JI, SHUHUI; ZHENG, XIAOJIN; SUN, XIAOLING - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 03, pp. 1340009-1
We consider a chance-constrained quadratic knapsack problem (CQKP) where each item has a random size that is finitely distributed. We present a new convex 0-1 quadratic program reformulation for CQKP. This new reformulation improves the existing reformulation for general 0-1 quadratic program...
