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Mixed integer programming with a class of nonlinear convex constraints |
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| Institution: | 1. Department of Industrial and Systems Engineering, Auburn University, 3301 Shelby Center, Auburn, AL 36849, USA;2. Department of Systems & Industrial Engineering, University of Arizona, 1127 E James E. Rogers Way, Tucson, AZ 85721, USA |
| Abstract: | |
| Keywords: | Mixed-integer nonlinear programming Measures of risk Quasi-arithmetic average Valid inequalities Conic programming |
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