A conic integer program is an integer programming problem with conic constraints.Manyproblems infinance, engineering, statistical learning, andprobabilistic optimization aremodeled using conic constraints. Herewe studymixed-integer sets definedby second-order conic constraints.We introduce general-purpose cuts for conic mixed-integer programming based on polyhedral conic substructures of second...

The redundancy allocation problem is formulated minimizing the design cost for a series-parallel system with multiple component choices while ensuring a given system reliability level. The obtained model is a nonlinear integer programming problem with a nonlinear, nonseparable constraint. We propose a method based on the construction of a test set of an integer linear problem, which allows us t...

We propose mathematical programming models for solving problems arising from planning and running an energy production process based on burning biomasses. The models take into account different aspects of the problem: determination of the biomasses to produce and/or buy, transportation decisions to convey the materials to the respective plants, and plant design. Whereas the “running model” is l...

We propose an exact penalty approach for solving mixed integer nonlinear programming (MINLP) problems by converting a general MINLP problem to a finite sequence of nonlinear programming (NLP) problems with only continuous variables. We express conditions of exactness for MINLP problems and show how the exact penalty approach can be extended to constrained problems.

In this paper recently developed mixed-integer programming (MIP) tools to the problem of optimal siting and sizing of distributed generators in a distribution network. Here three methodologies for solving the DGPP via mixed-integer linear programming (MILP) and mixed-integer nonlinear programming (MINLP) approaches are compared. The single MILP approach uses the well-known DC linear approximati...

We survey recent progress in applying disjunctive programming theory for the effective solution of mixed integer nonlinear programming problems. Generation of effective cutting planes is discussed for both the convex and nonconvex cases.