Quadratic cone cutting surfaces for quadratic programs with on-off constraints (Q1751215)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic cone cutting surfaces for quadratic programs with on-off constraints |
scientific article |
Statements
Quadratic cone cutting surfaces for quadratic programs with on-off constraints (English)
0 references
24 May 2018
0 references
quadratic integer programming
0 references
second-order cone relaxations
0 references
portfolio optimization
0 references
