Lifted polymatroid inequalities for mean-risk optimization with indicator variables
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Publication:2423781
DOI10.1007/s10898-018-00736-zzbMath1422.90024arXiv1705.05915MaRDI QIDQ2423781
Publication date: 20 June 2019
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.05915
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