An operator splitting method with specialized CVaR projection solves large CVaR-constrained QPs orders of magnitude faster than general solvers up to millions of scenarios.
A novel linear programming approach to fluence map optimization for intensity mod- ulated radiation therapy treatment planning
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An Operator Splitting Method for Large-Scale CVaR-Constrained Quadratic Programs
An operator splitting method with specialized CVaR projection solves large CVaR-constrained QPs orders of magnitude faster than general solvers up to millions of scenarios.