Outer approximation with conic certificates for mixed-integer convex problems.
Chris CoeyMiles LubinJuan Pablo VielmaPublished in: Math. Program. Comput. (2020)
Keyphrases
- mixed integer
- quadratic program
- mixed integer programming
- benders decomposition
- convex hull
- continuous relaxation
- mixed integer program
- linear programming problems
- convex functions
- probability distribution
- feasible solution
- lot sizing
- combinatorial optimization
- linear program
- valid inequalities
- linear programming
- dynamic programming
- search algorithm