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Wlodzimierz Ogryczak

Personal Details

First Name:Wlodzimierz
Middle Name:
Last Name:Ogryczak
Suffix:
RePEc Short-ID:pog49
http://www.ia.pw.edu.pl/~wogrycza/

Affiliation

Politechnika Warszawska, Instytut Automatyki i Informatyki Stosowanej (Warsaw University of Technology, Institute of Control and Computation Engineering)

http://www.ia.pw.edu.pl/
Poland, Warsaw

Research output

as
Jump to: Working papers Articles

Working papers

  1. Gaustaroba, Gianfranco & Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem," MPRA Paper 67097, University Library of Munich, Germany.
  2. W. Michalowski & W. Ogryczak, 1998. "Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion," Working Papers ir98041, International Institute for Applied Systems Analysis.
  3. W. Ogryczak & A. Ruszczynski, 1997. "On Stochastic Dominance and Mean-Semideviation Models," Working Papers ir97043, International Institute for Applied Systems Analysis.
  4. W. Ogryczak & A. Ruszczynski, 1997. "From Stochastic Dominance to Mean-Risk Models: Semideviations as Risk Measures," Working Papers ir97027, International Institute for Applied Systems Analysis.
  5. W. Ogryczak & K. Zorychta, 1996. "Modular Optimizer for Mixed Integer Programming MOMIP Version 2.3," Working Papers wp96106, International Institute for Applied Systems Analysis.
  6. W. Ogryczak & K. Zorychta, 1994. "Modular Optimizer for Mixed Integer Programming MOMIP Version 2.1," Working Papers wp94035, International Institute for Applied Systems Analysis.

Articles

  1. Wlodzimierz Ogryczak & Michał Przyłuski & Tomasz Śliwiński, 2017. "Efficient optimization of the reward-risk ratio with polyhedral risk measures," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 625-653, December.
  2. Wlodzimierz Ogryczak & Andrzej Stachurski, 2017. "Preface to the special issue on advances in continuous optimization on the occasion of EUROPT 2016," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 441-442, December.
  3. Guastaroba, G. & Mansini, R. & Ogryczak, W. & Speranza, M.G., 2016. "Linear programming models based on Omega ratio for the Enhanced Index Tracking Problem," European Journal of Operational Research, Elsevier, vol. 251(3), pages 938-956.
  4. Mansini, Renata & Ogryczak, Wlodzimierz & Speranza, M. Grazia, 2014. "Twenty years of linear programming based portfolio optimization," European Journal of Operational Research, Elsevier, vol. 234(2), pages 518-535.
  5. Wlodzimierz Ogryczak & Patrice Perny & Paul Weng, 2013. "A Compromise Programming Approach To Multiobjective Markov Decision Processes," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 12(05), pages 1021-1053.
  6. Włodzimierz Ogryczak & Tomasz Śliwiński, 2011. "On solving the dual for portfolio selection by optimizing Conditional Value at Risk," Computational Optimization and Applications, Springer, vol. 50(3), pages 591-595, December.
  7. Włodzimierz Ogryczak & Bartosz Kozłowski, 2011. "Reference point method with importance weighted ordered partial achievements," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 380-401, December.
  8. Włodzimierz Ogryczak & Tomasz Śliwiński, 2011. "On Dual Approaches To Efficient Optimization Of Lp Computable Risk Measures For Portfolio Selection," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(01), pages 41-63.
  9. Włodzimierz Ogryczak, 2010. "Conditional median as a robust solution concept for uncapacitated location problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 271-285, July.
  10. Włodzimierz Ogryczak, 2009. "Inequality measures and equitable locations," Annals of Operations Research, Springer, vol. 167(1), pages 61-86, March.
  11. Ogryczak, Wlodzimierz & Wierzbicki, Adam & Milewski, Marcin, 2008. "A multi-criteria approach to fair and efficient bandwidth allocation," Omega, Elsevier, vol. 36(3), pages 451-463, June.
  12. Renata Mansini & Włodzimierz Ogryczak & M. Speranza, 2007. "Conditional value at risk and related linear programming models for portfolio optimization," Annals of Operations Research, Springer, vol. 152(1), pages 227-256, July.
  13. Kostreva, Michael M. & Ogryczak, Wlodzimierz & Wierzbicki, Adam, 2004. "Equitable aggregations and multiple criteria analysis," European Journal of Operational Research, Elsevier, vol. 158(2), pages 362-377, October.
  14. Ogryczak, Wlodzimierz & Vetschera, Rudolf, 2004. "Methodological foundations of multi-criteria decision making," European Journal of Operational Research, Elsevier, vol. 158(2), pages 267-270, October.
  15. Ogryczak, Wlodzimierz & Sliwinski, Tomasz, 2003. "On solving linear programs with the ordered weighted averaging objective," European Journal of Operational Research, Elsevier, vol. 148(1), pages 80-91, July.
  16. Mariusz Kaleta & Włodzimierz Ogryczak & Eugeniusz Toczyłowski & Izabela Żółtowska, 2003. "On Multiple Criteria Decision Support for Suppliers on the Competitive Electric Power Market," Annals of Operations Research, Springer, vol. 121(1), pages 79-104, July.
  17. Włodzimierz Ogryczak & Mariusz Zawadzki, 2002. "Conditional Median: A Parametric Solution Concept for Location Problems," Annals of Operations Research, Springer, vol. 110(1), pages 167-181, February.
  18. W Ogryczak, 2001. "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, Palgrave Macmillan;The OR Society, vol. 52(8), pages 960-962, August.
  19. Ogryczak, Wlodzimierz, 2001. "Comments on properties of the minmax solutions in goal programming," European Journal of Operational Research, Elsevier, vol. 132(1), pages 17-21, July.
  20. W Ogryczak, 2001. "On goal programming formulations of the reference point method," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(6), pages 691-698, June.
  21. W Ogryczak, 2001. "Comments on Reply by Romero et al," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 52(8), pages 963-964, August.
  22. Włodzimierz Ogryczak, 2000. "Multiple criteria linear programming model for portfolio selection," Annals of Operations Research, Springer, vol. 97(1), pages 143-162, December.
  23. Ogryczak, Wlodzimierz, 2000. "Inequality measures and equitable approaches to location problems," European Journal of Operational Research, Elsevier, vol. 122(2), pages 374-391, April.
  24. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
  25. Ogryczak, Wlodzimierz, 1997. "On the lexicographic minimax approach to location problems," European Journal of Operational Research, Elsevier, vol. 100(3), pages 566-585, August.
  26. J Malczewski & W Ogryczak, 1996. "The Multiple Criteria Location Problem: 2. Preference-Based Techniques and Interactive Decision Support," Environment and Planning A, , vol. 28(1), pages 69-98, January.
  27. J Malczewski & W Ogryczak, 1995. "The Multiple Criteria Location Problem: 1. A Generalized Network Model and the Set of Efficient Solutions," Environment and Planning A, , vol. 27(12), pages 1931-1960, December.
  28. Ogryczak, Wlodzimierz & Studzinski, Krzysztof & Zorychta, Krystian, 1989. "A solver for the multi-objective transshipment problem with facility location," European Journal of Operational Research, Elsevier, vol. 43(1), pages 53-64, November.
  29. J Malczewski & W Ogryczak, 1988. "A Multiobjective Approach to the Reorganization of Health-Service Areas: A Case Study," Environment and Planning A, , vol. 20(11), pages 1461-1470, November.

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