Valid inequalities for quadratic optimisation with domain constraints

DOI10.1016/J.DISOPT.2021.100661zbMATH Open1506.90193OpenAlexW3184030731MaRDI QIDQ2234747FDOQ2234747

Authors: Laura Galli, Adam N. Letchford 

Publication date: 19 October 2021

Published in: Discrete Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.disopt.2021.100661

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zbMATH Keywords

cutting planesmixed-integer nonlinear programmingglobal optimisation

Mathematics Subject Classification ID

Quadratic programming (90C20) Portfolio theory (91G10) Integer programming (90C10) Mixed integer programming (90C11)

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Cited In (2)

• New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
• Valid inequalities for separable concave constraints with indicator variables

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