Bridging \(k\)-sum and CVaR optimization in MILP

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

zbMATH Keywords

fairnessinteger programminginequalityconditional value-at-riskequitability\(k\)-sum optimizationminimax/maximin

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Mixed integer programming (90C11) Linear programming (90C05) Stochastic programming (90C15) Combinatorial optimization (90C27)

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Uses Software

• OR-Library

Cites Work

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