On the convex hull of convex quadratic optimization problems with indicators

We consider the convex quadratic optimization problem in R n with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic number of additional variables consists of an ( n + 1 )...

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Vydáno v:	Mathematical programming Ročník 204; číslo 1-2; s. 703 - 737
Hlavní autoři:	Wei, Linchuan, Atamtürk, Alper, Gómez, Andrés, Küçükyavuz, Simge
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.03.2024 Springer
Témata:	Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Investment analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Theoretical 90C25 90C11
ISSN:	0025-5610, 1436-4646
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