A FrankâWolfe based branch-and-bound algorithm for mean-risk optimization
Crossref DOI link: https://doi.org/10.1007/s10898-017-0571-4
Published Online: 2017-09-20
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Buchheim, Christoph
De Santis, Marianna
Rinaldi, Francesco
Trieu, Long
License valid from 2017-09-20