Extended formulations in mixed integer conic quadratic programming

Extended formulations in mixed integer conic quadratic programming

In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vielma et al. (INFORMS J Comput 20: 438-450, 2008) and Hijazi et al. (Comput Optim Appl 52: 537-558, 2012) to construct alg...

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Bibliographic Details
Main Authors: Vielma Centeno, Juan Pablo (Contributor), Dunning, Iain Robert (Contributor), Huchette, Joseph Andrew (Contributor), Lubin, Miles C (Contributor)
Other Authors: Massachusetts Institute of Technology. Operations Research Center (Contributor), Sloan School of Management (Contributor)
Format: Article
Language:English
Published: Springer Berlin Heidelberg, 2018-05-16T14:19:41Z.
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