Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs (Q5108255)
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scientific article; zbMATH DE number 7195312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs |
scientific article; zbMATH DE number 7195312 |
Statements
Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs (English)
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30 April 2020
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mixed integer nonlinear programming
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mixed-integer quadratic programming
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matrix decomposition
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scaled diagonal dominance
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semicontinuous variables
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portfolio optimization
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