Mixed integer programming with a class of nonlinear convex constraints

DOI10.1016/j.disopt.2016.07.002zbMath1387.90166MaRDI QIDQ1751218

Alexander Vinel, Pavlo A. Krokhmal

Publication date: 24 May 2018

Published in: Discrete Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.disopt.2016.07.002

zbMATH Keywords

valid inequalities; mixed-integer nonlinear programming; conic programming; measures of risk; quasi-arithmetic average

Mathematics Subject Classification ID

90C22: Semidefinite programming

90C25: Convex programming

90C90: Applications of mathematical programming

90C11: Mixed integer programming

90C57: Polyhedral combinatorics, branch-and-bound, branch-and-cut

Related Items

Rational polyhedral outer-approximations of the second-order cone

Uses Software

• Bonmin
• FilMINT

Cites Work

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