SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791)
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scientific article; zbMATH DE number 5183106
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| English | SDP diagonalizations and perspective cuts for a class of nonseparable MIQP |
scientific article; zbMATH DE number 5183106 |
Statements
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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0.8415271639823914
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0.7966110110282898
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0.7790101170539856
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0.7774301171302795
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0.7722962498664856
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