A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
نویسندگان
چکیده
منابع مشابه
A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
This paper develops a linear programming based branch-and-bound algorithm for mixed integer conic quadratic programs. The algorithm is based on a higher dimensional or lifted polyhedral relaxation of conic quadratic constraints introduced by Ben-Tal and Nemirovski. The algorithm is different from other linear programming based branch-and-bound algorithms for mixed integer nonlinear programs in ...
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ژورنال
عنوان ژورنال: INFORMS Journal on Computing
سال: 2008
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.1070.0256