Bridging k-sum and CVaR optimization in MILP

DOI10.1016/J.COR.2019.01.010MaRDI QIDQ1722975zbMATH OpenOpenAlexFDO

Authors Carlo Filippi, W. Ogryczak, Maria Grazia Speranza

Publication date 19 February 2019

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cor.2019.01.010

zbMATH Keywords

fairnessinteger programminginequalityconditional value-at-riskequitability\(k\)-sum optimizationminimax/maximin

Mathematics Subject Classification ID

Linear programming (90C05) Programming involving graphs or networks (90C35) Combinatorial optimization (90C27) Stochastic programming (90C15) Mixed integer programming (90C11)

Recommendations

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• Conditional value-at-risk in stochastic programs with mixed-integer recourse
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• On the polynomial solvability of distributionally robust k-sum optimization

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Cited in

(7)

• A kernel search heuristic for a fair facility location problem
• A trade-off between average and maximum arc congestion minimization in traffic assignment with user constraints
• On single-source capacitated facility location with cost and fairness objectives
• A robust ordered weighted averaging loss model for portfolio optimization
• Rejoinder on: ``Shared resources in collaborative vehicle routing
• Comments on: ``Shared resources in collaborative vehicle routing
• Conditional value‐at‐risk beyond finance: a survey

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• OR-Library

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