Improving the approximated projected perspective reformulation by dual information (Q1728322)

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scientific article; zbMATH DE number 7027780
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    Improving the approximated projected perspective reformulation by dual information
    scientific article; zbMATH DE number 7027780

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      Improving the approximated projected perspective reformulation by dual information (English)
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      22 February 2019
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      mixed-integer non-linear problems
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      semi-continuous variables
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      perspective reformulation
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      projection
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      Lagrangian relaxation
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      portfolio optimization
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