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"A primal-dual aggregation algorithm for minimizing conditional ..."

Daniel G. Espinoza, Eduardo Moreno (2014)

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DOI: 10.1007/S10589-014-9692-6

access: closed

type: Journal Article

metadata version: 2020-11-03

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Daniel G. Espinoza, Eduardo Moreno:
A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs. Comput. Optim. Appl. 59(3): 617-638 (2014)

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