A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (Q1704920)
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scientific article; zbMATH DE number 6849600
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| English | A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization |
scientific article; zbMATH DE number 6849600 |
Statements
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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0.7460068464279175
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0.7460068464279175
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0.7379091382026672
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0.7334334850311279
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