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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Bibliographic Details

Published in:	Mathematical programming computation Vol. 9; no. 4; pp. 499 - 526
Main Authors:	Kılınç, Mustafa R., Linderoth, Jeff, Luedtke, James
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.12.2017
Subjects:	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
Online Access:	Get full text
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