A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
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Publication:833581
DOI10.1016/J.ORL.2009.02.003zbMATH Open1167.90604OpenAlexW2109092710WikidataQ118165486 ScholiaQ118165486MaRDI QIDQ833581FDOQ833581
Authors: 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
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portfolio optimizationvalid inequalitiesunit commitment problemreformulationsmixed-integer non linear programssecond-order cone programs
Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Mixed integer programming (90C11)
Cites Work
- Lectures on modern convex optimization. Analysis, algorithms, and engineering applications
- A branch-and-cut method for 0-1 mixed convex programming
- Convex programming for disjunctive convex optimization
- Perspective cuts for a class of convex 0-1 mixed integer programs
- SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- Semidefinite relaxations of fractional programs via novel convexification techniques
- A strong conic quadratic reformulation for machine-job assignment with controllable processing times
- A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
Cited In (31)
- Improving the approximated projected perspective reformulation by dual information
- 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 new optimal electricity market bid model solved through perspective cuts
- A unified approach to mixed-integer optimization problems with logical 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
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- Perspective reformulation and applications
- A fast exact method for the capacitated facility location problem with differentiable convex production costs
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems
- Decompositions of semidefinite matrices and the perspective reformulation of nonseparable quadratic programs
- A computational study of perspective cuts
- Strong formulations for conic quadratic optimization with indicator variables
- Benders decomposition without separability: a computational study for capacitated facility location problems
- Delay-constrained shortest paths: approximation algorithms and second-order cone models
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
- Cardinality constrained portfolio selection problem: a completely positive programming approach
- On interval-subgradient and no-good cuts
- Projected perspective reformulations with applications in design problems
- A new perspective on low-rank optimization
- 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
- Ideal formulations for constrained convex optimization problems with indicator variables
- 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
- Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming
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