Mixed integer programming with a class of nonlinear convex constraints

DOI10.1016/j.disopt.2016.07.002zbMath1387.90166OpenAlexW2482044897MaRDI 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 inequalitiesmixed-integer nonlinear programmingconic programmingmeasures of riskquasi-arithmetic average

Mathematics Subject Classification ID

Semidefinite programming (90C22) Convex programming (90C25) Applications of mathematical programming (90C90) Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Related Items (2)

Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ Rational polyhedral outer-approximations of the second-order cone

Uses Software

• Bonmin
• FilMINT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Certainty equivalent measures of risk
• Lifting for conic mixed-integer programming
• Conic mixed-integer rounding cuts
• Computing deep facet-defining disjunctive cuts for mixed-integer programming
• Two-term disjunctions on the second-order cone
• An algorithmic framework for convex mixed integer nonlinear programs
• An improved branch and bound algorithm for mixed integer nonlinear programs
• Solving mixed integer nonlinear programs by outer approximation
• A derivative-coderivative inclusion in second-order nonsmooth analysis
• Split cuts and extended formulations for mixed integer conic quadratic programming
• A branch-and-cut method for 0-1 mixed convex programming
• On valid inequalities for mixed integer \(p\)-order cone programming
• Cuts for mixed 0-1 conic programming
• On Minimal Valid Inequalities for Mixed Integer Conic Programs
• The MILP Road to MIQCP
• FilMINT: An Outer Approximation-Based Solver for Convex Mixed-Integer Nonlinear Programs
• A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
• Polyhedral approximations inp-order cone programming
• Lift-and-Project Cuts for Mixed Integer Convex Programs
• Auctions of Shares
• Cutting-Planes for Optimization of Convex Functions over Nonconvex Sets
• A Conic Representation of the Convex Hull of Disjunctive Sets and Conic Cuts for Integer Second Order Cone Optimization
• A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures
• Disjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs
• Branch and Bound Experiments in Convex Nonlinear Integer Programming
• “Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Intersection Cuts for Mixed Integer Conic Quadratic Sets
• Higher moment coherent risk measures
• AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
• Intersection Cuts—A New Type of Cutting Planes for Integer Programming
• On Polyhedral Approximations of the Second-Order Cone
• Integrating SQP and branch-and-bound for mixed integer nonlinear programming

This page was built for publication: Mixed integer programming with a class of nonlinear convex constraints