Bridging \(k\)-sum and CVaR optimization in MILP
From MaRDI portal
Publication:1722975
DOI10.1016/j.cor.2019.01.010zbMath1458.90483OpenAlexW2911648154MaRDI QIDQ1722975
Carlo Filippi, Włodzimierz Ogryczak, Maria Grazia Speranza
Publication date: 19 February 2019
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cor.2019.01.010
fairnessinteger programminginequalityconditional value-at-riskequitability\(k\)-sum optimizationminimax/maximin
Programming involving graphs or networks (90C35) Mixed integer programming (90C11) Linear programming (90C05) Stochastic programming (90C15) Combinatorial optimization (90C27)
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