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A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization - MaRDI portal

A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (Q1704920)

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A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization
scientific article

    Statements

    title
    A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (English)
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    author
    Christoph Buchheim
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    Marianna De Santis
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    Francesco Rinaldi
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    Long Trieu
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    publication date
    13 March 2018
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    zbMATH Keywords
    mixed-integer programming
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    mean-risk optimization
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    global optimization
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    Identifiers

    Mathematics Subject Classification ID
    90C10
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    90C57
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    90C90
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    zbMATH DE Number
    6849600
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    OpenAlex ID
    W2510856926
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    arXiv ID
    1507.05914
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