Abstract:Recently, Bomze et al. introduced a sparse conic relaxation of the scenario problem of a two stage stochastic version of the standard quadratic optimization problem. When compared numerically to Burer’s classical reformulation, the authors showed that there seems to be almost no difference in terms of solution quality, whereas the solution time can differ by orders of magnitudes. While the authors did find a very limited special case, for which Burer’s reformulation and their relaxation are equivalent, no sati… Show more
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