Submodularity in Conic Quadratic Mixed 0–1 Optimization
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Publication:5131480
DOI10.1287/opre.2019.1888zbMath1456.90106arXiv1705.05918OpenAlexW3010469363MaRDI QIDQ5131480
Publication date: 8 November 2020
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.05918
submodularityrobust optimizationSharpe ratioassortment optimizationsecond-order conevalue at riskpolymatroidinterdictionnonlinear cuts
Mixed integer programming (90C11) Quadratic programming (90C20) Robustness in mathematical programming (90C17)
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