A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs (Q2901026)
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scientific article; zbMATH DE number 6060392
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| English | A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs |
scientific article; zbMATH DE number 6060392 |
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28 July 2012
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nonlinear integer programming
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branch and bound
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portfolio optimization
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0.9319557
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0.9180179
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0.9146783
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0.9134217
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0.91082793
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0.91082793
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A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs (English)
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