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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Funding Project：National Natural Science Foundation of China[11571271]
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A sparse enhanced indexation model with chance and cardinality constraints
期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
Authors:
Xu, Fengmin
;
Wang, Meihua
;
Dai, Yu-Hong
;
Xu, Dachuan
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Submit date：2018/07/30
Enhanced indexation
Chance constraint
Mixed integer programming
Distributionally robust approach
