Pages that link to "Item:Q1970366"
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The following pages link to Convex programming for disjunctive convex optimization (Q1970366):
Displaying 38 items.
- On the optimality of nonlinear fractional disjunctive programming problems (Q2519626) (← links)
- Perspective reformulations of mixed integer nonlinear programs with indicator variables (Q2638370) (← links)
- Strong valid inequalities for orthogonal disjunctions and bilinear covering sets (Q2638385) (← links)
- Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints (Q2642976) (← links)
- Mixed integer nonlinear programs featuring ``on/off'' constraints: convex analysis and applications (Q2861546) (← links)
- Perspective Reformulation and Applications (Q2897294) (← links)
- Disjunctive Cuts for Nonconvex MINLP (Q2897296) (← links)
- Perspective Reformulations of the CTA Problem with <i>L</i><sub>2</sub> Distances (Q2931708) (← links)
- Constructive Discrepancy Minimization for Convex Sets (Q2968153) (← links)
- Lift-and-Project Cuts for Mixed Integer Convex Programs (Q3009750) (← links)
- Cutting Plane Algorithm for Convex Generalized Disjunctive Programs (Q3186647) (← links)
- Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching (Q3386791) (← links)
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables (Q3503836) (← links)
- Disjunctive Programming and a Hierarchy of Relaxations for Discrete Optimization Problems (Q3722274) (← links)
- New verifiable stationarity concepts for a class of mathematical programs with disjunctive constraints (Q4639115) (← 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)
- Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective (Q5057987) (← links)
- Mixed-Integer Convex Representability (Q5076722) (← links)
- A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
- Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs (Q5108255) (← links)
- Submodularity in Conic Quadratic Mixed 0–1 Optimization (Q5131480) (← links)
- Scalable Algorithms for the Sparse Ridge Regression (Q5148400) (← links)
- Disjunctive cuts in mixed-integer conic optimization (Q6038657) (← links)
- A new perspective on low-rank optimization (Q6052053) (← links)
- Scanning integer points with lex-inequalities: a finite cutting plane algorithm for integer programming with linear objective (Q6057717) (← links)
- A computational study of perspective cuts (Q6062884) (← links)
- Adjustable robust optimization with objective uncertainty (Q6069242) (← links)
- A graph-based decomposition method for convex quadratic optimization with indicators (Q6102761) (← links)
- On the convex hull of convex quadratic optimization problems with indicators (Q6120854) (← links)
- Shapes and recession cones in mixed-integer convex representability (Q6120855) (← links)
- Supermodularity and valid inequalities for quadratic optimization with indicators (Q6165587) (← links)
- Comparison of MINLP formulations for global superstructure optimization (Q6173771) (← links)
- Shortest Paths in Graphs of Convex Sets (Q6188512) (← links)
- Subset Selection and the Cone of Factor-Width-<i>k</i> Matrices (Q6195312) (← links)
- Convex mixed-integer nonlinear programs derived from generalized disjunctive programming using cones (Q6498414) (← links)
- Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables (Q6589754) (← links)
- Constrained optimization of rank-one functions with indicator variables (Q6634534) (← links)