Generating Convex Polynomial Inequalities for Mixed 0–1 Programs

被引:0
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作者
Robert A. Stubbs
Sanjay Mehrotra
机构
[1] Northwestern University,Department of Industrial Engineering and Management Sciences
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关键词
Mixed integer programming; Convex programming; Semidefinite programming; Mixed integer nonlinear programming; Mixed integer convex programming;
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学科分类号
摘要
We develop a method for generating valid convex quadratic inequalities for mixed0–1 convex programs. We also show how these inequalities can be generated in the linear case by defining cut generation problems using a projection cone. The basic results for quadratic inequalities are extended to generate convex polynomial inequalities.
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页码:311 / 332
页数:21
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