Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
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Publication:1926817
DOI10.1016/j.ejor.2012.03.006zbMath1253.90182WikidataQ57445439 ScholiaQ57445439MaRDI QIDQ1926817
Xiaoling Sun, Xueting Cui, Li, Duan, Xiao Jin Zheng
Publication date: 29 December 2012
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2012.03.006
quadratic programming; probabilistic constraint; semidefinite program relaxation; mixed-integer quadratic program reformulation; second-order cone programming relaxation
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