Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs

Xiaojin Zheng, Xiaoling Sun, Duan Li, Xueting Cui. Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs. European Journal of Operational Research, 221(1):38-48, 2012. [doi]

@article{ZhengSLC12,
  title = {Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs},
  author = {Xiaojin Zheng and Xiaoling Sun and Duan Li and Xueting Cui},
  year = {2012},
  doi = {10.1016/j.ejor.2012.03.006},
  url = {http://dx.doi.org/10.1016/j.ejor.2012.03.006},
  researchr = {https://researchr.org/publication/ZhengSLC12},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {221},
  number = {1},
  pages = {38-48},
}