Consistent Second-Order Conic Integer Programming for Learning Bayesian Networks. [PDF]
J Mach Learn Res, 2023 Bayesian Networks (BNs) represent conditional probability relations among a set of random variables (nodes) in the form of a directed acyclic graph (DAG), and have found diverse applications in knowledge discovery. We study the problem of learning the sparse DAG structure of a BN from continuous observational data. The central problem can be modeled as
Küçükyavuz S +4 more
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Theorems of the alternative for conic integer programming [PDF]
Operations Research Letters, 2020 Farkas' Lemma is a foundational result in linear programming, with implications in duality, optimality conditions, and stochastic and bilevel programming. Its generalizations are known as theorems of the alternative. There exist theorems of the alternative for integer programming and conic programming.
Temitayo Ajayi +2 more
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Lifting for conic mixed-integer programming [PDF]
Mathematical Programming, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Alper Atamtürk, Vishnu Narayanan
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A Unified Early Termination Technique for Primal-dual Algorithms in Mixed Integer Conic Programming [PDF]
IEEE Control Systems Letters, 2023 We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination results for ADMM-based solvers to a broader class of primal-dual algorithms, including both operator splitting methods and interior point methods.
Yuwen Chen +2 more
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Extended formulations in mixed integer conic quadratic programming [PDF]
Mathematical Programming Computation, 2016 In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vielma, Ahmed and Nemhauser (2008) and Hijazi, Bonami and Ouorou (2013) to construct algorithms for MICQP that can provide a significant computational advantage.
Juan Pablo Vielma +3 more
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On Subadditive Duality for Conic Mixed-integer Programs [PDF]
SIAM Journal on Optimization, 2019 In this paper, we show that the subadditive dual of a feasible conic mixed-integer program (MIP) is a strong dual whenever it is feasible. Moreover, we show that this dual feasibility condition is equivalent to feasibility of the conic dual of the continuous relaxation of the conic MIP. In addition, we prove that all known conditions and other 'natural'
Burak Kocuk, Diego A. Morán R.
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Second-Order Conic and Polyhedral Approximations of the Exponential Cone: Application to Mixed-Integer Exponential Conic Programs [PDF]
, 2021 37 pages, 9 ...
Qing Ye, Weijun Xie
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Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs [PDF]
Journal of Global Optimization, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Manish Bansal, Yingqiu Zhang
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Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming [PDF]
Operations Research Letters, 2014 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sina Modaresi +2 more
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A mixed-integer conic programming formulation for computing the flexibility index under multivariate gaussian uncertainty [PDF]
Computers & Chemical Engineering, 2018 We present a methodology for computing the flexibility index when uncertainty is characterized using multivariate Gaussian random variables. Our approach computes the flexibility index by solving a mixed-integer conic program (MICP). This methodology directly characterizes ellipsoidal sets to capture correlations in contrast to previous methodologies ...
Joshua L. Pulsipher, Víctor M. Zavala
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