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Polymatroid inequalities for p-order conic mixed 0-1 optimization. (arXiv:1705.05918v1 [math.OC])
来源于:arXiv
We describe new convex valid inequalities for $p$-order conic mixed-integer
optimization, which includes the important second order conic mixed-integer
optimization as a special case. The inequalities are based on the polymatroid
inequalities over binary variables for the diagonal case. We prove that the
proposed inequalities completely describe the convex hull of a single conic
constraint over binary variables and unbounded continuous variables. We then
generalize and strengthen the inequalities using other constraints of the
optimization problem. Computational experiments for second order conic
mixed-integer optimization indicate that the new inequalities strengthen the
convex relaxations substantially for the diagonal case as well as the general
(non-diagonal) case and lead to significant performance improvements. 查看全文>>