Polyhedral approximations inp-order cone programming
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Publication:2926080
DOI10.1080/10556788.2013.877905zbMath1306.90155OpenAlexW2047426468MaRDI QIDQ2926080
Alexander Vinel, Pavlo A. Krokhmal
Publication date: 29 October 2014
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2013.877905
stochastic programmingpolyhedral approximationportfolio optimizationsecond-order cone programmingcutting-plane methods\(p\)-order cone programmingmixed-integer \(p\)-order cone programming
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