Search Results - subject:"Mixed-integer quadratic program"

Sustainable multi-commodity capacitated facility location problem with complementarity demand functions

Liu, Weiwei; Kong, Nan; Wang, Mingzheng; Zhang, Lingling - In: Transportation research / E : an international journal 145 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012489001

New reformulations for probabilistically constrained quadratic programs

Hsia, Yong; Wu, Baiyi; Li, Duan - In: European Journal of Operational Research 233 (2014) 3, pp. 550-556

The mixed integer quadratic programming (MIQP) reformulation by Zheng, Sun, Li, and Cui (2012) for probabilistically constrained quadratic programs (PCQP) recently published in EJOR significantly dominates the standard MIQP formulation (Ruszczynski, 2002; Benati & Rizzi, 2007) which has been widely...

Persistent link: https://www.econbiz.de/10010719587

New reformulations for probabilistically constrained quadratic programs

Hsia, Yong; Wu, Baiyi; Li, Duan - In: European journal of operational research : EJOR 233 (2014) 3, pp. 550-556

Persistent link: https://www.econbiz.de/10010228240

Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs

Zheng, Xiaojin; Sun, Xiaoling; Li, Duan; Cui, Xueting - In: European Journal of Operational Research 221 (2012) 1, pp. 38-48

Probabilistically constrained quadratic programming (PCQP) problems arise naturally from many real-world applications and have posed a great challenge in front of the optimization society for years due to the nonconvex and discrete nature of its feasible set. We consider in this paper a special...

Persistent link: https://www.econbiz.de/10010597655