Juan F.
1 Bai, Yanqin
1 Bain, Travaughn C.
1 Balaji, Srinivasan
1 Balbás, Alejandro
1 Balbás, Beatriz
1 Balbás, Raquel
1 Barbosa Póvoa, Ana Paula Ferreira Dias
1 Barrera, Javiera
1 Baumann, Philipp
1 Bazrafshan, Majid
1 Beasley, John E.
1 Belderrain, Mischel Carmen Neyra
1 Benson, Karen
1 Berge, V.
1 Borenstein, Denis
1 Bruno, Giuseppe
1 Brusco, Michael J.
1 Bucher, Max
1 Bülbül, Kerem
1 Büsing, Christina
1 Campbell, James F.
1 Campi, Marco Claudio
1 Cao, Liyuan
1 Carvalho, Ana P.
1 Caserta, Marco
1 Castro-Jiménez, Francisco Jesús
1 Červinka, Michal
...and 217 more Authors
all top 5

Cited in 50 Serials

28 European Journal of Operational Research
19 Annals of Operations Research
17 Mathematical Programming. Series A. Series B
6 Computers & Operations Research
5 Journal of Global Optimization
5 Automation and Remote Control
5 SIAM Journal on Optimization
5 Computational Optimization and Applications
4 Journal of Optimization Theory and Applications
4 Operations Research Letters
4 Optimization and Engineering
3 Operations Research
3 INFORMS Journal on Computing
3 Computational Management Science
3 Optimization Letters
2 Discrete Applied Mathematics
2 Journal of Computational and Applied Mathematics
2 Opsearch
2 Asia-Pacific Journal of Operational Research
2 CEJOR. Central European Journal of Operations Research
2 Quantitative Finance
2 Journal of Industrial and Management Optimization
2 Mathematical Programming Computation
1 International Journal of Systems Science
1 Psychometrika
1 Applied Mathematics and Computation
1 Journal of Combinatorial Theory. Series B
1 Mathematics and Computers in Simulation
1 Insurance Mathematics & Economics
1 Japan Journal of Industrial and Applied Mathematics
1 Numerical Algorithms
1 Computational Statistics and Data Analysis
1 Cybernetics and Systems Analysis
1 Annals of Mathematics and Artificial Intelligence
1 International Transactions in Operational Research
1 Finance and Stochastics
1 Optimization Methods & Software
1 Mathematical Methods of Operations Research
1 RAIRO. Operations Research
1 Natural Computing
1 4OR
1 Journal of the Indonesian Mathematical Society
1 Networks and Spatial Economics
1 Advances in Decision Sciences
1 Statistics and Computing
1 Croatian Operational Research Review (CRORR)
1 Numerical Algebra, Control and Optimization
1 Decision Analysis
1 EURO Journal on Computational Optimization
1 Journal of the Operations Research Society of China

Citations by Year