Bridging k-sum and CVaR optimization in MILP
DOI10.1016/J.COR.2019.01.010zbMATH Open1458.90483OpenAlexW2911648154MaRDI QIDQ1722975FDOQ1722975
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
Recommendations
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- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- Robust multicriteria risk-averse stochastic programming models
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- On the polynomial solvability of distributionally robust k-sum optimization
fairnessinteger programminginequalityconditional value-at-riskequitability\(k\)-sum optimizationminimax/maximin
Linear programming (90C05) Programming involving graphs or networks (90C35) Combinatorial optimization (90C27) Stochastic programming (90C15) Mixed integer programming (90C11)
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Cited In (7)
- A robust ordered weighted averaging loss model for portfolio optimization
- 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
- Rejoinder on: ``Shared resources in collaborative vehicle routing
- Comments on: ``Shared resources in collaborative vehicle routing
- Conditional value‐at‐risk beyond finance: a survey
- A kernel search heuristic for a fair facility location problem
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