article · 2009

Mixed Integer Second Order Cone Programming

Sarah Drewes, Stefan Ulbrich

Cited by 0Abstract and details only

Abstract

This paper deals with solving strategies for mixed integer second order cone problems. We present different lift-and-project based linear and convex quadratic cut generation techniques for mixed 0-1 second-order cone problems and present a new convergent outer approximation based approach to solve mixed integer SOCPs. The latter is an extension of outer approximation based approaches for continuously differ-entiable problems to subdifferentiable second order cone constraint functions. We give numerical results for some application problems, where the cuts are applied in the context of a nonlinear branch-and-cut method and the branch-and-bound based outer approximation algorithm. The different approaches are compared to each other.

Cite this paper

APA 7

Drewes, S., & Ulbrich, S. (2009). Mixed Integer Second Order Cone Programming.

MLA 9

Drewes, Sarah, and Stefan Ulbrich. “Mixed Integer Second Order Cone Programming.” 2009.

Chicago

Drewes, Sarah, and Stefan Ulbrich. 2009. “Mixed Integer Second Order Cone Programming.”

Harvard

Drewes, S. and Ulbrich, S. (2009) ‘Mixed Integer Second Order Cone Programming’.

BibTeX

@article{drewes2009mixed,
  title = {{Mixed Integer Second Order Cone Programming}},
  author = {Drewes, Sarah and Ulbrich, Stefan},
  year = {2009}
}

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