SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
From MaRDI portal
Publication:2643791
DOI10.1016/j.orl.2006.03.008zbMath1149.90379OpenAlexW2031130715WikidataQ118165496 ScholiaQ118165496MaRDI QIDQ2643791
Antonio Frangioni, Claudio Gentile
Publication date: 27 August 2007
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: http://eprints.adm.unipi.it/2154/1/TR%2D06%2D01.pdf.gz
Related Items
Minotaur: a mixed-integer nonlinear optimization toolkit, On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables, A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes, Perspective Reformulation and Applications, Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization, An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems, Perspective reformulations of mixed integer nonlinear programs with indicator variables, Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems, Perspective Reformulations of the CTA Problem with L2 Distances, A Scalable Algorithm for Sparse Portfolio Selection, Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach, Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming, Recent advances in mathematical programming with semi-continuous variables and cardinality constraint, Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs, A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function, The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables, Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA, An augmented Lagrangian method for optimization problems with structured geometric constraints, Quadratic Convex Reformulations for Semicontinuous Quadratic Programming, \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables, A computational study of perspective cuts, Extended formulations in mixed integer conic quadratic programming, Constrained composite optimization and augmented Lagrangian methods, Lifted polymatroid inequalities for mean-risk optimization with indicator variables, Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs, On the convex hull of convex quadratic optimization problems with indicators, Cardinality constrained portfolio selection problem: a completely positive programming approach, Relaxed method for optimization problems with cardinality constraints, Supermodularity and valid inequalities for quadratic optimization with indicators, Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints, Improving the approximated projected perspective reformulation by dual information, Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization, A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints, Quadratic cone cutting surfaces for quadratic programs with on-off constraints, Quadratic convex reformulation for quadratic programming with linear on-off constraints, Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method, QPLIB: a library of quadratic programming instances, Strong formulations for conic quadratic optimization with indicator variables, Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach, An augmented Lagrangian method for cardinality-constrained optimization problems, An augmented Lagrangian proximal alternating method for sparse discrete optimization problems, Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations, Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs, Compact mixed-integer programming formulations in quadratic optimization, Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization, Relaxation schemes for mathematical programmes with switching constraints, A penalty PALM method for sparse portfolio selection problems, Ideal formulations for constrained convex optimization problems with indicator variables, Approximated perspective relaxations: a project and lift approach
Cites Work
- Unnamed Item
- Computational study of a family of mixed-integer quadratic programming problems
- Perspective cuts for a class of convex 0-1 mixed integer programs
- Computational aspects of a branch and bound algorithm for quadratic zero- one programming
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
