4 papers
Portfolio Optimization of Indonesian Banking Stocks Using Robust Optimization
Visca Tri Winarty, Sena Safarina
Since the COVID-19 pandemic, the number of investors in the Indonesia Stock Exchange has steadily increased, emphasizing the importance of portfolio optimization in balancing risk…
Polyhedral-based Methods for Mixed-Integer SOCP in Tree Breeding
Sena Safarina, Tim J. Mullin, Makoto Yamashita
Optimal contribution selection (OCS) is a mathematical optimization problem that aims to maximize the total benefit from selecting a group of individuals under a constraint on gene…
Conic relaxation approaches for equal deployment problems
Sena Safarina, Satoko Moriguchi, Tim J. Mullin +1
An important problem in the breeding of livestock, crops, and forest trees is the optimum of selection of genotypes that maximizes genetic gain. The key constraint in the optimal s…
An efficient second-order cone programming approach for optimal selection in tree breeding
Makoto Yamashita, Tim J. Mullin, Sena Safarina
An important problem in tree breeding is optimal selection from candidate pedigree members to produce the highest performance in seed orchards, while conserving essential genetic d…