Improving the approximated projected perspective reformulation by dual information
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Publication:1728322
DOI10.1016/j.orl.2017.08.001zbMath1409.90115OpenAlexW2530218279WikidataQ57659016 ScholiaQ57659016MaRDI QIDQ1728322
Claudio Gentile, Fabio Furini, Antonio Frangioni
Publication date: 22 February 2019
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://basepub.dauphine.fr/handle/123456789/18638
Lagrangian relaxationprojectionportfolio optimizationperspective reformulationsemi-continuous variablesmixed-integer non-linear problems
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Cites Work
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- Projected Perspective Reformulations with Applications in Design Problems
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables
