A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems
Author
Abstract
Suggested Citation
DOI: 10.1007/s10589-019-00153-2
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Adelaide Cerveira & Agostinho Agra & Fernando Bastos & Joaquim Gromicho, 2013. "A new Branch and Bound method for a discrete truss topology design problem," Computational Optimization and Applications, Springer, vol. 54(1), pages 163-187, January.
- Gábor Braun & Samuel Fiorini & Sebastian Pokutta & David Steurer, 2015. "Approximation Limits of Linear Programs (Beyond Hierarchies)," Mathematics of Operations Research, INFORMS, vol. 40(3), pages 756-772, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Katsuhiro Tanaka & Rei Yamamoto, 2023. "Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation," Computational Management Science, Springer, vol. 20(1), pages 1-28, December.
- Yuzhu Wang & Akihiro Tanaka & Akiko Yoshise, 2021. "Polyhedral approximations of the semidefinite cone and their application," Computational Optimization and Applications, Springer, vol. 78(3), pages 893-913, April.
- Ken Kobayashi & Yuichi Takano & Kazuhide Nakata, 2021. "Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 81(2), pages 493-528, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- de Meijer, Frank, 2023. "Integrality and cutting planes in semidefinite programming approaches for combinatorial optimization," Other publications TiSEM b1f1088c-95fe-4b8a-9e15-c, Tilburg University, School of Economics and Management.
- Flemming Holtorf & Paul I. Barton, 2024. "Tighter Bounds on Transient Moments of Stochastic Chemical Systems," Journal of Optimization Theory and Applications, Springer, vol. 200(1), pages 104-149, January.
- Gribling, Sander & Laat, David de & Laurent, Monique, 2017. "Lower Bounds on Matrix Factorization Ranks via Noncommutative Polynomial Optimization," Other publications TiSEM 2dddf156-3d4b-4936-bf02-a, Tilburg University, School of Economics and Management.
- Yoshihiro Kanno, 2016. "Global optimization of trusses with constraints on number of different cross-sections: a mixed-integer second-order cone programming approach," Computational Optimization and Applications, Springer, vol. 63(1), pages 203-236, January.
- Abbas Bazzi & Samuel Fiorini & Sebastian Pokutta & Ola Svensson, 2019. "No Small Linear Program Approximates Vertex Cover Within a Factor 2 − ɛ," Mathematics of Operations Research, INFORMS, vol. 44(1), pages 147-172, February.
- Kobayashi, Ken & Takano, Yuichi & Nakata, Kazuhide, 2023. "Cardinality-constrained distributionally robust portfolio optimization," European Journal of Operational Research, Elsevier, vol. 309(3), pages 1173-1182.
More about this item
Keywords
Mixed-integer optimization; Semidefinite optimization; Cutting-plane algorithm; Branch-and-cut algorithm;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:coopap:v:75:y:2020:i:2:d:10.1007_s10589-019-00153-2. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.