Bi-level optimization approach for robust mean-variance problems.
Pulak SwainAkshay Kumar OjhaPublished in: RAIRO Oper. Res. (2021)
Keyphrases
- bi level
- gray scale
- optimization problems
- robust optimization
- quadratic programming
- combinatorial optimization
- discrete optimization
- problems involving
- optimization algorithm
- solving problems
- decision problems
- continuous optimization
- portfolio selection
- neural network
- computationally efficient
- least squares
- state space
- image processing
- computer vision