Pages that link to "Item:Q2490334"
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The following pages link to Perspective cuts for a class of convex 0-1 mixed integer programs (Q2490334):
Displaying 50 items.
- Approximated perspective relaxations: a project and lift approach (Q263157) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- Mixed-integer nonlinear programs featuring ``on/off'' constraints (Q453616) (← links)
- Regularized optimization methods for convex MINLP problems (Q518454) (← links)
- On interval-subgradient and no-good cuts (Q613320) (← links)
- Extending the QCR method to general mixed-integer programs (Q662304) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Minotaur: a mixed-integer nonlinear optimization toolkit (Q823885) (← links)
- A strong conic quadratic reformulation for machine-job assignment with controllable processing times (Q833574) (← links)
- A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes (Q833581) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Computational approaches for mixed integer optimal control problems with indicator constraints (Q1633792) (← links)
- Strong formulations for quadratic optimization with M-matrices and indicator variables (Q1650773) (← links)
- Delay-constrained routing problems: accurate scheduling models and admission control (Q1652220) (← links)
- An exact algorithm for a resource allocation problem in mobile wireless communications (Q1687306) (← links)
- Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
- Lift-and-project cuts for convex mixed integer nonlinear programs (Q1697971) (← links)
- Improving the approximated projected perspective reformulation by dual information (Q1728322) (← links)
- Large-scale unit commitment under uncertainty: an updated literature survey (Q1730531) (← links)
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints (Q1751215) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- An efficient compact quadratic convex reformulation for general integer quadratic programs (Q1938903) (← links)
- Convex envelopes generated from finitely many compact convex sets (Q1942266) (← links)
- A new optimal electricity market bid model solved through perspective cuts (Q1948528) (← links)
- A fast exact method for the capacitated facility location problem with differentiable convex production costs (Q2030454) (← links)
- Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
- Quadratic optimization with switching variables: the convex hull for \(n=2\) (Q2044962) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Start-up/shut-down MINLP formulations for the unit commitment with ramp constraints (Q2056921) (← links)
- Compact mixed-integer programming formulations in quadratic optimization (Q2089884) (← links)
- Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
- Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
- Gaining or losing perspective (Q2124806) (← links)
- A disjunctive cut strengthening technique for convex MINLP (Q2129197) (← links)
- Inversion of convection-diffusion equation with discrete sources (Q2129202) (← links)
- An extended formulation for two-stage stochastic unit commitment with reserves (Q2157884) (← links)
- A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function (Q2181606) (← links)
- Valid inequalities for quadratic optimisation with domain constraints (Q2234747) (← links)
- Bi-perspective functions for mixed-integer fractional programs with indicator variables (Q2235139) (← links)
- A branch and bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation (Q2251137) (← links)
- QPLIB: a library of quadratic programming instances (Q2281448) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Strengthening the sequential convex MINLP technique by perspective reformulations (Q2311102) (← links)
- Modified orbital branching for structured symmetry with an application to unit commitment (Q2340280) (← links)
- Delay-constrained shortest paths: approximation algorithms and second-order cone models (Q2342143) (← links)
- Large-scale unit commitment under uncertainty (Q2351161) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
