{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,7]],"date-time":"2025-05-07T16:12:59Z","timestamp":1746634379540,"version":"3.37.3"},"reference-count":28,"publisher":"Springer Science and Business Media LLC","issue":"4","license":[{"start":{"date-parts":[[2019,1,8]],"date-time":"2019-01-08T00:00:00Z","timestamp":1546905600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2019,1,8]],"date-time":"2019-01-08T00:00:00Z","timestamp":1546905600000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/100005713","name":"Office of the Secretary of Defense","doi-asserted-by":"publisher","award":["FA9550-10-1-0168"],"award-info":[{"award-number":["FA9550-10-1-0168"]}],"id":[{"id":"10.13039\/100005713","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["J Glob Optim"],"published-print":{"date-parts":[[2019,4]]},"DOI":"10.1007\/s10898-018-00736-z","type":"journal-article","created":{"date-parts":[[2019,1,9]],"date-time":"2019-01-09T02:42:28Z","timestamp":1547001748000},"page":"677-699","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":9,"title":["Lifted polymatroid inequalities for mean-risk optimization with indicator variables"],"prefix":"10.1007","volume":"73","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-1220-808X","authenticated-orcid":false,"given":"Alper","family":"Atamt\u00fcrk","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9812-4981","authenticated-orcid":false,"given":"Hyemin","family":"Jeon","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2019,1,8]]},"reference":[{"key":"736_CR1","doi-asserted-by":"publisher","first-page":"433","DOI":"10.1007\/s10107-005-0638-8","volume":"106","author":"S Ahmed","year":"2006","unstructured":"Ahmed, S.: Convexity and decomposition of mean-risk stochastic programs. Math. Program. 106, 433\u2013446 (2006)","journal-title":"Math. Program."},{"key":"736_CR2","doi-asserted-by":"publisher","first-page":"187","DOI":"10.1016\/j.orl.2008.12.009","volume":"37","author":"MS Akt\u00fcrk","year":"2009","unstructured":"Akt\u00fcrk, M.S., Atamt\u00fcrk, A., G\u00fcrel, S.: A strong conic quadratic reformulation for machine-job assignment with controllable processing times. Oper. Res. Lett. 37, 187\u2013191 (2009)","journal-title":"Oper. Res. Lett."},{"key":"736_CR3","doi-asserted-by":"publisher","first-page":"95","DOI":"10.1007\/s10951-009-0111-2","volume":"13","author":"MS Akt\u00fcrk","year":"2010","unstructured":"Akt\u00fcrk, M.S., Atamt\u00fcrk, A., G\u00fcrel, S.: Parallel machine match-up scheduling with manufacturing cost considerations. J. Schedul. 13, 95\u2013110 (2010)","journal-title":"J. Schedul."},{"key":"736_CR4","doi-asserted-by":"publisher","first-page":"829","DOI":"10.1287\/opre.2014.1279","volume":"62","author":"MS Akt\u00fcrk","year":"2014","unstructured":"Akt\u00fcrk, M.S., Atamt\u00fcrk, A., G\u00fcrel, S.: Aircraft rescheduling with cruise speed control. Oper. Res. 62, 829\u2013845 (2014)","journal-title":"Oper. Res."},{"key":"736_CR5","doi-asserted-by":"publisher","first-page":"233","DOI":"10.1007\/s10107-012-0602-3","volume":"136","author":"KM Anstreicher","year":"2012","unstructured":"Anstreicher, K.M.: On convex relaxations for quadratically constrained quadratic programming. Math. Program. 136, 233\u2013251 (2012)","journal-title":"Math. Program."},{"key":"736_CR6","unstructured":"Atamt\u00fcrk, A., G\u00f3mez, A.: Submodularity in conic quadratic mixed 0\u20131 optimization. BCOL Research Report 16.02, IEOR, University of California\u2014Berkeley (2016). arXiv preprint \n                    arXiv:1705.05918"},{"key":"736_CR7","doi-asserted-by":"publisher","first-page":"17","DOI":"10.1002\/net.20162","volume":"50","author":"A Atamt\u00fcrk","year":"2007","unstructured":"Atamt\u00fcrk, A., G\u00fcnl\u00fck, O.: Network design arc set with variable upper bounds. Networks 50, 17\u201328 (2007)","journal-title":"Networks"},{"key":"736_CR8","doi-asserted-by":"crossref","unstructured":"Atamt\u00fcrk, A., Narayanan, V.: Cuts for conic mixed integer programming. In: Fischetti, M., Williamson, D.P. (eds.) Proceedings of the 12th International IPCO Conference, pp. 16\u201329 (2007)","DOI":"10.1007\/978-3-540-72792-7_2"},{"key":"736_CR9","doi-asserted-by":"publisher","first-page":"618","DOI":"10.1016\/j.orl.2008.04.006","volume":"36","author":"A Atamt\u00fcrk","year":"2008","unstructured":"Atamt\u00fcrk, A., Narayanan, V.: Polymatroids and risk minimization in discrete optimization. Oper. Res. Lett. 36, 618\u2013622 (2008)","journal-title":"Oper. Res. Lett."},{"key":"736_CR10","unstructured":"Atamt\u00fcrk, A., Deck, C., Jeon, H.: Successive quadratic upper-bounding for discrete mean-risk minimization and network interdiction. BCOL Research Report 17.05, IEOR, University of California-Berkeley. arXiv preprint \n                    arXiv:1708.02371"},{"key":"736_CR11","doi-asserted-by":"crossref","unstructured":"Belotti, P., G\u00f3ez, J.C., P\u00f3lik, I., Ralphs, T.K., Terlaky, T.: A conic representation of the convex hull of disjunctive sets and conic cuts for integer second order cone optimization. In: Numerical Analysis and Optimization, pp. 1\u201335. Springer (2015)","DOI":"10.1007\/978-3-319-17689-5_1"},{"key":"736_CR12","doi-asserted-by":"publisher","first-page":"411","DOI":"10.1007\/PL00011380","volume":"88","author":"A Ben-Tal","year":"2000","unstructured":"Ben-Tal, A., Nemirovski, A.: Robust solutions of linear programming problems contaminated with uncertain data. Math. Program. 88, 411\u2013424 (2000)","journal-title":"Math. Program."},{"key":"736_CR13","doi-asserted-by":"crossref","unstructured":"Benson, H.Y., Sa\u011flam, \u00dc.: Mixed-integer second-order cone programming: a survey. In: INFORMS Tutorials in Operations Research, pp. 13\u201336 (2014)","DOI":"10.1287\/educ.2013.0115"},{"key":"736_CR14","doi-asserted-by":"publisher","first-page":"780","DOI":"10.1137\/S1052623401399903","volume":"15","author":"D Bertsimas","year":"2005","unstructured":"Bertsimas, D., Popescu, I.: Optimal inequalities in probability theory: a convex optimization approach. SIAM J. Optim. 15, 780\u2013804 (2005)","journal-title":"SIAM J. Optim."},{"key":"736_CR15","first-page":"121","volume":"74","author":"D Bienstock","year":"1996","unstructured":"Bienstock, D.: Computational study of a family of mixed-integer quadratic programming problems. Math. Program. 74, 121\u2013140 (1996)","journal-title":"Math. Program."},{"key":"736_CR16","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4614-0237-4","volume-title":"Introduction to Stochastic Programming","author":"JR Birge","year":"2011","unstructured":"Birge, J.R., Louveaux, F.: Introduction to Stochastic Programming. Springer, Berlin (2011)"},{"key":"736_CR17","doi-asserted-by":"publisher","first-page":"650","DOI":"10.1287\/opre.1080.0599","volume":"57","author":"P Bonami","year":"2009","unstructured":"Bonami, P., Lejeune, M.A.: An exact solution approach for portfolio optimization problems under stochastic and integer constraints. Oper. Res. 57, 650\u2013670 (2009)","journal-title":"Oper. Res."},{"key":"736_CR18","doi-asserted-by":"publisher","first-page":"179","DOI":"10.1007\/s10107-005-0578-3","volume":"104","author":"MT \u00c7ezik","year":"2005","unstructured":"\u00c7ezik, M.T., Iyengar, G.: Cuts for mixed 0\u20131 conic programming. Math. Program. 104, 179\u2013202 (2005)","journal-title":"Math. Program."},{"key":"736_CR19","doi-asserted-by":"publisher","first-page":"175","DOI":"10.1007\/s10107-015-0919-9","volume":"158","author":"P Damc\u0131-Kurt","year":"2016","unstructured":"Damc\u0131-Kurt, P., K\u00fc\u00e7\u00fckyavuz, S., Rajan, D., Atamt\u00fcrk, A.: A polyhedral study of production ramping. Math. Program. 158, 175\u2013205 (2016)","journal-title":"Math. Program."},{"key":"736_CR20","first-page":"69","volume-title":"Combinarotial Structures and Their Applications","author":"J Edmonds","year":"1970","unstructured":"Edmonds, J.: Submodular functions, matroids, and certain polyhedra. In: Guy, R., et al. (eds.) Combinarotial Structures and Their Applications, pp. 69\u201387. Gordon and Breach, New York (1970)"},{"key":"736_CR21","doi-asserted-by":"publisher","first-page":"543","DOI":"10.1287\/opre.51.4.543.16101","volume":"51","author":"L El Ghaoui","year":"2003","unstructured":"El Ghaoui, L., Oks, M., Oustry, F.: Worst-case value-at-risk and robust portfolio optimization: a conic programming approach. Oper. Res. 51, 543\u2013556 (2003)","journal-title":"Oper. Res."},{"key":"736_CR22","doi-asserted-by":"publisher","first-page":"181","DOI":"10.1016\/j.orl.2006.03.008","volume":"35","author":"A Frangioni","year":"2007","unstructured":"Frangioni, A., Gentile, C.: SDP diagonalizations and perspective cuts for a class of nonseparable MIQP. Oper. Res. Lett. 35, 181\u2013185 (2007)","journal-title":"Oper. Res. Lett."},{"key":"736_CR23","volume-title":"Active Portfolio Management","author":"RC Grinold","year":"1999","unstructured":"Grinold, R.C., Kahn, R.N.: Active Portfolio Management. McGraw-Hill, New York (1999)"},{"key":"736_CR24","first-page":"186","volume":"104","author":"O G\u00fcnl\u00fck","year":"2010","unstructured":"G\u00fcnl\u00fck, O., Linderoth, J.: Perspective relaxation of mixed integer nonlinear programs with indicator variables. Math. Program. Ser. B 104, 186\u2013203 (2010)","journal-title":"Math. Program. Ser. B"},{"key":"736_CR25","doi-asserted-by":"publisher","first-page":"463","DOI":"10.1007\/s10107-015-0903-4","volume":"154","author":"Fatma K\u0131l\u0131n\u00e7-Karzan","year":"2015","unstructured":"K\u0131l\u0131n\u00e7-Karzan, Fatma, Y\u0131ld\u0131z, Sercan: Two-term disjunctions on the second-order cone. Math. Program. 154, 463\u2013491 (2015)","journal-title":"Math. Program."},{"key":"736_CR26","first-page":"235","volume-title":"Submodular Functions and Convexity","author":"L Lov\u00e1sz","year":"1983","unstructured":"Lov\u00e1sz, L.: Submodular Functions and Convexity, pp. 235\u2013257. Springer Berlin Heidelberg, Berlin (1983)"},{"key":"736_CR27","doi-asserted-by":"publisher","DOI":"10.1137\/1.9781611970791","volume-title":"Interior-Point Polynomial Algorithms in Convex Programming","author":"Y Nesterov","year":"1994","unstructured":"Nesterov, Y., Nemirovskii, A.: Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics, Philadelphia (1994)"},{"key":"736_CR28","doi-asserted-by":"publisher","first-page":"550","DOI":"10.1287\/moor.20.3.550","volume":"20","author":"S Poljak","year":"1995","unstructured":"Poljak, S., Wolkowicz, H.: Convex relaxations of (0, 1)-quadratic programming. Math. Oper. Res. 20, 550\u2013561 (1995)","journal-title":"Math. Oper. Res."}],"container-title":["Journal of Global Optimization"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10898-018-00736-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10898-018-00736-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10898-018-00736-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,17]],"date-time":"2020-05-17T07:30:21Z","timestamp":1589700621000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10898-018-00736-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,1,8]]},"references-count":28,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2019,4]]}},"alternative-id":["736"],"URL":"https:\/\/doi.org\/10.1007\/s10898-018-00736-z","relation":{},"ISSN":["0925-5001","1573-2916"],"issn-type":[{"type":"print","value":"0925-5001"},{"type":"electronic","value":"1573-2916"}],"subject":[],"published":{"date-parts":[[2019,1,8]]},"assertion":[{"value":"13 November 2017","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"31 December 2018","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"8 January 2019","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}