Perspective reformulations of mixed integer nonlinear programs with indicator variables

We study mixed integer nonlinear programs (MINLP)s that are driven by a collection of indicator variables where each indicator variable controls a subset of the decision variables. An indicator variable, when it is “turned off”, forces some of the decision variables to assume fixed values, and, when...

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Bibliographic Details
Published in:	Mathematical programming Vol. 124; no. 1-2; pp. 183 - 205
Main Authors:	Günlük, Oktay, Linderoth, Jeff
Format:	Journal Article Conference Proceeding
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.07.2010 Springer Springer Nature B.V
Subjects:	Applied sciences Approximation Calculus of Variations and Optimal Control; Optimization Collection Combinatorics Exact sciences and technology Flows in networks. Combinatorial problems Full Length Paper Hulls Hulls (structures) Indicators Integer programming Linear programming Logistics Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical models Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Mixed integer Nonlinearity Numerical Analysis Operational research and scientific management Operational research. Management science Operations research Optimization techniques Portfolio theory Studies Theoretical Variables Variance analysis Perspective functions 90C30 Mixed-integer nonlinear programming 90C11 Lower bound Convex set conic programming Constraint satisfaction Mixed integer programming Non linear programming Quadratic programming Location problem Convex programming Facility location Integer programming Separation method Upper bound Convex hull Plant layout Portfolio management Analytical function
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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