A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (Q1704920)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization |
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A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (English)
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13 March 2018
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mixed-integer programming
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mean-risk optimization
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global optimization
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