A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs

INFORMS Journal on Computing

Volumn 20, Issue 3, 2008, Pages 438-450

  Vielma, Juan Pablo ^a   Ahmed, Shabbir ^a   Nemhauser, George L ^a  

^a Georgia Institute of Technology   (United States)

Author keywords

Branch and bound; Nonlinear integer programming; Portfolio optimization

Indexed keywords

EID: 61349167052     PISSN: 10919856     EISSN: 15265528     Source Type: Journal    
DOI: 10.1287/ijoc.1070.0256     Document Type: Article

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