SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDP diagonalizations and perspective cuts for a class of nonseparable MIQP |
scientific article |
Statements
SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (English)
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27 August 2007
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mixed-integer quadratic programs
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valid inequalities
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semidefinite programming
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portfolio optimization
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