Exact and heuristic solution techniques for mixed-integer quantile minimization problems
Diego Cattaruzza, Martine Labbé, Matteo Petris, Marius Roland, Martin Schmidt
| Year of publication: |
2024
|
|---|---|
| Authors: | Cattaruzza, Diego ; Labbé, Martine ; Petris, Matteo ; Roland, Jacques-Marius ; Schmidt, Martin |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 36.2024, 4, p. 1084-1107
|
| Subject: | adaptive clustering | mixed-integer optimization | quantile minimization | valid inequalities | value-at-risk (VaR) | Theorie | Theory | Heuristik | Heuristics | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Ganzzahlige Optimierung | Integer programming | Scheduling-Verfahren | Scheduling problem |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.0105 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015163756