Strong valid inequalities for fluence map optimization problem under dose-volume restrictions
Author
Abstract
Suggested Citation
DOI: 10.1007/s10479-010-0759-1
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
- Eva Lee & Tim Fox & Ian Crocker, 2003. "Integer Programming Applied to Intensity-Modulated Radiation Therapy Treatment Planning," Annals of Operations Research, Springer, vol. 119(1), pages 165-181, March.
- Michael C. Ferris & Robert R. Meyer & Warren D’Souza, 2006. "Radiation Treatment Planning: Mixed Integer Programming Formulations and Approaches," International Series in Operations Research & Management Science, in: Gautam Appa & Leonidas Pitsoulis & H. Paul Williams (ed.), Handbook on Modelling for Discrete Optimization, chapter 0, pages 317-340, Springer.
- Felisa Preciado-Walters & Mark Langer & Ronald Rardin & Van Thai, 2006. "Column generation for IMRT cancer therapy optimization with implementable segments," Annals of Operations Research, Springer, vol. 148(1), pages 65-79, November.
- Hanif D. Sherali & Suvrajeet Sen, 1985. "Technical Note—On Generating Cutting Planes from Combinatorial Disjunctions," Operations Research, INFORMS, vol. 33(4), pages 928-933, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kelsey Maass & Minsun Kim & Aleksandr Aravkin, 2022. "A Nonconvex Optimization Approach to IMRT Planning with Dose–Volume Constraints," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1366-1386, May.
- Feng Qiu & Shabbir Ahmed & Santanu S. Dey & Laurence A. Wolsey, 2014. "Covering Linear Programming with Violations," INFORMS Journal on Computing, INFORMS, vol. 26(3), pages 531-546, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Marc C. Robini & Feng Yang & Yuemin Zhu, 2020. "A stochastic approach to full inverse treatment planning for charged-particle therapy," Journal of Global Optimization, Springer, vol. 77(4), pages 853-893, August.
- Dursun, Pınar & Taşkın, Z. Caner & Altınel, İ. Kuban, 2019. "The determination of optimal treatment plans for Volumetric Modulated Arc Therapy (VMAT)," European Journal of Operational Research, Elsevier, vol. 272(1), pages 372-388.
- H. Rocha & J. Dias & B. Ferreira & M. Lopes, 2013. "Selection of intensity modulated radiation therapy treatment beam directions using radial basis functions within a pattern search methods framework," Journal of Global Optimization, Springer, vol. 57(4), pages 1065-1089, December.
- Sofiane Aboura, 2014. "When the U.S. Stock Market Becomes Extreme?," Risks, MDPI, vol. 2(2), pages 1-15, May.
- Gordon J. Alexander & Alexandre M. Baptista, 2004. "A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model," Management Science, INFORMS, vol. 50(9), pages 1261-1273, September.
- Christina Büsing & Sigrid Knust & Xuan Thanh Le, 2018. "Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(4), pages 339-365, December.
- Winter, Peter, 2007. "Managerial Risk Accounting and Control – A German perspective," MPRA Paper 8185, University Library of Munich, Germany.
- Cui, Xueting & Zhu, Shushang & Sun, Xiaoling & Li, Duan, 2013. "Nonlinear portfolio selection using approximate parametric Value-at-Risk," Journal of Banking & Finance, Elsevier, vol. 37(6), pages 2124-2139.
- Walter Farkas & Pablo Koch-Medina & Cosimo Munari, 2014. "Beyond cash-additive risk measures: when changing the numéraire fails," Finance and Stochastics, Springer, vol. 18(1), pages 145-173, January.
- Li, Xiao-Ming & Rose, Lawrence C., 2009. "The tail risk of emerging stock markets," Emerging Markets Review, Elsevier, vol. 10(4), pages 242-256, December.
- Choo, Weihao & de Jong, Piet, 2015. "The tradeoff insurance premium as a two-sided generalisation of the distortion premium," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 238-246.
- Louis Anthony (Tony)Cox, 2008. "What's Wrong with Risk Matrices?," Risk Analysis, John Wiley & Sons, vol. 28(2), pages 497-512, April.
- Jay Cao & Jacky Chen & John Hull & Zissis Poulos, 2021. "Deep Hedging of Derivatives Using Reinforcement Learning," Papers 2103.16409, arXiv.org.
- Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming, 2019. "Dynamic risk measures for processes via backward stochastic differential equations," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 43-50.
- Malavasi, Matteo & Ortobelli Lozza, Sergio & Trück, Stefan, 2021. "Second order of stochastic dominance efficiency vs mean variance efficiency," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1192-1206.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018.
"Asset allocation strategies based on penalized quantile regression,"
Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers 1507.00250, arXiv.org.
- Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
- Rostagno, Luciano Martin, 2005. "Empirical tests of parametric and non-parametric Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR) measures for the Brazilian stock market index," ISU General Staff Papers 2005010108000021878, Iowa State University, Department of Economics.
- Dimitrios G. Konstantinides & Georgios C. Zachos, 2019. "Exhibiting Abnormal Returns Under a Risk Averse Strategy," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 551-566, June.
- Pauline Barrieu & Henri Loubergé, 2009.
"Hybrid Cat Bonds,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 547-578, September.
- Pauline Barrieu & Henri Loubergé, 2007. "Hybrid Cat-bonds," Swiss Finance Institute Research Paper Series 07-27, Swiss Finance Institute.
- Parrini, Alessandro, 2013. "Importance Sampling for Portfolio Credit Risk in Factor Copula Models," MPRA Paper 103745, University Library of Munich, Germany.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:196:y:2012:i:1:p:819-840:10.1007/s10479-010-0759-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.