Approximated perspective relaxations: a project and lift approach
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DOI: 10.1007/s10589-015-9787-8
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- Antonio Frangioni & Claudio Gentile & James Hungerford, 2020. "Decompositions of Semidefinite Matrices and the Perspective Reformulation of Nonseparable Quadratic Programs," Mathematics of Operations Research, INFORMS, vol. 45(1), pages 15-33, February.
- Dimitris Bertsimas & Ryan Cory-Wright, 2022. "A Scalable Algorithm for Sparse Portfolio Selection," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1489-1511, May.
- Xiaojin Zheng & Yutong Pan & Zhaolin Hu, 2021. "Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs," INFORMS Journal on Computing, INFORMS, vol. 33(1), pages 163-179, January.
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Keywords
Mixed-integer nonlinear problems; Semi-continuous variables; Perspective reformulation; Projection; 90C06; 90C25;All these keywords.
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