A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs
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- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods
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- Symmetry-exploiting cuts for a class of mixed-\(0/1\) second-order cone programs
- Sparsity penalized mean-variance portfolio selection: analysis and computation
- Fractional 0-1 programs: links between mixed-integer linear and conic quadratic formulations
- Smoothing and regularization for mixed-integer second-order cone programming with applications in portfolio optimization
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- Technical note: A conic integer optimization approach to the constrained assortment problem under the mixed multinomial logit model
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
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- A combinatorial approach for small and strong formulations of disjunctive constraints
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- Cutting-planes for weakly-coupled 0/1 second order cone programs
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- Rational polyhedral outer-approximations of the second-order cone
- Convexification of queueing formulas by mixed-integer second-order cone programming: an application to a discrete location problem with congestion
- Lifting for conic mixed-integer programming
- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Mixed integer programming with a class of nonlinear convex constraints
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- On valid inequalities for mixed integer \(p\)-order cone programming
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- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- A combinatorial cut-and-lift procedure with an application to 0-1 second-order conic programming
- A conic representation of the convex hull of disjunctive sets and conic cuts for integer second order cone optimization
- Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes
- A hybrid branch-and-bound and interior-point algorithm for stochastic mixed-integer nonlinear second-order cone programming
- Extended formulations in mixed integer conic quadratic programming
- A Scalable Algorithm for Sparse Portfolio Selection
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- An iterative method for solving a bi-objective constrained portfolio optimization problem
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- On families of quadratic surfaces having fixed intersections with two hyperplanes
- Modeling combinatorial disjunctive constraints via junction trees
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