Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060): Difference between revisions

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scientific article

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English	Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach	scientific article

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instance of

scholarly article

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title

Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (English)

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INFORMS Journal on Computing

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publication date

26 January 2015

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zbMATH Keywords

quadratic programming with semicontinuous variables and cardinality constraint

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perspective reformulation

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diagonal decomposition

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semidefinite program

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Lagrangian decomposition

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describes a project that uses

CVX

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1287/ijoc.2014.0592

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cites work

A strong conic quadratic reformulation for machine-job assignment with controllable processing times

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Q4863586

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Lectures on Modern Convex Optimization

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Algorithm for cardinality-constrained quadratic optimization

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Computational study of a family of mixed-integer quadratic programming problems

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The Optimal Selection of Small Portfolios

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An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

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Better Subset Regression Using the Nonnegative Garrote

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Heuristics for cardinality constrained portfolio optimization

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Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems

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Perspective cuts for a class of convex 0-1 mixed integer programs

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SDP diagonalizations and perspective cuts for a class of nonseparable MIQP

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A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes

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Optimal Cardinality Constrained Portfolio Selection

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Lagrangean decomposition: A model yielding stronger lagrangean bounds

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Perspective reformulations of mixed integer nonlinear programs with indicator variables

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OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION

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Optimization of cardinality constrained portfolios with a hybrid local search algorithm

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Lagrangean decomposition for integer nonlinear programming with linear constraints

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A Survey of the S-Lemma

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Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

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Semidefinite relaxations of fractional programs via novel convexification techniques

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Semidefinite Programming

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Q5453757

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On the Non-Negative Garrotte Estimator

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Identifiers

zbMATH Open document ID

1304.90154

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DOI

10.1287/ijoc.2014.0592

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2940060

@@ Property / cites work @@
+A strong conic quadratic reformulation for machine-job assignment with controllable processing times
+Normal rank
@@ Property / cites work @@
+Q4863586
@@ Property / cites work: Q4863586 / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Modern Convex Optimization
@@ Property / cites work: Lectures on Modern Convex Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithm for cardinality-constrained quadratic optimization
+Normal rank
@@ Property / cites work @@
+Computational study of a family of mixed-integer quadratic programming problems
+Normal rank
@@ Property / cites work @@
+The Optimal Selection of Small Portfolios
@@ Property / cites work: The Optimal Selection of Small Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
+Normal rank
@@ Property / cites work @@
+Better Subset Regression Using the Nonnegative Garrote
+Normal rank
@@ Property / cites work @@
+Heuristics for cardinality constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
+Normal rank
@@ Property / cites work @@
+Perspective cuts for a class of convex 0-1 mixed integer programs
+Normal rank
@@ Property / cites work @@
+SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
+Normal rank
@@ Property / cites work @@
+A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
+Normal rank
@@ Property / cites work @@
+Optimal Cardinality Constrained Portfolio Selection
+Normal rank
@@ Property / cites work @@
+Lagrangean decomposition: A model yielding stronger lagrangean bounds
+Normal rank
@@ Property / cites work @@
+Perspective reformulations of mixed integer nonlinear programs with indicator variables
+Normal rank
@@ Property / cites work @@
+OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
+Normal rank
@@ Property / cites work @@
+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
+Normal rank
@@ Property / cites work @@
+Lagrangean decomposition for integer nonlinear programming with linear constraints
+Normal rank
@@ Property / cites work @@
+A Survey of the S-Lemma
@@ Property / cites work: A Survey of the S-Lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Semidefinite relaxations of fractional programs via novel convexification techniques
+Normal rank
@@ Property / cites work @@
+Semidefinite Programming
@@ Property / cites work: Semidefinite Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Q5453757
@@ Property / cites work: Q5453757 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Non-Negative Garrotte Estimator
@@ Property / cites work: On the Non-Negative Garrotte Estimator / rank @@
+Normal rank