A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
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Publication:2901026
DOI10.1287/ijoc.1070.0256zbMath1243.90170OpenAlexW2024753861MaRDI QIDQ2901026
Shabbir Ahmed, Juan Pablo Vielma, Nemhauser, George I.
Publication date: 28 July 2012
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.1070.0256
Integer programming (90C10) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Quadratic programming (90C20) Financial applications of other theories (91G80) Portfolio theory (91G10)
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