Lagrangean Decomposition for Mean-Variance Combinatorial Optimization

DOI10.1007/978-3-319-09174-7_6zbMath1452.90257OpenAlexW200463237MaRDI QIDQ3195317

Christoph Buchheim, Anna Ilyina, Frank Baumann

Publication date: 16 October 2015

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-09174-7_6

zbMATH Keywords

Lagrangean decompositionmean-risk optimizationrobust combinatorial optimization

Mathematics Subject Classification ID

Combinatorial optimization (90C27) Robustness in mathematical programming (90C17)

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