Polyhedral approximations in<i>p</i>-order cone programming (Q2926080)

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Polyhedral approximations in<i>p</i>-order cone programming
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    Polyhedral approximations in<i>p</i>-order cone programming (English)
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    29 October 2014
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    \(p\)-order cone programming
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    second-order cone programming
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    polyhedral approximation
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    cutting-plane methods
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    mixed-integer \(p\)-order cone programming
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    stochastic programming
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    portfolio optimization
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