Exact and heuristic solution techniques for mixed-integer quantile minimization problems (Q6598945)
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scientific article; zbMATH DE number 7907239
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| English | Exact and heuristic solution techniques for mixed-integer quantile minimization problems |
scientific article; zbMATH DE number 7907239 |
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Exact and heuristic solution techniques for mixed-integer quantile minimization problems (English)
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5 September 2024
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quantile minimization
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value-at-risk (VaR)
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mixed integer optimization
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valid inequalities
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adaptive clustering
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