Integer Programming Approaches for Some Non-convex and Stochastic Optimization Problems
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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-order 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 g...
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تاریخ انتشار 2007