In this paper we propose the generalized mirrored scheme for scheduling double round robin tournaments (DRRTs), a common topic in sports scheduling, to deal with the conflicting constraints of breaks and separation. In practice, usually a small number of breaks and a large separation are...

This paper studies the mean-risk portfolio optimization problem with nonconvex transaction costs. We employ the conditional value-at-risk (CVaR) as a risk measure. There are a number of studies that aim at efficiently solving large-scale CVaR minimization problems. None of these studies,...