Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
type: Item
instance of: scholarly article
title: Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs
zbMATH Open document ID: 1253.90182
author: Xiaoling Sun
author: Xueting Cui
author: X. J. Zheng
author: Duan Li
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 6119422
zbMATH Keywords: quadratic programming
zbMATH Keywords: probabilistic constraint
zbMATH Keywords: second-order cone programming relaxation
zbMATH Keywords: semidefinite program relaxation
zbMATH Keywords: mixed-integer quadratic program reformulation
describes a project that uses: CVX
describes a project that uses: CPLEX
MaRDI profile type: Publication
full work available at URL: j.ejor.2012.03.006
OpenAlex ID: W2050917173
Wikidata QID: Q57445439
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DOI: 10.1016/J.EJOR.2012.03.006
description: scientific article; zbMATH DE number 6119422