Polyhedral approximations in<i>p</i>-order cone programming (Q2926080): Difference between revisions
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English | Polyhedral approximations in<i>p</i>-order cone programming |
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Polyhedral approximations in<i>p</i>-order cone programming (English)
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29 October 2014
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\(p\)-order cone programming
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second-order cone programming
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polyhedral approximation
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cutting-plane methods
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mixed-integer \(p\)-order cone programming
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stochastic programming
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portfolio optimization
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