Strong formulations for quadratic optimization with M-matrices and indicator variables
Strong formulations for quadratic optimization with M-matrices and indicator variables
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Language
English
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Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
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Scope and Contents
Contents
We study quadratic optimization with indicator variables and an M-matrix, i.e., a PSD matrix with non-positive off-diagonal entries, which arises directly in image segmentation and portfolio optimization with transaction costs, as well as a substructure of general quadratic optimization problems. We prove, under mild assumptions, that the minimizat...
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Full title
Strong formulations for quadratic optimization with M-matrices and indicator variables
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TN_cdi_proquest_journals_2044013101
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2044013101
Other Identifiers
ISSN
0025-5610
E-ISSN
1436-4646
DOI
10.1007/s10107-018-1301-5
