DC programming and DCA for globally solving the value-at-risk.

Tao Pham Dinh Nam Nguyen Canh Hoai An Le Thi

Published in: Comput. Manag. Sci. (2009)

Keyphrases

dc programming
exact penalty
convex functions
packing problem
special case
quadratic programming
constrained minimization
np hard
probability distribution
linear program