Outer approximation with conic certificates for mixed-integer convex problems
Abstract A mixed-integer convex (MI-convex) optimization problem is one that becomes convex when all integrality constraints are relaxed. We present a branch-and-bound LP outer approximation algorithm for an MI-convex problem transformed to MI-conic form. The polyhedral relaxations are refined with...
Main Authors: | Coey, Chris, Lubin, Miles, Vielma, Juan P |
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Other Authors: | Massachusetts Institute of Technology. Operations Research Center |
Format: | Article |
Language: | English |
Published: |
Springer Berlin Heidelberg
2021
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Online Access: | https://hdl.handle.net/1721.1/131551 |
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