| dc.contributor |
Sloan School of Management |
|
| dc.contributor |
Vielma Centeno, Juan Pablo |
|
| dc.creator |
Modaresi, Sina |
|
| dc.creator |
Kılınç, Mustafa R. |
|
| dc.creator |
Vielma Centeno, Juan Pablo |
|
| dc.date |
2016-06-14T14:55:27Z |
|
| dc.date |
2016-06-14T14:55:27Z |
|
| dc.date |
2015-02 |
|
| dc.date |
2013-09 |
|
| dc.date |
2016-05-23T12:11:23Z |
|
| dc.date.accessioned |
2023-03-01T18:10:41Z |
|
| dc.date.available |
2023-03-01T18:10:41Z |
|
| dc.identifier |
0025-5610 |
|
| dc.identifier |
1436-4646 |
|
| dc.identifier |
http://hdl.handle.net/1721.1/103100 |
|
| dc.identifier |
Modaresi, Sina, Mustafa R. Kılınç, and Juan Pablo Vielma. “Intersection Cuts for Nonlinear Integer Programming: Convexification Techniques for Structured Sets.” Math. Program. 155, no. 1–2 (February 17, 2015): 575–611. |
|
| dc.identifier |
https://orcid.org/0000-0003-4335-7248 |
|
| dc.identifier.uri |
http://localhost:8080/xmlui/handle/CUHPOERS/279043 |
|
| dc.description |
We study the generalization of split, k-branch split, and intersection cuts from mixed integer linear programming to the realm of mixed integer nonlinear programming. Constructing such cuts requires calculating the convex hull of the difference between a convex set and an open set with a simple geometric structure. We introduce two techniques to give precise characterizations of such convex hulls and use them to construct split, k-branch split, and intersection cuts for several classes of non-polyhedral sets. In particular, we give simple formulas for split cuts for essentially all convex sets described by a single conic quadratic inequality. We also give simple formulas for k-branch split cuts and some general intersection cuts for a wide variety of convex quadratic sets. |
|
| dc.description |
United States. Office of Naval Research (Grant N000141110724) |
|
| dc.description |
National Science Foundation (U.S.) (Grant CMMI-1030662) |
|
| dc.format |
application/pdf |
|
| dc.language |
en |
|
| dc.publisher |
Springer Berlin Heidelberg |
|
| dc.relation |
http://dx.doi.org/10.1007/s10107-015-0866-5 |
|
| dc.relation |
Mathematical Programming |
|
| dc.rights |
Creative Commons Attribution-Noncommercial-Share Alike |
|
| dc.rights |
http://creativecommons.org/licenses/by-nc-sa/4.0/ |
|
| dc.rights |
Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society |
|
| dc.source |
Springer Berlin Heidelberg |
|
| dc.title |
Intersection cuts for nonlinear integer programming: convexification techniques for structured sets |
|
| dc.type |
Article |
|
| dc.type |
http://purl.org/eprint/type/JournalArticle |
|