Polyhedral approximations in \(p\)-order cone programming (Q2926080)
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scientific article; zbMATH DE number 6362458
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| English | Polyhedral approximations in \(p\)-order cone programming |
scientific article; zbMATH DE number 6362458 |
Statements
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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0.791789174079895
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0.767729640007019
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0.7536812424659729
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0.7480034232139587
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0.7386525869369507
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