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On the global minimization of the value-at-risk.

Jong-Shi PangSven Leyffer
Published in: Optim. Methods Softw. (2004)
Keyphrases
  • global minimization
  • energy minimization
  • global minimum
  • minimal cost
  • cost function
  • energy function
  • minimization problems
  • graph cuts
  • objective function
  • higher order
  • simulated annealing