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"A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization."

Christoph Buchheim et al. (2018)

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DOI: 10.1007/S10898-017-0571-4

access: closed

type: Journal Article

metadata version: 2020-12-29

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  - journals/jgo/BuchheimSRT18
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  - https://dblp.org/rec/journals/jgo/BuchheimSRT18
Christoph Buchheim, Marianna De Santis, Francesco Rinaldi, Long Trieu:
A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization. J. Glob. Optim. 70(3): 625-644 (2018)

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