Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817): Difference between revisions

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Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
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    Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (English)
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    29 December 2012
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    quadratic programming
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    probabilistic constraint
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    second-order cone programming relaxation
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    semidefinite program relaxation
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    mixed-integer quadratic program reformulation
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