Pages that link to "Item:Q2643791"

The following pages link to SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791):

Displaying 49 items.

• Approximated perspective relaxations: a project and lift approach (Q263157) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Minotaur: a mixed-integer nonlinear optimization toolkit (Q823885) (← links)
• A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes (Q833581) (← links)
• Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
• Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
• Improving the approximated projected perspective reformulation by dual information (Q1728322) (← 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)
• Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
• Strong formulations for conic quadratic optimization with indicator variables (Q2039236) (← links)
• An augmented Lagrangian method for cardinality-constrained optimization problems (Q2046539) (← links)
• Compact mixed-integer programming formulations in quadratic optimization (Q2089884) (← links)
• Ideal formulations for constrained convex optimization problems with indicator variables (Q2118117) (← links)
• A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function (Q2181606) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• QPLIB: a library of quadratic programming instances (Q2281448) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← 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)
• Perspective reformulations of mixed integer nonlinear programs with indicator variables (Q2638370) (← 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)
• Global convergence of augmented Lagrangian method applied to mathematical program with switching constraints (Q2691360) (← links)
• Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations (Q2826815) (← links)
• Perspective Reformulation and Applications (Q2897294) (← links)
• Perspective Reformulations of the CTA Problem with <i>L</i>₂ Distances (Q2931708) (← links)
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
• Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs (Q4995063) (← links)
• Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
• On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables (Q5041763) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
• Using ℓ1-Relaxation and Integer Programming to Obtain Dual Bounds for Sparse PCA (Q5095184) (← links)
• Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs (Q5108255) (← links)
• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) (← links)
• A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• Mathematical Programs with Cardinality Constraints: Reformulation by Complementarity-Type Conditions and a Regularization Method (Q5743614) (← links)
• Relaxation schemes for mathematical programmes with switching constraints (Q5865340) (← links)
• An augmented Lagrangian method for optimization problems with structured geometric constraints (Q6038673) (← links)
• \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables (Q6052055) (← links)
• A computational study of perspective cuts (Q6062884) (← links)
• Constrained composite optimization and augmented Lagrangian methods (Q6110459) (← links)
• On the convex hull of convex quadratic optimization problems with indicators (Q6120854) (← links)
• Relaxed method for optimization problems with cardinality constraints (Q6154400) (← links)
• Supermodularity and valid inequalities for quadratic optimization with indicators (Q6165587) (← links)