AN IMPROVED CONVEX 0-1 QUADRATIC PROGRAM REFORMULATION FOR CHANCE-CONSTRAINED QUADRATIC KNAPSACK PROBLEMS

DOI10.1142/S0217595913400095zbMath1273.90125MaRDI QIDQ2846489

Shuhui Ji, Xiaoling Sun, Xiao Jin Zheng

Publication date: 5 September 2013

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

stochastic programmingchance-constrained quadratic knapsack problemconvex 0-1 quadratic program reformulationfinite discrete distributionSDP formulation

Mathematics Subject Classification ID

Quadratic programming (90C20) Combinatorial optimization (90C27) Boolean programming (90C09)

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Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance

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