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

DOI10.1007/BF02592208zbMath0855.90090MaRDI QIDQ1814787

Bienstock, Daniel

Publication date: 31 October 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

parallel computingbranch-and-cutfinancial applications

Mathematics Subject Classification ID

Mixed integer programming (90C11) Quadratic programming (90C20) Parallel numerical computation (65Y05)

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Uses Software

• CPLEX

Cites Work

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• Symmetric indefinite systems for interior point methods
• Computational experience with parallel mixed integer programming in a distributed environment
• A lift-and-project cutting plane algorithm for mixed 0-1 programs
• Large-Scale Portfolio Optimization
• A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
• Parallel Branch-and-Bound Algorithms for General Mixed Integer Programming on the CM-5
• Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework
• Intersection Cuts—A New Type of Cutting Planes for Integer Programming

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