Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming

Author(s)
Modaresi, Sina; Kılınç, Mustafa R.; Vielma Centeno, Juan Pablo
Thumbnail
DownloadVielma_Split-Cuts-and-Extended-Formulations.pdf (156.9Kb)
PUBLISHER_CC
Terms of use
Creative Commons Attribution-NonCommercial-NoDerivs License http://creativecommons.org/licenses/by-nc-nd/4.0/
Metadata
Show full item record
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
Date issued
2014-11
URI
http://hdl.handle.net/1721.1/113216
Department
Sloan School of Management
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
ISSN
0167-6377
Collections