On valid inequalities for mixed integer \(p\)-order cone programming

DOI10.1007/s10957-013-0315-7zbMath1300.90022MaRDI QIDQ2251546

Pavlo A. Krokhmal, Alexander Vinel

Publication date: 14 July 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0315-7

zbMATH Keywords

stochastic optimization; valid inequalities; risk measures; mixed integer \(p\)-order cone programming; nonlinear cuts

Mathematics Subject Classification ID

90C11: Mixed integer programming

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

90C15: Stochastic programming

Related Items

The algebraic structure of the arbitrary-order cone, Certainty equivalent measures of risk, Mixed integer programming with a class of nonlinear convex constraints, Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs, A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures

Uses Software

• Bonmin

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