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"A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization."
Christoph Buchheim et al. (2018)
- Christoph Buchheim, Marianna De Santis, Francesco Rinaldi, Long Trieu:
A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization. J. Glob. Optim. 70(3): 625-644 (2018)
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