Approximated perspective relaxations: a project and lift approach
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Publication:263157
DOI10.1007/S10589-015-9787-8zbMATH Open1362.90301OpenAlexW1670218960WikidataQ57659028 ScholiaQ57659028MaRDI QIDQ263157FDOQ263157
Claudio Gentile, Antonio Frangioni, Fabio Furini
Publication date: 4 April 2016
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11568/753555
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Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Mixed integer programming (90C11)
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Cited In (22)
- Improving the approximated projected perspective reformulation by dual information
- Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs
- QPLIB: a library of quadratic programming instances
- Perspective Reformulations of the CTA Problem with L2 Distances
- Deep Neural Networks Pruning via the Structured Perspective Regularization
- Cardinality minimization, constraints, and regularization: a survey
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs
- On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey
- A computational study of perspective cuts
- Strong formulations for conic quadratic optimization with indicator variables
- Minotaur: a mixed-integer nonlinear optimization toolkit
- Relaxation schemes for mathematical programmes with switching constraints
- Ideal formulations for constrained convex optimization problems with indicator variables
- A polynomial-time algorithm with tight error bounds for single-period unit commitment problem
- A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
- A Scalable Algorithm for Sparse Portfolio Selection
- Strengthening the sequential convex MINLP technique by perspective reformulations
- Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization
Uses Software
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