Mixed-integer nonlinear optimization
Many optimal decision problems in scientific, engineering, and public sector applications
involve both discrete decisions and nonlinear system dynamics that affect the quality of the …
involve both discrete decisions and nonlinear system dynamics that affect the quality of the …
The scip optimization suite 3.2
G Gamrath, T Fischer, T Gally, A Gleixner, G Hendel… - 2016 - opus4.kobv.de
The SCIP Optimization Suite is a software toolbox for generating and solving various classes
of mathematical optimization problems. Its major components are the modeling language …
of mathematical optimization problems. Its major components are the modeling language …
On minimal valid inequalities for mixed integer conic programs
F Kılınç-Karzan - Mathematics of Operations Research, 2016 - pubsonline.informs.org
We study disjunctive conic sets involving a general regular (closed, convex, full dimensional,
and pointed) cone 𝒦 such as the nonnegative orthant, the Lorentz cone, or the positive …
and pointed) cone 𝒦 such as the nonnegative orthant, the Lorentz cone, or the positive …
A conic representation of the convex hull of disjunctive sets and conic cuts for integer second order cone optimization
We study the convex hull of the intersection of a convex set E and a disjunctive set. This
intersection is at the core of solution techniques for Mixed Integer Convex Optimization. We …
intersection is at the core of solution techniques for Mixed Integer Convex Optimization. We …
The eigenvalue complementarity problem
JJ Júdice, HD Sherali, IM Ribeiro - Computational optimization and …, 2007 - Springer
In this paper an eigenvalue complementarity problem (EiCP) is studied, which finds its
origins in the solution of a contact problem in mechanics. The EiCP is shown to be …
origins in the solution of a contact problem in mechanics. The EiCP is shown to be …
How to convexify the intersection of a second order cone and a nonconvex quadratic
S Burer, F Kılınç-Karzan - Mathematical Programming, 2017 - Springer
A recent series of papers has examined the extension of disjunctive-programming
techniques to mixed-integer second-order-cone programming. For example, it has been …
techniques to mixed-integer second-order-cone programming. For example, it has been …
Cut-Generating Functions and S-Free Sets
M Conforti, G Cornuéjols, A Daniilidis… - Mathematics of …, 2015 - pubsonline.informs.org
We consider the separation problem for sets X that are pre-images of a given set S by a
linear mapping. Classical examples occur in integer programming, as well as in other …
linear mapping. Classical examples occur in integer programming, as well as in other …
Two-term disjunctions on the second-order cone
F Kılınç-Karzan, S Yıldız - Mathematical Programming, 2015 - Springer
Balas introduced disjunctive cuts in the 1970s for mixed-integer linear programs. Several
recent papers have attempted to extend this work to mixed-integer conic programs. In this …
recent papers have attempted to extend this work to mixed-integer conic programs. In this …
On the asymmetric eigenvalue complementarity problem
JJ Júdice, HD Sherali, IM Ribeiro… - Optimization Methods & …, 2009 - Taylor & Francis
In this paper, we discuss the eigenvalue complementarity problem (EiCP) where at least one
of its defining matrices is asymmetric. A sufficient condition for the existence of a solution to …
of its defining matrices is asymmetric. A sufficient condition for the existence of a solution to …
Disjunctive cuts for nonconvex MINLP
P Belotti - Mixed Integer Nonlinear Programming, 2012 - Springer
Abstract Mixed Integer Nonlinear Programming (MINLP) problems present two main
challenges: the integrality of a subset of variables and nonconvex (nonlinear) objective …
challenges: the integrality of a subset of variables and nonconvex (nonlinear) objective …