Risk optimization with p-order conic constraints: A linear programming approach.

Pavlo A. Krokhmal Policarpio Soberanis

Published in: Eur. J. Oper. Res. (2010)

Keyphrases

linear programming
dynamic programming
computational complexity
feasible solution
constrained optimization
nonlinear programming
data sets
computer vision
np hard
optimization problems
optimization algorithm
linear program
straight line
global constraints
quadratic programming