Mixed integer programming with a class of nonlinear convex constraints

We study solution approaches to a class of mixed-integer nonlinear programming problems that arise from recent developments in risk-averse stochastic optimization and contain second- and p-order cone programming as special cases. We explore possible applications of some of the solution techniques th...

Celý popis

Podrobná bibliografia

Vydané v:	Discrete optimization Ročník 24; s. 66 - 86
Hlavní autori:	Vinel, Alexander, Krokhmal, Pavlo A.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.05.2017
Predmet:	Conic programming Measures of risk Mixed-integer nonlinear programming Quasi-arithmetic average Valid inequalities Measures of risk Valid inequalities Mixed-integer nonlinear programming Conic programming Quasi-arithmetic average
ISSN:	1572-5286, 1873-636X
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!