Pages that link to "Item:Q2638370"
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The following pages link to Perspective reformulations of mixed integer nonlinear programs with indicator variables (Q2638370):
Displaying 50 items.
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- How to convexify the intersection of a second order cone and a nonconvex quadratic (Q517311) (← links)
- A conic quadratic formulation for a class of convex congestion functions in network flow problems (Q713098) (← links)
- Minotaur: a mixed-integer nonlinear optimization toolkit (Q823885) (← links)
- Computational approaches for mixed integer optimal control problems with indicator constraints (Q1633792) (← links)
- Strong formulations for quadratic optimization with M-matrices and indicator variables (Q1650773) (← links)
- Integrated aircraft-path assignment and robust schedule design with cruise speed control (Q1652323) (← links)
- Convex quadratic relaxations for mixed-integer nonlinear programs in power systems (Q1688449) (← links)
- Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints (Q1751215) (← links)
- Quadratic convex reformulation for quadratic programming with linear on-off constraints (Q1755375) (← links)
- On speed scaling via integer programming (Q1785426) (← links)
- A fast exact method for the capacitated facility location problem with differentiable convex production costs (Q2030454) (← links)
- Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
- Quadratic optimization with switching variables: the convex hull for \(n=2\) (Q2044962) (← links)
- Sparse regression at scale: branch-and-bound rooted in first-order optimization (Q2097642) (← links)
- Between steps: intermediate relaxations between big-M and convex hull formulations (Q2117230) (← links)
- Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
- Gaining or losing perspective (Q2124806) (← links)
- Pyomo.GDP: an ecosystem for logic based modeling and optimization development (Q2138322) (← links)
- Ideal, non-extended formulations for disjunctive constraints admitting a network representation (Q2149570) (← links)
- Tightening methods based on nontrivial bounds on bilinear terms (Q2168621) (← links)
- A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function (Q2181606) (← links)
- Minimizing a sum of clipped convex functions (Q2228412) (← links)
- Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs (Q2231326) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- A new framework to relax composite functions in nonlinear programs (Q2235154) (← links)
- Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation (Q2250087) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Small and strong formulations for unions of convex sets from the Cayley embedding (Q2316612) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables (Q2423781) (← links)
- Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming (Q2666655) (← links)
- The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables (Q2670502) (← links)
- Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations (Q2826815) (← links)
- Perspective Reformulation and Applications (Q2897294) (← links)
- Aircraft Rescheduling with Cruise Speed Control (Q2931703) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- An Outer-Inner Approximation for Separable Mixed-Integer Nonlinear Programs (Q2967613) (← links)
- Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching (Q3386791) (← links)
- Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs (Q4995063) (← links)
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection (Q4995087) (← links)
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- Submodularity in Conic Quadratic Mixed 0–1 Optimization (Q5131480) (← links)
- Grouped variable selection with discrete optimization: computational and statistical perspectives (Q6046300) (← links)
- A new perspective on low-rank optimization (Q6052053) (← links)
- \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables (Q6052055) (← links)
- A computational study of perspective cuts (Q6062884) (← links)
- A route generation algorithm for an optimal fuel routing problem between two single ports (Q6070978) (← links)
