Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization

2013 ◽  
pp. 87-111 ◽  
Author(s):  
Hande Y. Benson ◽  
Ümit Sağlam
Keyword(s):  
Portfolio Optimization ◽  
Second Order ◽  
Mixed Integer ◽  
Cone Programming ◽  
Second Order Cone Programming ◽  
Second Order Cone

scholarly journals Mixed-integer second-order cone programming taking appropriate approximation for the unit commitment in hybrid AC–DC grid

2017 ◽  
Vol 2017 (13) ◽  
pp. 1462-1467
Author(s):  
Bo Zhou ◽  
Xiaomeng Ai ◽  
Jiakun Fang ◽  
Jingyu Wen ◽  
Jianhua Yang
Keyword(s):  
Unit Commitment ◽  
Second Order ◽  
Mixed Integer ◽  
Cone Programming ◽  
Second Order Cone Programming ◽  
Second Order Cone

Optimal generation scheduling in microgrids using mixed-integer second-order cone programming

2020 ◽  
Vol 52 (12) ◽  
pp. 2164-2192
Author(s):  
Gholamreza Shaghaghi-shahr ◽  
Mostafa Sedighizadeh ◽  
Mohammadreza Aghamohammadi ◽  
Masoud Esmaili
Keyword(s):  
Second Order ◽  
Mixed Integer ◽  
Cone Programming ◽  
Second Order Cone Programming ◽  
Second Order Cone ◽  
Generation Scheduling
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