Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction
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DOI: 10.1287/ijoc.2018.0870
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- Utsav Sadana & Erick Delage, 2023. "The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems," INFORMS Journal on Computing, INFORMS, vol. 35(1), pages 216-232, January.
- Andrés Gómez & Oleg A. Prokopyev, 2021. "A Mixed-Integer Fractional Optimization Approach to Best Subset Selection," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 551-565, May.
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Keywords
risk; polymatroids; conic integer optimization; quadratic optimization; stochastic network interdiction;All these keywords.
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