Pages that link to "Item:Q1926817"
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The following pages link to Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817):
Displaying 8 items.
- New reformulations for probabilistically constrained quadratic programs (Q296982) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Cell-and-bound algorithm for chance constrained programs with discrete distributions (Q1753452) (← links)
- Quadratic convex reformulation for quadratic programming with linear on-off constraints (Q1755375) (← links)
- A Lagrangian decomposition approach for the pump scheduling problem in water networks (Q2629691) (← links)
- AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS (Q2846489) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- An Augmented Lagrangian Decomposition Method for Chance-Constrained Optimization Problems (Q5085476) (← links)