A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization.
Christoph BuchheimMarianna De SantisFrancesco RinaldiLong TrieuPublished in: J. Glob. Optim. (2018)
Keyphrases
- branch and bound algorithm
- combinatorial optimization
- branch and bound
- lower bound
- test problems
- upper bound
- lower bounding
- np hard
- optimal solution
- randomly generated problems
- optimization algorithm
- upper bounding
- precedence constraints
- search algorithm
- lagrangian relaxation
- branch and bound method
- maximum clique
- variable ordering
- finding an optimal solution
- line search
- single machine scheduling problem
- optimization problems
- column generation
- mathematical programming
- risk minimization
- max sat
- quadratic programming