Linear and Mixed Integer Programming for Portfolio Optimization / EURO Advanced Tutorials on Operational Research (PDF)

Renata Mansini is Professor of Operations Research at the Department of Information Engineering at the University of Brescia, Italy. She received her M.S. degree in Business Economics at the University of Brescia (Italy) and got her PhD in Computational Methods for Financial Decisions at the University of Bergamo (Italy) spending one year at the Olin Business School, Washington University in St. Louis (U.S.A) and working as researcher in the Center for Optimization and Semantic Control, at the System Science Department. She is author of several scientific papers most of which published in international volumes and journals such as Computers and Operations Research, Discrete Applied Mathematics, European Journal of Operational Research, IIE Transactions, INFORMS Journal on Computing, Journal of Banking & Finance, OMEGA The International Journal of Management Science, Transportation Science, Transportation Research. The main focus of her scientific activity has been on models and algorithms for complex combinatorial problems arising in different application contexts. In particular, she works on linear and mixed integer linear programming models and her interests include exact methods, heuristics, metaheuristics and hybrid algorithms for vehicle routing and arc routing problems, knapsack problems, optimization problems in procurement and in finance.

Wlodzimierz Ogryczak is Professor of Optimization & Decision Support at the Institute of Control & Computation Engineering of Warsaw University of Technology, Poland. He received both his M.Sc. and Ph.D. in Mathematics from University of Warsaw, and D.Sc. in Computer Science from Polish Academy of Sciences. He has published in many international journals including European Journal of Operational Research, Annals of Operations Research, Mathematical Programming, SIAM Journal on Optimization, Computational Optimization and Applications, OMEGA The International Journal of Management Science, IMA Journal of Management

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