Submodularity in conic quadratic mixed 0-1 optimization
Year of publication: |
2020
|
---|---|
Authors: | Atamtürk, Alper ; Gómez, Andrés |
Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 68.2020, 2, p. 609-630
|
Subject: | programming: integer | programming: integer: nonlinear | decision analysis: risk | Optimization | polymatroid | submodularity | second-order cone | nonlinear cuts | robust optimization | assortment optimization | value at risk | interdiction | Sharpe ratio | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Portfolio-Management | Portfolio selection | Risiko | Risk | Ganzzahlige Optimierung | Integer programming |
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