Lift-and-project cuts for convex mixed integer nonlinear programs Linear programming based separation and extended formulations

We describe a computationally effective method for generating lift-and-project cuts for convex mixed-integer nonlinear programs (MINLPs). The method relies on solving a sequence of cut-generating linear programs and in the limit generates an inequality as strong as the lift-and-project cut that can...

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Vydáno v:	Mathematical programming computation Ročník 9; číslo 4; s. 499 - 526
Hlavní autoři:	Kılınç, Mustafa R., Linderoth, Jeff, Luedtke, James
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2017
Témata:	Full Length Paper Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Theory of Computation Extended formulations 90C30 Mixed-integer nonlinear programming 90C57 Lift-and-project cuts 90C11
ISSN:	1867-2949, 1867-2957
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