Improving the approximated projected perspective reformulation by dual information (Q1728322)

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scientific article; zbMATH DE number 7027780
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English
Improving the approximated projected perspective reformulation by dual information
scientific article; zbMATH DE number 7027780

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    Improving the approximated projected perspective reformulation by dual information (English)
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    22 February 2019
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    mixed-integer non-linear problems
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    semi-continuous variables
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    perspective reformulation
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    projection
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    Lagrangian relaxation
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    portfolio optimization
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