A Strong Dual for Conic Mixed-Integer Programs
نویسندگان
چکیده
منابع مشابه
Strong Dual for Conic Mixed-Integer Programs∗
Mixed-integer conic programming is a generalization of mixed-integer linear programming. In this paper, we present an extension of the duality theory for mixed-integer linear programming (see [4], [11]) to the case of mixed-integer conic programming. In particular, we construct a subadditive dual for mixed-integer conic programming problems. Under a simple condition on the primal problem, we ar...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/110840868