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Disjunctive cuts in Mixed-Integer Conic Optimization |
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| Authors: | Lodi Andrea Tanneau Mathieu Vielma Juan-Pablo |
| Affiliation: | 1.CERC, Polytechnique Montréal - Canada Excellence Research Chair, C.P. 6079, Succ. Centre-ville, Montréal, H3C 3A7, QC, Canada ;2.MIT Sloan School of Management, Cambridge, MA, United States ; |
| Abstract: | Mathematical Programming - This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for separating... |
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