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"Lifted polymatroid inequalities for mean-risk optimization with indicator ..."

Alper Atamtürk, Hyemin Jeon (2019)

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DOI: 10.1007/S10898-018-00736-Z

access: closed

type: Journal Article

metadata version: 2020-09-11

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Alper Atamtürk, Hyemin Jeon:
Lifted polymatroid inequalities for mean-risk optimization with indicator variables. J. Glob. Optim. 73(4): 677-699 (2019)

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