Maximizing a Class of Utility Functions Over the Vertices of a Polytope
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Publication:5278276
DOI10.1287/opre.2016.1570zbMath1366.90173MaRDI QIDQ5278276
Publication date: 13 July 2017
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/f5a719f8f55f3c773c5b6f605d2ce7b24c51ea64
reliability; combinatorial optimization; submodularity; PERT; robust optimization; value-at-risk; multinomial logit; assortment; conic quadratic optimization
90C47: Minimax problems in mathematical programming
90C20: Quadratic programming
90C27: Combinatorial optimization
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