SDP diagonalizations and perspective cuts for a class of nonseparable MIQP

Operations Research Letters

Volumn 35, Issue 2, 2007, Pages 181-185

  Frangioni, Antonio ^a   Gentile, Claudio ^b  

^a UNIVERSITY OF PISA   (Italy)

^b CNR   (Italy)

Author keywords

Mixed integer quadratic programs; Portfolio optimization; SemiDefinite programming; Valid inequalities

Indexed keywords

COMPUTATION THEORY; EIGENVALUES AND EIGENFUNCTIONS; INTEGER PROGRAMMING; OPERATIONS RESEARCH; OPTIMIZATION; PROBLEM SOLVING;

MIXED-INTEGER QUADRATIC PROGRAMS; PORTFOLIO OPTIMIZATION; SEMIDEFINITE PROGRAMMING; VALID INEQUALITIES;

QUADRATIC PROGRAMMING;

EID: 33847049449     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2006.03.008     Document Type: Article

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