Second order cone constrained convex relaxations for nonconvex quadratically constrained quadratic programming
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DOI: 10.1007/s10898-019-00793-y
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- X. Cui & X. Zheng & S. Zhu & X. Sun, 2013. "Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems," Journal of Global Optimization, Springer, vol. 56(4), pages 1409-1423, August.
- Jos F. Sturm & Shuzhong Zhang, 2003. "On Cones of Nonnegative Quadratic Functions," Mathematics of Operations Research, INFORMS, vol. 28(2), pages 246-267, May.
- Lars Mathiesen, 1985. "Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems," Operations Research, INFORMS, vol. 33(6), pages 1225-1250, December.
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- Jianzhe Zhen & Ahmadreza Marandi & Danique de Moor & Dick den Hertog & Lieven Vandenberghe, 2022. "Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective," INFORMS Journal on Computing, INFORMS, vol. 34(5), pages 2410-2427, September.
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Keywords
Nonconvex quadratically constrained quadratic programming; Convex relaxations; Reformulation-linearization technique; SOC-RLT;All these keywords.
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