SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
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Publication:2643791
DOI10.1016/J.ORL.2006.03.008zbMATH Open1149.90379OpenAlexW2031130715WikidataQ118165496 ScholiaQ118165496MaRDI QIDQ2643791FDOQ2643791
Authors: 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
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Cites Work
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- Title not available (Why is that?)
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- Tight SDP relaxations for cardinality-constrained problems
- Mixed-integer nonlinear optimization: a hatchery for modern mathematics. Abstracts from the workshop held August 13--18, 2023
- A penalty PALM method for sparse portfolio selection problems
- 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
- Approximated perspective relaxations: a project and lift approach
- Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
- A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
- Relaxed method for optimization problems with cardinality constraints
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs
- Quadratic convex reformulation for quadratic programming with linear on-off constraints
- On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables
- \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables
- 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 reformulation and applications
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- A computational study of perspective cuts
- Strong formulations for conic quadratic optimization with indicator variables
- An augmented Lagrangian method for optimization problems with structured geometric constraints
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Cardinality constrained portfolio selection problem: a completely positive programming approach
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- An augmented Lagrangian method for cardinality-constrained optimization problems
- The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables
- Supermodularity and valid inequalities for quadratic optimization with indicators
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- Minotaur: a mixed-integer nonlinear optimization toolkit
- Quadratic convex reformulations for semicontinuous quadratic programming
- Relaxation schemes for mathematical programmes with switching constraints
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach
- Ideal formulations for constrained convex optimization problems with indicator variables
- Compact mixed-integer programming formulations in quadratic optimization
- Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA
- Relaxing nonconvex quadratic functions by multiple adaptive diagonal perturbations
- A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints
- Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization
- A Scalable Algorithm for Sparse Portfolio Selection
- Perspective reformulations of the CTA problem with \(L_2\) distances
- Extended formulations in mixed integer conic quadratic programming
- On the convex hull of convex quadratic optimization problems with indicators
- Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming
- Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization
- Constrained composite optimization and augmented Lagrangian methods
- Mathematical programs with cardinality constraints: reformulation by complementarity-type conditions and a regularization method
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