{"id":"https://openalex.org/W1975719635","doi":"https://doi.org/10.1007/s10589-014-9692-6","title":"A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs","display_name":"A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs","publication_year":2014,"publication_date":"2014-08-27","ids":{"openalex":"https://openalex.org/W1975719635","doi":"https://doi.org/10.1007/s10589-014-9692-6","mag":"1975719635"},"language":"en","primary_location":{"id":"doi:10.1007/s10589-014-9692-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-014-9692-6","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5108880950","display_name":"Daniel Espinoza","orcid":null},"institutions":[{"id":"https://openalex.org/I69737025","display_name":"University of Chile","ror":"https://ror.org/047gc3g35","country_code":"CL","type":"education","lineage":["https://openalex.org/I69737025"]}],"countries":["CL"],"is_corresponding":true,"raw_author_name":"Daniel Espinoza","raw_affiliation_strings":["Department of Industrial Engineering, Universidad de Chile, Santiago, Chile"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Universidad de Chile, Santiago, Chile","institution_ids":["https://openalex.org/I69737025"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5037641225","display_name":"Eduardo Moreno","orcid":"https://orcid.org/0000-0002-3404-8294"},"institutions":[{"id":"https://openalex.org/I21067949","display_name":"Adolfo Ib\u00e1\u00f1ez University","ror":"https://ror.org/0326knt82","country_code":"CL","type":"education","lineage":["https://openalex.org/I21067949"]}],"countries":["CL"],"is_corresponding":false,"raw_author_name":"Eduardo Moreno","raw_affiliation_strings":["Faculty of Engineering and Science, Universidad Adolfo Iba\u00f1ez, Santiago, Chile","[Faculty of Engineering and Science, Universidad Adolfo Ibanez, Santiago, Chile]"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering and Science, Universidad Adolfo Iba\u00f1ez, Santiago, Chile","institution_ids":["https://openalex.org/I21067949"]},{"raw_affiliation_string":"[Faculty of Engineering and Science, Universidad Adolfo Ibanez, Santiago, Chile]","institution_ids":["https://openalex.org/I21067949"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5108880950"],"corresponding_institution_ids":["https://openalex.org/I69737025"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":5.8539,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":0.95840405,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"59","issue":"3","first_page":"617","last_page":"638"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12709","display_name":"Optimization and Mathematical Programming","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cvar","display_name":"CVAR","score":0.9478203058242798},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6555171012878418},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6451033353805542},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.5785581469535828},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.5785365104675293},{"id":"https://openalex.org/keywords/dual","display_name":"Dual (grammatical number)","score":0.5025866031646729},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.49612531065940857},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.461041659116745},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.44521787762641907},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4277111291885376},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.41986048221588135}],"concepts":[{"id":"https://openalex.org/C2779922397","wikidata":"https://www.wikidata.org/wiki/Q5014755","display_name":"CVAR","level":4,"score":0.9478203058242798},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6555171012878418},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6451033353805542},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.5785581469535828},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.5785365104675293},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.5025866031646729},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.49612531065940857},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.461041659116745},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.44521787762641907},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4277111291885376},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.41986048221588135},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C124952713","wikidata":"https://www.wikidata.org/wiki/Q8242","display_name":"Literature","level":1,"score":0.0},{"id":"https://openalex.org/C142362112","wikidata":"https://www.wikidata.org/wiki/Q735","display_name":"Art","level":0,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10589-014-9692-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10589-014-9692-6","pdf_url":null,"source":{"id":"https://openalex.org/S39243548","display_name":"Computational Optimization and Applications","issn_l":"0926-6003","issn":["0926-6003","1573-2894"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Optimization and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:coopap:v:59:y:2014:i:3:p:617-638","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s10589-014-9692-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":41,"referenced_works":["https://openalex.org/W64605562","https://openalex.org/W650060097","https://openalex.org/W1496852045","https://openalex.org/W1541527977","https://openalex.org/W1591570634","https://openalex.org/W1647779468","https://openalex.org/W1983916623","https://openalex.org/W2000016398","https://openalex.org/W2000257769","https://openalex.org/W2005349928","https://openalex.org/W2016139756","https://openalex.org/W2018660239","https://openalex.org/W2019291268","https://openalex.org/W2024753861","https://openalex.org/W2033033900","https://openalex.org/W2038426159","https://openalex.org/W2038865108","https://openalex.org/W2056819186","https://openalex.org/W2060322444","https://openalex.org/W2069009481","https://openalex.org/W2072916763","https://openalex.org/W2079088014","https://openalex.org/W2079688774","https://openalex.org/W2086159275","https://openalex.org/W2093704185","https://openalex.org/W2102959012","https://openalex.org/W2109427113","https://openalex.org/W2111951371","https://openalex.org/W2127470768","https://openalex.org/W2139559439","https://openalex.org/W2140953862","https://openalex.org/W2144846366","https://openalex.org/W2168469008","https://openalex.org/W2169287093","https://openalex.org/W2277660275","https://openalex.org/W2310516540","https://openalex.org/W2496925983","https://openalex.org/W3124407081","https://openalex.org/W4212912562","https://openalex.org/W4247165901","https://openalex.org/W4301216918"],"related_works":["https://openalex.org/W4316167276","https://openalex.org/W2002736235","https://openalex.org/W2232143283","https://openalex.org/W1647779468","https://openalex.org/W2016139756","https://openalex.org/W2153830644","https://openalex.org/W2759984755","https://openalex.org/W2144846569","https://openalex.org/W3124086738","https://openalex.org/W3101533691"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":9}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
