Improving the approximated projected perspective reformulation by dual information (Q1728322)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improving the approximated projected perspective reformulation by dual information |
scientific article |
Statements
Improving the approximated projected perspective reformulation by dual information (English)
0 references
22 February 2019
0 references
mixed-integer non-linear problems
0 references
semi-continuous variables
0 references
perspective reformulation
0 references
projection
0 references
Lagrangian relaxation
0 references
portfolio optimization
0 references
0 references
0 references