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...

Celý popis

Uložené v:

Podrobná bibliografia
Vydané v:	Mathematical programming computation Ročník 12; číslo 2; s. 249 - 293
Hlavní autori:	Coey, Chris, Lubin, Miles, Vielma, Juan Pablo
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2020 Springer Nature B.V
Predmet:	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
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!

Buďte prvý, kto okomentuje tento záznam!