Multi-period MIQPs with linear dynamics and indicators have projected cost matrices whose inverses are block-tridiagonal; the paper exploits this to give an exact O(n^2)-constraint SOCP formulation and a polynomial shortest-path algorithm.
Improved algorithms for economic lot size problems
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Convexification of Multi-period Quadratic Programs with Indicators
Multi-period MIQPs with linear dynamics and indicators have projected cost matrices whose inverses are block-tridiagonal; the paper exploits this to give an exact O(n^2)-constraint SOCP formulation and a polynomial shortest-path algorithm.