A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs
From MaRDI portal
Recommendations
- A branch and bound algorithm for general mixed-integer quadratic programs based on quadratic convex relaxation
- scientific article; zbMATH DE number 4008100
- Lifting for conic mixed-integer programming
- An implicit branch-and-bound algorithm for mixed-integer linear programming
- A new branch and bound algorithm for solving quadratic programs with linear complementarity constraints
- An effective branch-and-bound algorithm for convex quadratic integer programming
- An effective branch-and-bound algorithm for convex quadratic integer programming
- scientific article; zbMATH DE number 3920195
- A branch and bound algorithm for nonconvex quadratic programming with quadratic constraints
- A branch and bound method for the solution of multiparametric mixed integer linear programming problems
Cited in
(55)- Risk optimization with p-order conic constraints: a linear programming approach
- Extended formulations in mixed integer conic quadratic programming
- A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization
- Mixed integer programming with a class of nonlinear convex constraints
- Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study
- Computational study of a family of mixed-integer quadratic programming problems
- Alternate solution approaches for competitive hub location problems
- Rational polyhedral outer-approximations of the second-order cone
- Special issue: Global solution of integer, stochastic and nonconvex optimization problems
- A combinatorial cut-and-lift procedure with an application to 0-1 second-order conic programming
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- On valid inequalities for mixed integer \(p\)-order cone programming
- Fractional 0-1 programs: links between mixed-integer linear and conic quadratic formulations
- Heuristic algorithms for the cardinality constrained efficient frontier
- Simplex QP-based methods for minimizing a conic quadratic objective over polyhedra
- Symmetry-exploiting cuts for a class of mixed-\(0/1\) second-order cone programs
- A new method for mean-variance portfolio optimization with cardinality constraints
- Solving cardinality constrained mean-variance portfolio problems via MILP
- An iterative method for solving a bi-objective constrained portfolio optimization problem
- On families of quadratic surfaces having fixed intersections with two hyperplanes
- Restricted risk measures and robust optimization
- Computational aspects of column generation for nonlinear and conic optimization: classical and linearized schemes
- On minimal valid inequalities for mixed integer conic programs
- Cutting-planes for weakly-coupled 0/1 second order cone programs
- Subgradient based outer approximation for mixed integer second order cone programming
- Polyhedral approximations in p-order cone programming
- Aircraft rescheduling with cruise speed control
- CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
- A conic representation of the convex hull of disjunctive sets and conic cuts for integer second order cone optimization
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs
- Technical note: A conic integer optimization approach to the constrained assortment problem under the mixed multinomial logit model
- Convexification of queueing formulas by mixed-integer second-order cone programming: an application to a discrete location problem with congestion
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- A Scalable Algorithm for Sparse Portfolio Selection
- A combinatorial approach for small and strong formulations of disjunctive constraints
- In Memoriam: Shabbir Ahmed (1969–2019)
- Smoothing and regularization for mixed-integer second-order cone programming with applications in portfolio optimization
- How to convexify the intersection of a second order cone and a nonconvex quadratic
- Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods
- Global optimization of trusses with constraints on number of different cross-sections: a mixed-integer second-order cone programming approach
- Portfolio management with higher moments: the cardinality impact
- A unifying framework for sparsity-constrained optimization
- Modeling combinatorial disjunctive constraints via junction trees
- Lifting for conic mixed-integer programming
- Convex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models
- On minimal extended representations of generalized power cones
- A hybrid branch-and-bound and interior-point algorithm for stochastic mixed-integer nonlinear second-order cone programming
- On cutting plane algorithms for nonlinear binary optimization
- Solving Euclidean max-sum problems exactly with cutting planes
- Sparsity penalized mean-variance portfolio selection: analysis and computation
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Exact approaches for competitive facility location with discrete attractiveness
- A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
This page was built for publication: A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2901026)
