Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming
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Vielma_Split-Cuts-and-Extended-Formulations.pdf
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156.96 KB
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Checksum (MD5)
364974bdda7c235786865bce54f19b52
Author(s)
Modaresi, Sina
Kılınç, Mustafa R.
Vielma Centeno, Juan Pablo
Date Issued
November 2014
Journal
Operations Research Letters
Publisher
Elsevier
Citation
Modaresi, Sina et al. “Split Cuts and Extended Formulations for Mixed Integer Conic Quadratic Programming.” Operations Research Letters 43, 1 (January 2015): 10–15 © 2014 Elsevier B.V.
Version
Original manuscript
Abstract
We study split cuts and extended formulations for Mixed Integer Conic Quadratic Programming (MICQP) and their relation to Conic Mixed Integer Rounding (CMIR) cuts. We show that CMIR is a linear split cut for the polyhedral portion of an extended formulation of a quadratic set and it can be weaker than the nonlinear split cut of the same quadratic set. However, we also show that families of CMIRs can be significantly stronger than the associated family of nonlinear split cuts. Keywords
Split cut
Conic MIR
Mixed Integer Conic Quadratic Programming
MIT Department
Sloan School of Management
Terms of Use
Creative Commons Attribution-NonCommercial-NoDerivs License
Persistent DSpace Link
DOI of Published Version
https://doi.org/10.1016/J.ORL.2014.10.006
