Submodularity in conic quadratic mixed 0-1 optimization
Alper Atamtürk, Andrés Gómez
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2019.1888 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012213396