Extended formulations in mixed integer conic quadratic programming

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 et al. (INFORMS J Comput 20: 438–450, 2008) and Hijazi et al. (Comput Optim Appl 52: 537–558, 2012) to construct alg...

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Bibliographic Details
Main Authors: Dunning, Iain Robert, Huchette, Joseph Andrew, Lubin, Miles C, Vielma, Juan Pablo
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Springer Berlin Heidelberg 2018
Online Access:http://hdl.handle.net/1721.1/115391
https://orcid.org/0000-0003-4335-7248
https://orcid.org/0000-0001-6721-5506
https://orcid.org/0000-0003-3552-0316
https://orcid.org/0000-0001-6781-9633