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

DOI10.1007/s10957-013-0315-7zbMath1300.90022OpenAlexW2470082880MaRDI 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 optimizationvalid inequalitiesrisk measuresmixed integer \(p\)-order cone programmingnonlinear cuts

Mathematics Subject Classification ID

Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Stochastic programming (90C15)

Related Items (6)

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

Uses Software

• Bonmin

Cites Work

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