Exact and heuristic solution techniques for mixed-integer quantile minimization problems

DOI10.1287/IJOC.2022.0105MaRDI QIDQ6598945FDOQ6598945

Authors: Diego Cattaruzza, Martine Labbé, Matteo Petris, Marius Roland, Martin Schmidt 

Publication date: 5 September 2024

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

value-at-risk (VaR)valid inequalitiesmixed integer optimizationquantile minimizationadaptive clustering

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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