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Lifting for conic mixed-integer programming

DSpace at IIT Bombay

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Title Lifting for conic mixed-integer programming
 
Creator ATAMTURK, A
NARAYANAN, V
 
Subject LIFTED INEQUALITIES
2ND-ORDER CONE
FACETS
Valid inequalities
Conic optimization
Integer programming
 
Description Lifting is a procedure for deriving valid inequalities for mixed-integer sets from valid inequalities for suitable restrictions of those sets. Lifting has been shown to be very effective in developing strong valid inequalities for linear integer programming and it has been successfully used to solve such problems with branch-and-cut algorithms. Here we generalize the theory of lifting to conic integer programming, i.e., integer programs with conic constraints. We show how to derive conic valid inequalities for a conic integer program from conic inequalities valid for its lower-dimensional restrictions. In order to simplify the computations, we also discuss sequence- independent lifting for conic integer programs. When the cones are restricted to nonnegative orthants, conic lifting reduces to the lifting for linear integer programming as one may expect.
 
Publisher SPRINGER
 
Date 2012-06-26T05:20:23Z
2012-06-26T05:20:23Z
2011
 
Type Article
 
Identifier MATHEMATICAL PROGRAMMING,126(2)351-363
0025-5610
http://dx.doi.org/10.1007/s10107-009-0282-9
http://dspace.library.iitb.ac.in/jspui/handle/100/13953
 
Language English