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

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

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