Conic mixed-integer rounding cuts

A conic integer program is an integer programming problem with conic constraints. Many problems in finance, engineering, statistical learning, and probabilistic optimization are modeled using conic constraints. Here we study mixed-integer sets defined by second-order conic constraints. We introduce...

Full description

Saved in:

Bibliographic Details
Published in:	Mathematical programming Vol. 122; no. 1; pp. 1 - 20
Main Authors:	Atamtürk, Alper, Narayanan, Vishnu
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.03.2010 Springer Springer Nature B.V
Subjects:	Algorithms Applied sciences Calculus of Variations and Optimal Control; Optimization Capital budgeting Combinatorics Convex analysis Exact sciences and technology Full Length Paper Integer programming Linear programming Mathematical and Computational Physics Mathematical Methods in Physics Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Operational research and scientific management Operational research. Management science Optimization Portfolio theory Software Studies Theoretical Integer programming Branch-and-cut algorithms 90C57 90C25 90C11 Mixed-integer rounding Conic programming Tree(graph) conic programming Ordered set Modeling Convex programming Return on investment Least squares method Probability learning Value analysis Mathematical programming Branch and bound method Finance Linear programming Mixed integer programming Cut generation Stochastic programming Polyhedron Branch and cut method Mixed problem Solvability Investment
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!