An improved convex 0-1 quadratic program reformulation for chance-constrained quadratic knapsack problems
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Publication:2846489
DOI10.1142/S0217595913400095zbMATH Open1273.90125MaRDI QIDQ2846489FDOQ2846489
Authors: Shuhui Ji, Xiaoling Sun, X. J. Zheng 
Publication date: 5 September 2013
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
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stochastic programmingchance-constrained quadratic knapsack problemconvex 0-1 quadratic program reformulationfinite discrete distributionSDP formulation
Cites Work
- The quadratic knapsack problem -- a survey
- Semidefinite Programming
- Chance-constrained programming
- Uncertain convex programs: randomized solutions and confidence levels
- The Scenario Approach to Robust Control Design
- Convex Approximations of Chance Constrained Programs
- Sharp Bounds on Probabilities Using Linear Programming
- Quadratic knapsack problems
- Title not available (Why is that?)
- On mixing sets arising in chance-constrained programming
- Relaxations for probabilistically constrained programs with discrete random variables
- Probabilistic programming with discrete distributions and precedence constrained knapsack polyhedra
- MIP reformulations of the probabilistic set covering problem
- An integer programming approach for linear programs with probabilistic constraints
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
- Sequential convex approximations to joint chance constrained programs: A Monte Carlo approach
- Using a mixed integer quadratic programming solver for the unconstrained quadratic \(0-1\) problem
- Improving the performance of standard solvers for quadratic 0-1 programs by a tight convex reformulation: The QCR method
- Mathematical programming approaches for generating \(p\)-efficient points
Cited In (6)
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- Optimization approaches to multiplicative tariff of rates estimation in non-life insurance
- Solving chance-constrained optimization problems with stochastic quadratic inequalities
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