Tuesday, 13:45 - 14:10 h, Room: MA 005

 

Sarah Drewes
Cover inequalities and outer-approximation for mixed-01 SOCPs

Coauthor: Alper Atamt├╝rk

 

Abstract:
We present how cover inequalities can be utilized in outer approximation based
branch and bound algorithms for mixed 0-1 convex nonlinear
programming problems in general and show more specific results for a class of mixed 0-1 second order cone programs.
The discussed class of algorithms use an outer approximation of the mixed 0-1 problem arising from linearizations of the nonlinear functions. Based on this outer approximations, assignments for the binary variables are derived which give rise to valid cover inequalities. These inequalities can then be lifted to derive strong valid inequalities that tighten the continuous relaxation of the outer approximation problem. The potential of this approach is discussed considering a class of mixed 0-1 second order cone programs for which a computational study is provided.

 

Talk 2 of the invited session Tue.2.MA 005
"Advances in MINLP" [...]
Cluster 14
"Mixed-integer nonlinear programming" [...]

 

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