Quadratic cone cutting surfaces for quadratic programs with on-off constraints (Q1751215)
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scientific article; zbMATH DE number 6872126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic cone cutting surfaces for quadratic programs with on-off constraints |
scientific article; zbMATH DE number 6872126 |
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Quadratic cone cutting surfaces for quadratic programs with on-off constraints (English)
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24 May 2018
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quadratic integer programming
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second-order cone relaxations
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portfolio optimization
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0.9026843
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0.8990575
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0.8868666
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0.8850816
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0.8843879
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0.8798342
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0.87901324
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0.8789488
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