Strong formulations for quadratic optimization with M-matrices and indicator variables
From MaRDI portal
Publication:1650773
DOI10.1007/s10107-018-1301-5zbMath1391.90423arXiv1804.05284OpenAlexW2797572905MaRDI QIDQ1650773
Publication date: 13 July 2018
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.05284
submodularityquadratic optimizationconic quadratic cutsconvex piecewise nonlinear inequalitiesperspective formulation
Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Quadratic programming (90C20)
Related Items
On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables, An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems, A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure, The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables, \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables, A computational study of perspective cuts, A graph-based decomposition method for convex quadratic optimization with indicators, Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs, Comparing solution paths of sparse quadratic minimization with a Stieltjes matrix, On the convex hull of convex quadratic optimization problems with indicators, Unnamed Item, Supermodularity and valid inequalities for quadratic optimization with indicators, Linear-step solvability of some folded concave and singly-parametric sparse optimization problems, Submodularity in Conic Quadratic Mixed 0–1 Optimization, Strong formulations for conic quadratic optimization with indicator variables, Quadratic optimization with switching variables: the convex hull for \(n=2\), Strong mixed-integer programming formulations for trained neural networks, Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction, A Mixed-Integer Fractional Optimization Approach to Best Subset Selection, Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization, Submodular function minimization and polarity, Ideal formulations for constrained convex optimization problems with indicator variables
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Best subset selection via a modern optimization lens
- Mixed-integer nonlinear programs featuring ``on/off constraints
- Bounding the gap between the McCormick relaxation and the convex hull for bilinear functions
- A strong conic quadratic reformulation for machine-job assignment with controllable processing times
- Two-term disjunctions on the second-order cone
- A faster strongly polynomial time algorithm for submodular function minimization
- The rate of convergence of a matrix power series
- Quadratic programming with M-matrices
- M-matrix characterizations. I: nonsingular M-matrices
- Quadratic cone cutting surfaces for quadratic programs with on-off constraints
- Computational study of a family of mixed-integer quadratic programming problems
- A cut-based algorithm for the nonlinear dual of the minimum cost network flow problem
- Some results on the strength of relaxations of multilinear functions
- On convex relaxations for quadratically constrained quadratic programming
- A branch-and-cut method for 0-1 mixed convex programming
- Convex programming for disjunctive convex optimization
- On mathematical programming with indicator constraints
- Portfolio optimization with linear and fixed transaction costs
- Perspective cuts for a class of convex 0-1 mixed integer programs
- Markov chains and M-matrices: inequalities and equalities
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
- Multi-Label Markov Random Fields as an Efficient and Effective Tool for Image Segmentation, Total Variations and Regularization
- Cutting-Planes for Optimization of Convex Functions over Nonconvex Sets
- Optimization Methods in Finance
- A Conic Representation of the Convex Hull of Disjunctive Sets and Conic Cuts for Integer Second Order Cone Optimization
- Disjunctive Programming and a Hierarchy of Relaxations for Discrete Optimization Problems
- Minimum cuts and related problems
- An analysis of approximations for maximizing submodular set functions—I
- Sparse Filter Design Under a Quadratic Constraint: Low-Complexity Algorithms
- Convex Relaxations of (0, 1)-Quadratic Programming
- On Valid Inequalities for Quadratic Programming with Continuous Variables and Binary Indicators
- Network design with probabilistic capacities
- Some Network Flow Problems Solved with Pseudo-Boolean Programming
- Cardinality Constrained Linear-Quadratic Optimal Control
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming
- Cuts for Conic Mixed-Integer Programming
- Intersection cuts for nonlinear integer programming: convexification techniques for structured sets