Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction
From MaRDI portal
Publication:3386769
DOI10.1287/ijoc.2018.0870zbMath1474.90325arXiv1708.02371MaRDI QIDQ3386769
Atamtürk, Alper, Hyemin Jeon, Carlos Deck
Publication date: 7 January 2021
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.02371
quadratic optimization; risk; polymatroids; stochastic network interdiction; conic integer optimization
Related Items
A Mixed-Integer Fractional Optimization Approach to Best Subset Selection, A survey on bilevel optimization under uncertainty, Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra, Lifted polymatroid inequalities for mean-risk optimization with indicator variables
Uses Software
Cites Work
- Unnamed Item
- Maximizing a class of submodular utility functions
- Polymatroids and mean-risk minimization in discrete optimization
- The submodular knapsack polytope
- Applications of second-order cone programming
- Stochastic spanning tree problem
- Second-order cone programming
- Robust solutions of linear programming problems contaminated with uncertain data
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- Stochastic maximum flow interdiction problems under heterogeneous risk preferences
- Deterministic network interdiction
- Combinatorial optimization. Polyhedra and efficiency (3 volumes)
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- Convexity and decomposition of mean-risk stochastic programs
- Cuts for mixed 0-1 conic programming
- Lectures on Modern Convex Optimization
- Stochastic Network Interdiction
- Solving the Bi-Objective Maximum-Flow Network-Interdiction Problem
- Introduction to Stochastic Programming
- Reformulation and sampling to solve a stochastic network interdiction problem
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Maximizing Classes of Two-Parameter Objectives Over Matroids
- Primal-Dual Interior-Point Methods for Self-Scaled Cones
- A decomposition algorithm applied to planning the interdiction of stochastic networks
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Maximizing a Class of Utility Functions Over the Vertices of a Polytope
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- Cuts for Conic Mixed-Integer Programming
- Strong inequalities for capacitated survivable network design problems.
