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...
Main Authors: | Dunning, Iain Robert, Huchette, Joseph Andrew, Lubin, Miles C, Vielma, Juan Pablo |
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Other Authors: | Massachusetts Institute of Technology. Operations Research Center |
Format: | Article |
Language: | English |
Published: |
Springer Berlin Heidelberg
2018
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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 |
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