Bridging k-sum and CVaR optimization in MILP

Computers & Operations Research 2019 / 05 Vol. 105

Bridging k-sum and CVaR optimization in MILP

Filippi, Carlo, Ogryczak, Włodzimierz, Speranza, M. Grazia
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Volume:
105
Journal:
Computers & Operations Research
DOI:
10.1016/j.cor.2019.01.010
Date:
May, 2019
File:
PDF, 935 KB
2019
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