On valid inequalities for mixed integer \(p\)-order cone programming
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Publication:2251546
DOI10.1007/s10957-013-0315-7zbMath1300.90022OpenAlexW2470082880MaRDI QIDQ2251546
Pavlo A. Krokhmal, Alexander Vinel
Publication date: 14 July 2014
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-013-0315-7
stochastic optimizationvalid inequalitiesrisk measuresmixed integer \(p\)-order cone programmingnonlinear cuts
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)
Related Items (6)
The algebraic structure of the arbitrary-order cone ⋮ A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures ⋮ Unnamed Item ⋮ Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs ⋮ Certainty equivalent measures of risk ⋮ Mixed integer programming with a class of nonlinear convex constraints
Uses Software
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