Edit Profile Lejeune, Miguel A. Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 7 single-authored 3 Filomena, Tiago Pascoal 3 Margot, François 3 Prasad, Srinivas Y. 2 Ji, Ran 2 Kettunen, Janne 2 Kogan, Alexander 1 Anparasan, Azrah A. 1 Batta, Rajan 1 Custodio, Janiele 1 de Macedo, Guilherme Ribeiro 1 Delgado de Oliveira, Alan 1 Goyal, Vineet 1 Lozin, Vadim Vladislavovich 1 Lozina, Irina 1 Luedtke, James R. 1 Noyan, Nilay 1 Ragab, Ahmed M. 1 Ruszczyński, Andrzej 1 Saxena, Anureet 1 Scherer Perlin, Marcelo 1 Shen, Siqian 1 Turner, John L. 1 Yacout, Soumaya 1 Zavaleta, Antonio all top 5 Serials 7 European Journal of Operational Research 5 Operations Research 5 Annals of Operations Research 3 Mathematical Programming. Series A. Series B 1 Journal of Optimization Theory and Applications 1 Networks 1 Operations Research Letters 1 International Transactions in Operational Research 1 Optimization and Engineering 1 Quantitative Finance 1 Computational Management Science 1 Decision Analysis all top 5 Fields 28 Operations research, mathematical programming (90-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Biology and other natural sciences (92-XX) 1 Statistics (62-XX) 1 Computer science (68-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 1226.90049Bonami, P.; Lejeune, M. A. 42 2009 Pattern-based modeling and solution of probabilistically constrained optimization problems. Zbl 1269.90071Lejeune, Miguel A. 27 2012 An efficient trajectory method for probabilistic production-inventory-distribution problems. Zbl 1167.90489Lejeune, Miguel A.; Ruszczynski, Andrzej 26 2007 MIP reformulations of the probabilistic set covering problem. Zbl 1184.90116Saxena, Anureet; Goyal, Vineet; Lejeune, Miguel A. 24 2010 Threshold Boolean form for joint probabilistic constraints with random technology matrix. Zbl 1297.90101Kogan, Alexander; Lejeune, Miguel A. 18 2014 Mathematical programming approaches for generating \(p\)-efficient points. Zbl 1205.90210Lejeune, Miguel; Noyan, Nilay 16 2010 Pattern definition of the \(p\)-efficiency concept. Zbl 1261.90032Lejeune, Miguel A. 15 2012 Solving chance-constrained optimization problems with stochastic quadratic inequalities. Zbl 1348.90504Lejeune, Miguel A.; Margot, François 14 2016 A variable neighborhood decomposition search method for supply chain management planning problems. Zbl 1142.90424Lejeune, M. A. 11 2006 Public facility location using dispersion, population, and equity criteria. Zbl 1304.90119Batta, Rajan; Lejeune, Miguel; Prasad, Srinivas 9 2014 Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization. Zbl 1346.91212Lejeune, Miguel A.; Shen, Siqian 8 2016 Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs. Zbl 1300.91043Filomena, Tiago P.; Lejeune, Miguel A. 6 2014 Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments. Zbl 1245.90074Filomena, Tiago P.; Lejeune, Miguel A. 6 2012 A VaR Black-Litterman model for the construction of absolute return fund-of-funds. Zbl 1258.91200Lejeune, Miguel A. 6 2011 Modeling country risk ratings using partial orders. Zbl 1142.91724Hammer, P. L.; Kogan, A.; Lejeune, M. A. 6 2006 Game theoretical approach for reliable enhanced indexation. Zbl 1398.91531Lejeune, Miguel A. 5 2012 Heuristic optimization of experimental designs. Zbl 1037.90058Lejeune, Miguel A. 4 2003 Probabilistic modeling of multiperiod service levels. Zbl 1317.90219Lejeune, Miguel A. 3 2013 Preprocessing techniques and column generation algorithms for stochastically efficient demand. Zbl 1153.91627Lejeune, M. A. 3 2008 Recent advances in the theory and practice of logical analysis of data. Zbl 1430.90495Lejeune, 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 06544670Kogan, Alexander; Lejeune, Miguel A.; Luedtke, James 2 2016 Effectiveness-equity models for facility location problems on tree networks. Zbl 1338.90219Lejeune, Miguel A.; Prasad, Srinivas Y. 2 2013 Optimization for simulation: LAD accelerator. Zbl 1228.90167Lejeune, Miguel A.; Margot, François 2 2011 Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. Zbl 1416.91352Ji, Ran; Lejeune, Miguel A. 1 2018 A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting. Zbl 06967056Lejeune, Miguel A.; Kettunen, Janne 1 2018 A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry. Zbl 1370.90305Delgado 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 1406.91414Ji, Ran; Lejeune, Miguel A.; Prasad, Srinivas Y. 1 2017 Integer programming solution approach for inventory-production-distribution problems with direct shipments. Zbl 1137.90314Lejeune, Miguel A.; Margot, François 1 2008 Recent advances in the theory and practice of logical analysis of data. Zbl 1430.90495Lejeune, Miguel; Lozin, Vadim; Lozina, Irina; Ragab, Ahmed; Yacout, Soumaya 2 2019 Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints. Zbl 1416.91352Ji, Ran; Lejeune, Miguel A. 1 2018 A fractional stochastic integer programming problem for reliability-to-stability ratio in forest harvesting. Zbl 06967056Lejeune, Miguel A.; Kettunen, Janne 1 2018 A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry. Zbl 1370.90305Delgado 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 1406.91414Ji, Ran; Lejeune, Miguel A.; Prasad, Srinivas Y. 1 2017 Solving chance-constrained optimization problems with stochastic quadratic inequalities. Zbl 1348.90504Lejeune, Miguel A.; Margot, François 14 2016 Multi-objective probabilistically constrained programs with variable risk: models for multi-portfolio financial optimization. Zbl 1346.91212Lejeune, Miguel A.; Shen, Siqian 8 2016 Erratum to: “Threshold Boolean form for joint probabilistic constraints with random technology matrix”. Zbl 06544670Kogan, Alexander; Lejeune, Miguel A.; Luedtke, James 2 2016 Threshold Boolean form for joint probabilistic constraints with random technology matrix. Zbl 1297.90101Kogan, Alexander; Lejeune, Miguel A. 18 2014 Public facility location using dispersion, population, and equity criteria. Zbl 1304.90119Batta, Rajan; Lejeune, Miguel; Prasad, Srinivas 9 2014 Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs. Zbl 1300.91043Filomena, Tiago P.; Lejeune, Miguel A. 6 2014 Probabilistic modeling of multiperiod service levels. Zbl 1317.90219Lejeune, Miguel A. 3 2013 Effectiveness-equity models for facility location problems on tree networks. Zbl 1338.90219Lejeune, Miguel A.; Prasad, Srinivas Y. 2 2013 Pattern-based modeling and solution of probabilistically constrained optimization problems. Zbl 1269.90071Lejeune, Miguel A. 27 2012 Pattern definition of the \(p\)-efficiency concept. Zbl 1261.90032Lejeune, Miguel A. 15 2012 Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments. Zbl 1245.90074Filomena, Tiago P.; Lejeune, Miguel A. 6 2012 Game theoretical approach for reliable enhanced indexation. Zbl 1398.91531Lejeune, Miguel A. 5 2012 A VaR Black-Litterman model for the construction of absolute return fund-of-funds. Zbl 1258.91200Lejeune, Miguel A. 6 2011 Optimization for simulation: LAD accelerator. Zbl 1228.90167Lejeune, Miguel A.; Margot, François 2 2011 MIP reformulations of the probabilistic set covering problem. Zbl 1184.90116Saxena, Anureet; Goyal, Vineet; Lejeune, Miguel A. 24 2010 Mathematical programming approaches for generating \(p\)-efficient points. Zbl 1205.90210Lejeune, Miguel; Noyan, Nilay 16 2010 An exact solution approach for portfolio optimization problems under stochastic and integer constraints. Zbl 1226.90049Bonami, P.; Lejeune, M. A. 42 2009 Preprocessing techniques and column generation algorithms for stochastically efficient demand. Zbl 1153.91627Lejeune, M. A. 3 2008 Integer programming solution approach for inventory-production-distribution problems with direct shipments. Zbl 1137.90314Lejeune, Miguel A.; Margot, François 1 2008 An efficient trajectory method for probabilistic production-inventory-distribution problems. Zbl 1167.90489Lejeune, Miguel A.; Ruszczynski, Andrzej 26 2007 A variable neighborhood decomposition search method for supply chain management planning problems. Zbl 1142.90424Lejeune, M. A. 11 2006 Modeling country risk ratings using partial orders. Zbl 1142.91724Hammer, P. L.; Kogan, A.; Lejeune, M. A. 6 2006 Heuristic optimization of experimental designs. Zbl 1037.90058Lejeune, Miguel A. 4 2003 all cited Publications top 5 cited Publications 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 all top 5 Cited in 13 Fields 135 Operations research, mathematical programming (90-XX) 42 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Statistics (62-XX) 8 Computer science (68-XX) 7 Probability theory and stochastic processes (60-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 5 Numerical analysis (65-XX) 4 Combinatorics (05-XX) 4 Systems theory; control (93-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Functions of a complex variable (30-XX) Citations by Year