Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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