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Generating Convex Polynomial Inequalities for Mixed 0–1 Programs |
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| Authors: | Robert A. Stubbs Sanjay Mehrotra |
| Affiliation: | (1) Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60208-3119, USA |
| Abstract: | We develop a method for generating valid convex quadratic inequalities for mixed0–1 convex programs. We also show how these inequalities can be generated in the linear case by defining cut generation problems using a projection cone. The basic results for quadratic inequalities are extended to generate convex polynomial inequalities. |
| Keywords: | Mixed integer programming Convex programming Semidefinite programming Mixed integer nonlinear programming Mixed integer convex programming |
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