Improving the approximated projected perspective reformulation by dual information
type: Item
instance of: scholarly article
title: Improving the approximated projected perspective reformulation by dual information
zbMATH Open document ID: 1409.90115
author: Antonio Frangioni
author: Fabio Furini
author: Claudio Gentile
published in: Operations Research Letters
publication date: 2019-02-22T00:00:00Z
full work available at URL: https://basepub.dauphine.fr/handle/123456789/18638
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C30
zbMATH DE Number: 7027780
zbMATH Keywords: mixed-integer non-linear problems
zbMATH Keywords: semi-continuous variables
zbMATH Keywords: perspective reformulation
zbMATH Keywords: projection
zbMATH Keywords: Lagrangian relaxation
zbMATH Keywords: portfolio optimization
MaRDI profile type: Publication
OpenAlex ID: W2530218279
Wikidata QID: Q57659016
cites work: Approximated perspective relaxations: a project and lift approach
cites work: Delay-constrained shortest paths: approximation algorithms and second-order cone models
cites work: Perspective cuts for a class of convex 0-1 mixed integer programs
cites work: SDP diagonalizations and perspective cuts for a class of nonseparable MIQP
cites work: A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes
cites work: Projected perspective reformulations with applications in design problems
cites work: Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables
cites work: Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach
DOI: 10.1016/J.ORL.2017.08.001
description: scientific article; zbMATH DE number 7027780