Perspective reformulations of mixed integer nonlinear programs with indicator variables

DOI10.1007/s10107-010-0360-zzbMath1229.90106OpenAlexW2135159299MaRDI QIDQ2638370

Publication date: 16 September 2010

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-010-0360-z

zbMATH Keywords

mixed-integer nonlinear programming perspective functions

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11) Nonlinear programming (90C30)

Related Items

Minotaur: a mixed-integer nonlinear optimization toolkit, Gaining or losing perspective, On the Convexification of Constrained Quadratic Optimization Problems with Indicator Variables, Perspective Reformulation and Applications, Pyomo.GDP: an ecosystem for logic based modeling and optimization development, Computational approaches for mixed integer optimal control problems with indicator constraints, Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective, An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems, Ideal, non-extended formulations for disjunctive constraints admitting a network representation, Strong formulations for quadratic optimization with M-matrices and indicator variables, Integrated aircraft-path assignment and robust schedule design with cruise speed control, Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems, Tightening methods based on nontrivial bounds on bilinear terms, Aircraft Rescheduling with Cruise Speed Control, Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach, Tighter quadratically constrained convex reformulations for semi-continuous quadratic programming, Recent advances in mathematical programming with semi-continuous variables and cardinality constraint, A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function, The equivalence of optimal perspective formulation and Shor's SDP for quadratic programs with indicator variables, Quadratic Convex Reformulations for Semicontinuous Quadratic Programming, Grouped variable selection with discrete optimization: computational and statistical perspectives, A new perspective on low-rank optimization, \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables, A computational study of perspective cuts, Convex quadratic relaxations for mixed-integer nonlinear programs in power systems, Extended formulations in mixed integer conic quadratic programming, A route generation algorithm for an optimal fuel routing problem between two single ports, A graph-based decomposition method for convex quadratic optimization with indicators, Lifted polymatroid inequalities for mean-risk optimization with indicator variables, On the convex hull of convex quadratic optimization problems with indicators, Unnamed Item, Supermodularity and valid inequalities for quadratic optimization with indicators, Shortest Paths in Graphs of Convex Sets, Subset Selection and the Cone of Factor-Width-k Matrices, An Outer-Inner Approximation for Separable Mixed-Integer Nonlinear Programs, Unnamed Item, Submodularity in Conic Quadratic Mixed 0–1 Optimization, Minimizing a sum of clipped convex functions, Scenario-based cuts for structured two-stage stochastic and distributionally robust \(p\)-order conic mixed integer programs, Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization, A new framework to relax composite functions in nonlinear programs, A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints, How to convexify the intersection of a second order cone and a nonconvex quadratic, Quadratic cone cutting surfaces for quadratic programs with on-off constraints, Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation, Quadratic convex reformulation for quadratic programming with linear on-off constraints, A conic quadratic formulation for a class of convex congestion functions in network flow problems, On speed scaling via integer programming, A fast exact method for the capacitated facility location problem with differentiable convex production costs, Strong formulations for conic quadratic optimization with indicator variables, Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions, Quadratic optimization with switching variables: the convex hull for \(n=2\), Gaining or losing perspective for piecewise-linear under-estimators of convex univariate functions, An augmented Lagrangian proximal alternating method for sparse discrete optimization problems, Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching, Relaxing Nonconvex Quadratic Functions by Multiple Adaptive Diagonal Perturbations, Small and strong formulations for unions of convex sets from the Cayley embedding, Perspective Reformulations of Semicontinuous Quadratically Constrained Quadratic Programs, A Mixed-Integer Fractional Optimization Approach to Best Subset Selection, An Active-Set Method for Second-Order Conic-Constrained Quadratic Programming, Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization, Sparse regression at scale: branch-and-bound rooted in first-order optimization, Between steps: intermediate relaxations between big-M and convex hull formulations, Ideal formulations for constrained convex optimization problems with indicator variables

Uses Software

Cites Work