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"Bridging k-sum and CVaR optimization in MILP."

Carlo Filippi, Wlodzimierz Ogryczak, M. Grazia Speranza (2019)

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DOI: 10.1016/J.COR.2019.01.010

access: closed

type: Journal Article

metadata version: 2020-02-18

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Carlo Filippi, Wlodzimierz Ogryczak, M. Grazia Speranza:
Bridging k-sum and CVaR optimization in MILP. Comput. Oper. Res. 105: 156-166 (2019)

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