منابع مشابه
Cuts for Conic Mixed-Integer Programming
A conic integer program is an integer programming problem with conic constraints. Conic integer programming has important applications in finance, engineering, statistical learning, and probabilistic integer programming. Here we study mixed-integer sets defined by second-order conic constraints. We describe general-purpose conic mixed-integer rounding cuts based on polyhedral conic substructure...
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In this we paper we study techniques for generating valid convex constraints for mixed 0-1 conic programs. We show that many of the techniques developed for generating linear cuts for mixed 0-1 linear programs, such as the Gomory cuts, the lift-and-project cuts, and cuts from other hierarchies of tighter relaxations, extend in a straightforward manner to mixed 0-1 conic programs. We also show t...
متن کاملForthcoming in Mathematical Programming CONIC MIXED-INTEGER ROUNDING CUTS
A conic integer program is an integer programming problem with conic constraints. Many problems in finance, engineering, statistical learning, and probabilistic optimization are modeled using conic constraints. Here we study mixed-integer sets defined by second-order conic constraints. We introduce general-purpose cuts for conic mixed-integer programming based on polyhedral conic substructures ...
متن کاملConic mixed-integer rounding cuts
A conic integer program is an integer programming problem with conic constraints.Manyproblems infinance, engineering, statistical learning, andprobabilistic optimization aremodeled using conic constraints. Herewe studymixed-integer sets definedby second-order conic constraints.We introduce general-purpose cuts for conic mixed-integer programming based on polyhedral conic substructures of second...
متن کاملSplit cuts and extended formulations for Mixed Integer Conic Quadratic Programming
We study split cuts and extended formulations for Mixed Integer Conic Quadratic Programming (MICQP) and their relation to Conic Mixed Integer Rounding (CMIR) cuts. We show that CMIR is a linear split cut for the polyhedral portion of an extended formulation of a quadratic set and it can be weaker than the nonlinear split cut of the same quadratic set. However, we also show that families of CMIR...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2005
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-005-0578-3