A conic integer program is an integer programming problem with conic constraints. Many problems in finance, engineering, statistical learning, and probabilistic optimization are modeled using conic constraints. Here we study mixed-integer sets defined by second-order conic constraints. We introduce general-purpose cuts for conic mixed-integer programming based on polyhedral conic substructures ...

The purpose of this paper is to present an overview of families of cutting planes for mixed integer programming problems. We examine the families of disjunctive inequalities, split cuts, mixed integer rounding inequalities, mixed integer Gomory cuts, intersection cuts, lift-and-project cuts, and reduceand-split cuts. In practice, mixed integer Gomory cuts are very useful in obtaining solutions ...