Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming

DOI10.1007/978-1-4614-1927-3_2zbMath1242.90130OpenAlexW181437557MaRDI QIDQ2897293

Sarah Drewes, Stefan Ulbrich

Publication date: 10 July 2012

Published in: Mixed Integer Nonlinear Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-1927-3_2

zbMATH Keywords

outer approximationmixed integer nonlinear programmingsecond order cone programming

Mathematics Subject Classification ID

Convex programming (90C25) Mixed integer programming (90C11)

Related Items (14)

Minotaur: a mixed-integer nonlinear optimization toolkit ⋮ Inversion of convection-diffusion equation with discrete sources ⋮ Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion ⋮ Extended Formulations in Mixed-Integer Convex Programming ⋮ Equity in genetic newborn screening ⋮ On solving nonsmooth mixed-integer nonlinear programming problems by outer approximation and generalized benders decomposition ⋮ Semidefinite Approaches for MIQCP: Convex Relaxations and Practical Methods ⋮ Conic optimization: a survey with special focus on copositive optimization and binary quadratic problems ⋮ Outer approximation with conic certificates for mixed-integer convex problems ⋮ Outer approximation for pseudo-convex mixed-integer nonlinear program problems ⋮ Conic relaxation approaches for equal deployment problems ⋮ Convex mixed integer nonlinear programming problems and an outer approximation algorithm ⋮ An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming ⋮ Symmetry-exploiting cuts for a class of mixed-\(0/1\) second-order cone programs

Uses Software

• filterSQP
• Bonmin

Cites Work

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• Algorithm for cardinality-constrained quadratic optimization
• An algorithmic framework for convex mixed integer nonlinear programs
• Solving mixed integer nonlinear programs by outer approximation
• Second-order cone programming
• Generating convex polynomial inequalities for mixed 0-1 programs
• A branch-and-cut method for 0-1 mixed convex programming
• A lift-and-project cutting plane algorithm for mixed 0-1 programs
• Generalized Benders decomposition
• Cuts for mixed 0-1 conic programming
• A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• A New Relaxation in Conic Form for the Euclidean Steiner Problem in ℜ
• Cuts for Conic Mixed-Integer Programming
• Convex Analysis
• On Polyhedral Approximations of the Second-Order Cone

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