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• W2482044897 abstract "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 that have been successfully used in mixed-integer conic programming and show how they can be generalized to the problems under consideration. Particularly, we consider a branch-and-bound method based on outer polyhedral approximations, lifted nonlinear cuts, and linear disjunctive cuts. Results of numerical experiments with discrete portfolio optimization models are presented." @default.
• W2482044897 created "2016-08-23" @default.
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• W2482044897 creator A5051644960 @default.
• W2482044897 date "2017-05-01" @default.
• W2482044897 modified "2023-09-25" @default.
• W2482044897 title "Mixed integer programming with a class of nonlinear convex constraints" @default.
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• W2482044897 doi "https://doi.org/10.1016/j.disopt.2016.07.002" @default.
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