The p-Lagrangian relaxation for separable nonconvex MIQCQP problems
The p-Lagrangian relaxation for separable nonconvex MIQCQP problems Journal of Global Optimization, 2022 This paper presents a novel technique to compute Lagrangian bounds for nonconvex mixed-integer quadratically constrained quadratic programming problems presenting a separable structure (i.e., a separable problems) such as those arising in deterministic equivalent representations of two-stage stochastic programming problems. In general, the […]
