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20172022
most citedPortfolio Optimization with Entropic Value-at-Risk

94 citations · 126 across the 6 of their papers we have counts for

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math.OC2017★ 21 cited

Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion

Amir Ahmadi-Javid, Pooya Hoseinpour

Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization…