Details about Wlodzimierz Ogryczak

Access statistics for papers by Wlodzimierz Ogryczak.

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Short-id: pog49

Working Papers

2014

1. Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem, European Journal of Operational Research, Elsevier (2016) View citations (35) (2016)

1998

2. Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion
   Working Papers, International Institute for Applied Systems Analysis View citations (7)
   See also Journal Article Extending the MAD portfolio optimization model to incorporate downside risk aversion, Naval Research Logistics (NRL), John Wiley & Sons (2001) View citations (5) (2001)

1997

3. From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures
   Working Papers, International Institute for Applied Systems Analysis View citations (8)
   See also Journal Article From stochastic dominance to mean-risk models: Semideviations as risk measures, European Journal of Operational Research, Elsevier (1999) View citations (171) (1999)
4. On Stochastic Dominance and Mean-Semideviation Models
   Working Papers, International Institute for Applied Systems Analysis View citations (4)

1996

5. Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3
   Working Papers, International Institute for Applied Systems Analysis View citations (2)

1994

6. Modular Optimizer for Mixed Integer Programming MOMIP Version 2.1
   Working Papers, International Institute for Applied Systems Analysis View citations (5)

Journal Articles

2019

1. A revised Variable Neighborhood Search for the Discrete Ordered Median Problem
   European Journal of Operational Research, 2019, 274, (2), 445-465 View citations (4)

2017

2. Efficient optimization of the reward-risk ratio with polyhedral risk measures
   Mathematical Methods of Operations Research, 2017, 86, (3), 625-653 View citations (1)
3. Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016
   Mathematical Methods of Operations Research, 2017, 86, (3), 441-442

2016

4. Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem
   European Journal of Operational Research, 2016, 251, (3), 938-956 View citations (35)
   See also Working Paper Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem, MPRA Paper (2014) (2014)

2014

5. Fair Optimization and Networks: A Survey
   Journal of Applied Mathematics, 2014, 2014, 1-25 View citations (11)
6. Fair Optimization and Networks: Models, Algorithms, and Applications
   Journal of Applied Mathematics, 2014, 2014, 1-3 View citations (1)
7. Tail mean and related robust solution concepts
   International Journal of Systems Science, 2014, 45, (1), 29-38 View citations (4)
8. Twenty years of linear programming based portfolio optimization
   European Journal of Operational Research, 2014, 234, (2), 518-535 View citations (60)

2013

9. A COMPROMISE PROGRAMMING APPROACH TO MULTIOBJECTIVE MARKOV DECISION PROCESSES
   International Journal of Information Technology & Decision Making (IJITDM), 2013, 12, (05), 1021-1053

2011

10. ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION
    Asia-Pacific Journal of Operational Research (APJOR), 2011, 28, (01), 41-63 View citations (2)
11. On solving the dual for portfolio selection by optimizing Conditional Value at Risk
    Computational Optimization and Applications, 2011, 50, (3), 591-595 View citations (13)
12. Reference point method with importance weighted ordered partial achievements
    TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2011, 19, (2), 380-401 View citations (3)

2010

13. Conditional median as a robust solution concept for uncapacitated location problems
    TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2010, 18, (1), 271-285

2009

14. Inequality measures and equitable locations
    Annals of Operations Research, 2009, 167, (1), 61-86 View citations (14)

2008

15. A multi-criteria approach to fair and efficient bandwidth allocation
    Omega, 2008, 36, (3), 451-463 View citations (17)

2007

16. Conditional value at risk and related linear programming models for portfolio optimization
    Annals of Operations Research, 2007, 152, (1), 227-256 View citations (71)

2004

17. Equitable aggregations and multiple criteria analysis
    European Journal of Operational Research, 2004, 158, (2), 362-377 View citations (26)
18. Methodological foundations of multi-criteria decision making
    European Journal of Operational Research, 2004, 158, (2), 267-270 View citations (1)

2003

19. On Multiple Criteria Decision Support for Suppliers on the Competitive Electric Power Market
    Annals of Operations Research, 2003, 121, (1), 79-104 View citations (4)
20. On solving linear programs with the ordered weighted averaging objective
    European Journal of Operational Research, 2003, 148, (1), 80-91 View citations (21)

2002

21. Conditional Median: A Parametric Solution Concept for Location Problems
    Annals of Operations Research, 2002, 110, (1), 167-181 View citations (15)

2001

22. Comments on Reply by Romero et al
    Journal of the Operational Research Society, 2001, 52, (8), 963-964
23. Comments on Romero C, Tamiz M and Jones DF (1998). Goal programming, compromise programming and reference point method formulations: linkages and utility interpretations
    Journal of the Operational Research Society, 2001, 52, (8), 960-962 View citations (1)
24. Comments on properties of the minmax solutions in goal programming
    European Journal of Operational Research, 2001, 132, (1), 17-21 View citations (1)
25. Extending the MAD portfolio optimization model to incorporate downside risk aversion
    Naval Research Logistics (NRL), 2001, 48, (3), 185-200 View citations (5)
    See also Working Paper Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion, Working Papers (1998) View citations (7) (1998)
26. On goal programming formulations of the reference point method
    Journal of the Operational Research Society, 2001, 52, (6), 691-698 View citations (5)

2000

27. Inequality measures and equitable approaches to location problems
    European Journal of Operational Research, 2000, 122, (2), 374-391 View citations (30)
28. Multiple criteria linear programming model for portfolio selection
    Annals of Operations Research, 2000, 97, (1), 143-162 View citations (36)

1999

29. From stochastic dominance to mean-risk models: Semideviations as risk measures
    European Journal of Operational Research, 1999, 116, (1), 33-50 View citations (171)
    See also Working Paper From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures, Working Papers (1997) View citations (8) (1997)

1997

30. On the lexicographic minimax approach to location problems
    European Journal of Operational Research, 1997, 100, (3), 566-585 View citations (23)

1996

31. The Multiple Criteria Location Problem: 2. Preference-Based Techniques and Interactive Decision Support
    Environment and Planning A, 1996, 28, (1), 69-98 View citations (6)

1995

32. The Multiple Criteria Location Problem: 1. A Generalized Network Model and the Set of Efficient Solutions
    Environment and Planning A, 1995, 27, (12), 1931-1960 View citations (5)

1989

33. A solver for the multi-objective transshipment problem with facility location
    European Journal of Operational Research, 1989, 43, (1), 53-64 View citations (6)

1988

34. A Multiobjective Approach to the Reorganization of Health-Service Areas: A Case Study
    Environment and Planning A, 1988, 20, (11), 1461-1470 View citations (4)