Tuesday, 13:15 - 13:40 h, Room: MA 005

 

Tamás Terlaky
Conic representation of the convex hull of disjunctions of convex sets and conic cuts for mixed integer second order cone optimization

Coauthors: Pietro Belotti, Julio C. Goez, Imre Pólik, Ted Ralphs

 

Abstract:
This talk gives some insight of how to design disjunctive conic cuts for mixed integer conic linear optimization problems. The novel disjunctive conic cuts may be used to design branch-and-cut algorithms for CLO problems.
Second order conic optimization (SOCO) has been the subject of intense study in the past two decades. Interior point methods (IPMs) provide polynomial time algorithms in theory, and powerful software tools in computational practice. Just as in linear and nonlinear optimization, the use of integer variables naturally occur in SOCO. Thus, the need for dedicated mixed integer SOCO algorithms and software is evident.
We present efficiently computable disjunctive conic cuts for MISOCO problems. The novel disjunctive conic cuts may be used to design branch-and-cut algorithms for MISOCO. Finally, some illustrative, preliminary computational results as presented when disjunctive conic cuts are used in solving MICOSO problems.

 

Talk 1 of the invited session Tue.2.MA 005
"Advances in MINLP" [...]
Cluster 14
"Mixed-integer nonlinear programming" [...]

 

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