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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]

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