A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
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Publication:833581
DOI10.1016/j.orl.2009.02.003zbMath1167.90604OpenAlexW2109092710WikidataQ118165486 ScholiaQ118165486MaRDI QIDQ833581
Antonio Frangioni, Claudio Gentile
Publication date: 14 August 2009
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: http://eprints.adm.unipi.it/600/1/SOCP4PC1.pdf
portfolio optimizationvalid inequalitiesunit commitment problemreformulationsmixed-integer non linear programssecond-order cone programs
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)
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