Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming
نویسندگان
چکیده
منابع مشابه
Split 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: Operations Research Letters
سال: 2015
ISSN: 0167-6377
DOI: 10.1016/j.orl.2014.10.006