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...