A strong conic quadratic reformulation for machine-job assignment with controllable processing times
From MaRDI portal
(Redirected from Publication:833574)
Recommendations
- Convex quadratic programming relaxations for parallel machine scheduling with controllable processing times subject to release times
- Optimal solutions for unrelated parallel machines scheduling problems using convex quadratic reformulations
- Comparison of Quadratic Convex Reformulations to Solve the Quadratic Assignment Problem
- A convex form of the quadratic assignment problem
- Single machine scheduling with controllable processing times and compression costs. I: Equal times and costs
Cites work
- A Branch-and-Price Algorithm for the Generalized Assignment Problem
- A recipe for semidefinite relaxation for \((0,1)\)-quadratic programming
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- A survey of scheduling with controllable processing times
- Considering manufacturing cost and scheduling performance on a CNC turning machine
- Cuts for mixed 0-1 conic programming
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- Perspective cuts for a class of convex 0-1 mixed integer programs
- Scheduling Multiple Variable-Speed Machines
- Second-order cone programming
- Semidefinite programming in combinatorial optimization
- Solving quadratic (0,1)-problems by semidefinite programs and cutting planes
- Strengthened semidefinite relaxations via a second lifting for the Max-Cut problem
Cited in
(49)- Approximated perspective relaxations: a project and lift approach
- Submodularity in Conic Quadratic Mixed 0–1 Optimization
- Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
- An anticipative scheduling approach with controllable processing times
- A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
- Quadratic optimization with switching variables: the convex hull for \(n=2\)
- A unified approach to mixed-integer optimization problems with logical constraints
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- Gaining or losing perspective
- A conic quadratic formulation for a class of convex congestion functions in network flow problems
- A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function
- A polyhedral study of production ramping
- \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables
- A graph-based decomposition method for convex quadratic optimization with indicators
- scientific article; zbMATH DE number 7370569 (Why is no real title available?)
- Outlier detection in time series via mixed-integer conic quadratic optimization
- Perspective reformulation and applications
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- Strong formulations for conic quadratic optimization with indicator variables
- Stochastic lot sizing problem with nervousness considerations
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- A computational study of perspective cuts
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints
- Aircraft rescheduling with cruise speed control
- Lifting for conic mixed-integer programming
- Demand allocation with latency cost functions
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables
- Constrained optimization of rank-one functions with indicator variables
- A mixed integer programming formulation for the stochastic lot sizing problem with controllable processing times
- 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
- A new perspective on low-rank optimization
- Parallel machine match-up scheduling with manufacturing cost considerations
- On the convexification of constrained quadratic optimization problems with indicator variables
- Quadratic convex reformulations for semicontinuous quadratic programming
- Minimal conic quadratic reformulations and an optimization model
- Ideal formulations for constrained convex optimization problems with indicator variables
- Mixed-integer nonlinear programs featuring ``on/off constraints
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables
- Convex mixed-integer nonlinear programs derived from generalized disjunctive programming using cones
- Strong formulations for quadratic optimization with M-matrices and indicator variables
- Mixed-Projection Conic Optimization: A New Paradigm for Modeling Rank Constraints
- On mathematical programming with indicator constraints
- Perspective reformulations of the CTA problem with \(L_2\) distances
- A Scalable Algorithm for Sparse Portfolio Selection
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- On the convex hull of convex quadratic optimization problems with indicators
- Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions
- Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions
This page was built for publication: A strong conic quadratic reformulation for machine-job assignment with controllable processing times
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q833574)
