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

DOI10.1287/IJOC.2022.0105MaRDI QIDQ6598945

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Publication date: 5 September 2024

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

zbMATH Keywords

valid inequalitiesvalue-at-risk (VaR)mixed integer optimizationquantile minimizationadaptive clustering

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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