A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization
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Publication:1704920
DOI10.1007/s10898-017-0571-4zbMath1382.90057arXiv1507.05914OpenAlexW2510856926MaRDI QIDQ1704920
Francesco Rinaldi, Marianna De Santis, Christoph Buchheim, Long Trieu
Publication date: 13 March 2018
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.05914
Applications of mathematical programming (90C90) Integer programming (90C10) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)
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Uses Software
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