Split cuts and extended formulations for Mixed Integer Conic Quadratic Programming
We study split cuts and extended formulations for Mixed Integer Conic Quadratic Programming (MICQP) and their relation to Conic Mixed Integer Rounding (CMIR) cuts. We show that CMIR is a linear split cut for the polyhedral portion of an extended formulation of a quadratic set and it can be weaker th...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier,
2018-01-16T20:37:48Z.
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| Subjects: | |
| Online Access: | Get fulltext |