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Nilay Noyan, Gábor Rudolf, Optimization with Multivariate Conditional Value-at-Risk Constraints, Operations Research, Vol. 61, No. 4 (July-August 2013), pp. 990-1013 ...
The KKT reformulation is widely recognized as a prominent approach for analyzing bilevel optimization problems, especially in the case of convex lower-level problems. This paper focuses on exploring ...
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