Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications

A Unifying Framework for the Convexification of Mixed-Integer Conic Binary Sets The paper “Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications,” by Fatma Kilinc-Karzan, Simge Kucukyavuz, Dabeen Lee, Soroosh Shafieezadeh-Abadeh, develops a unifying framework convexifying mixed-integer conic binary sets. Many applications in machine-learning operations research give rise to integer programming models with nonlinear structures variables. general methods generating strong valid inequalities that take into account multiple constraints at same time. authors demonstrate their applies quadratic variables, fractional programming, best subset selection, distributionally robust optimization, sparse approximation positive semidefinite matrices.