SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791)

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SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
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    SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (English)
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    27 August 2007
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    mixed-integer quadratic programs
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    valid inequalities
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    semidefinite programming
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    portfolio optimization
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