Results 121 to 130 of about 221 (153)
A Strong Dual for Conic Mixed-Integer Programs [PDF]
SIAM Journal on Optimization, 2012 Mixed-integer conic programming is a generalization of mixed-integer linear programming. In this paper, we present an extension of the duality theory for mixed-integer linear programming (see [M. Guzelsoy and T. K. Ralphs, Int. J. Oper. Res. (Taichung), 4 (2007), pp. 118--137], [G. L. Nemhauser and L. A.
Santanu S Dey, Juan Pablo Vielma
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Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming [PDF]
Operations Research Letters, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mustafa Kilinc, Sina Modaresi
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On Minimal Valid Inequalities for Mixed Integer Conic Programs [PDF]
Mathematics of Operations Research, 2016 We study disjunctive conic sets involving a general regular (closed, convex, full dimensional, and pointed) cone 𝒦 such as the nonnegative orthant, the Lorentz cone, or the positive semidefinite cone. In a unified framework, we introduce 𝒦-minimal inequalities and show that, under mild assumptions, these inequalities together with the trivial cone ...
Fatma Kılınç-Karzan
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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
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A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs [PDF]
INFORMS Journal on Computing, 2008 This paper develops a linear-programming-based branch-and-bound algorithm for mixed-integer conic quadratic programs. The algorithm is based on a known higher-dimensional or lifted polyhedral relaxation of conic quadratic constraints. The algorithm is different from other linear-programming-based branch-and-bound algorithms for mixed-integer nonlinear
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Some of the next articles are maybe not open access.
An Early Termination Technique for ADMM in Mixed Integer Conic Programming
2022 European Control Conference (ECC), 2022Paul Goulart
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A Conic Integer Programming Approach to Stochastic Joint Location-Inventory Problems [PDF]
Operations Research, 2012 We study several joint facility location and inventory management problems with stochastic retailer demand. In particular, we consider cases with uncapacitated facilities, capacitated facilities, correlated retailer demand, stochastic lead times, and multicommodities.
Alper Atamtürk, Zuo-Jun Max Shen
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On sublinear inequalities for mixed integer conic programs
Mathematical Programming, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fatma Kilinç-Karzan, Daniel E. Steffy
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Network constrained economic dispatch of integrated heat and electricity systems through mixed integer conic programming [PDF]
Energy, 2019 Abstract This paper proposes an economic dispatch method for an integrated heat and electricity system with respect to network constraints. Network constraints are usually nonlinear and can cause severe difficulties for optimization solvers. Particularly, in a heating network, the mass flow mixing at each node and the pressure and temperature drop ...
Qiuwei Wu, Canbing Li, Shaojun Huang
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Cuts for Conic Mixed-Integer Programming
2007A conic integer program is an integer programming problem with conic constraints. Conic integer programming has important applications in finance, engineering, statistical learning, and probabilistic integer programming. Here we study mixed-integer sets defined by second-order conic constraints.
Alper Atamtürk, Vishnu Narayanan
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