Pages that link to "Item:Q2901026"

The following pages link to A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs (Q2901026):

Displaying 46 items.

• CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization (Q298162) (← links)
• A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
• How to convexify the intersection of a second order cone and a nonconvex quadratic (Q517311) (← links)
• Lifting for conic mixed-integer programming (Q623366) (← links)
• Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations (Q652290) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Exact approaches for competitive facility location with discrete attractiveness (Q828655) (← links)
• A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes (Q833581) (← links)
• Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
• Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
• Mixed integer programming with a class of nonlinear convex constraints (Q1751218) (← links)
• Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study (Q1789594) (← links)
• Alternate solution approaches for competitive hub location problems (Q2029306) (← links)
• Rational polyhedral outer-approximations of the second-order cone (Q2042079) (← links)
• Special issue: Global solution of integer, stochastic and nonconvex optimization problems (Q2097627) (← links)
• A combinatorial cut-and-lift procedure with an application to 0-1 second-order conic programming (Q2097632) (← links)
• Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
• Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse (Q2097658) (← links)
• On valid inequalities for mixed integer \(p\)-order cone programming (Q2251546) (← links)
• Fractional 0-1 programs: links between mixed-integer linear and conic quadratic formulations (Q2274883) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• Symmetry-exploiting cuts for a class of mixed-\(0/1\) second-order cone programs (Q2339823) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
• On families of quadratic surfaces having fixed intersections with two hyperplanes (Q2444574) (← links)
• Restricted risk measures and robust optimization (Q2629722) (← links)
• Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes (Q2696926) (← links)
• On Minimal Valid Inequalities for Mixed Integer Conic Programs (Q2806815) (← links)
• Cutting-planes for weakly-coupled 0/1 second order cone programs (Q2883643) (← links)
• Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming (Q2897293) (← links)
• Polyhedral approximations in<i>p</i>-order cone programming (Q2926080) (← links)
• Aircraft Rescheduling with Cruise Speed Control (Q2931703) (← links)
• A Conic Representation of the Convex Hull of Disjunctive Sets and Conic Cuts for Integer Second Order Cone Optimization (Q3462302) (← links)
• Technical Note—A Conic Integer Optimization Approach to the Constrained Assortment Problem Under the Mixed Multinomial Logit Model (Q4971390) (← links)
• Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion (Q5058005) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
• A Combinatorial Approach for Small and Strong Formulations of Disjunctive Constraints (Q5108220) (← links)
• In Memoriam: Shabbir Ahmed (1969–2019) (Q5139620) (← links)
• Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959) (← links)
• Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods (Q5351613) (← links)
• Global optimization of trusses with constraints on number of different cross-sections: a mixed-integer second-order cone programming approach (Q5963315) (← links)
• Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
• A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
• Modeling combinatorial disjunctive constraints via junction trees (Q6120845) (← links)