Lifted polymatroid inequalities for mean-risk optimization with indicator variables (Q2423781)

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Lifted polymatroid inequalities for mean-risk optimization with indicator variables
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    Lifted polymatroid inequalities for mean-risk optimization with indicator variables (English)
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    20 June 2019
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    risk
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    submodularity
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    polymatroid
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    conic integer optimization
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    valid inequalities
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