Hsia, Yong; Wu, Baiyi; Li, Duan - In: European Journal of Operational Research 233 (2014) 3, pp. 550-556
The mixed integer quadratic programming (MIQP) reformulation by Zheng, Sun, Li, and Cui (2012) for probabilistically constrained quadratic programs (PCQP) recently published in EJOR significantly dominates the standard MIQP formulation (Ruszczynski, 2002; Benati & Rizzi, 2007) which has been widely...
