Pages that link to "Item:Q2940060"

The following pages link to Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060):

Displayed 31 items.

• A half thresholding projection algorithm for sparse solutions of LCPs (Q497459) ‎ (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) ‎ (← links)
• Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) ‎ (← links)
• Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) ‎ (← links)
• Improving the approximated projected perspective reformulation by dual information (Q1728322) ‎ (← 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)
• Strong formulations for conic quadratic optimization with indicator variables (Q2039236) ‎ (← links)
• Quadratic optimization with switching variables: the convex hull for \(n=2\) (Q2044962) ‎ (← links)
• Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) ‎ (← links)
• A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) ‎ (← links)
• The complexity results of the sparse optimization problems and reverse convex optimization problems (Q2228394) ‎ (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) ‎ (← links)
• Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming (Q2666655) ‎ (← links)
• The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables (Q2670502) ‎ (← links)
• Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations (Q2826815) ‎ (← links)
• Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) ‎ (← links)
• Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs (Q4995063) ‎ (← links)
• Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) ‎ (← links)
• On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables (Q5041763) ‎ (← links)
• Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints (Q5060505) ‎ (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) ‎ (← links)
• A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) ‎ (← links)
• Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs (Q5108255) ‎ (← links)
• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) ‎ (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) ‎ (← links)
• Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods (Q5351613) ‎ (← links)
• A new perspective on low-rank optimization (Q6052053) ‎ (← links)
• \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables (Q6052055) ‎ (← links)
• High-Dimensional Portfolio Selection with Cardinality Constraints (Q6109962) ‎ (← links)
• Supermodularity and valid inequalities for quadratic optimization with indicators (Q6165587) ‎ (← links)