Outer approximation with conic certificates for mixed-integer convex problems

A mixed-integer convex (MI-convex) optimization problem is one that becomes convex when all integrality constraints are relaxed. We present a branch-and-bound LP outer approximation algorithm for an MI-convex problem transformed to MI-conic form. The polyhedral relaxations are refined with K ∗ cuts...

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Bibliographic Details
Published in:	Mathematical programming computation Vol. 12; no. 2; pp. 249 - 293
Main Authors:	Coey, Chris, Lubin, Miles, Vielma, Juan Pablo
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2020 Springer Nature B.V
Subjects:	Algorithms Approximation Certificates Cones Full Length Paper Heuristic methods Integers Mathematical analysis Mathematics Mathematics and Statistics Mathematics of Computing Operations Research/Decision Theory Optimization Theory of Computation Well posed problems 90C25 Convex programming 90C26 Nonconvex programming, global optimization 90C11 Mixed integer programming 90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
ISSN:	1867-2949, 1867-2957
Online Access:	Get full text
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