Operations research Branch-and-cut algorithms for conic mixed -integer programming UNIVERSITY OF CALIFORNIABERKELEY Alper Atamturk NarayananVishnu BhamaConic mixed-integer programs (CMIPs) are integer programs
conic optimization in order to design a generatordroop control. InSu et al. (2021)a dual-solver framework is proposed. The formulation of a scheduling problem is posed usingmixed-integer linear programmingwhile the transmission loss problem is formulated using non-linear programming. Finally,Trinh ...
This technique is extremely useful in practice, and already for linear programming it covers a vast range of problems. We introduce different building blocks for integer optimization, which make it possible to model useful non-convex dependencies between variables in conic problems. It should be ...
solve MINLP problems was SCICONIC [10, 27] in the mid 1970’s. Rather than handling nonlinearities directly, linked SOS variables provided a mechanism to represent discretized nonlinear functions and allowed solving the problem via MIP. In the mid 1980’s Grossman and Kocis [17] developed GAMS...
Kanno Y (2016b) Mixed-integer second-order cone programming for global optimization of compliance of frame structure with discrete design variables. Struct Multidiscip Optim 54:301– 316 Article MathSciNet Google Scholar Kočvara M (to appear) Truss topology design by linear conic optimization....
structured CMIPs in the second stage, and prove that these cuts provide conic/linear programming equivalent or approximation for the second stage CMIPs. We also perform extensive computational experiments by solving stochastic and distributionally robust capacitated facility location problem and randomly ...
Modeling language for Mathematical Optimization (linear, mixed-integer, conic, semidefinite, nonlinear) - jump-dev/JuMP.jl
Mixed-integer conic programming provides an approach to solving the Optimal Feeder Reconfiguration (OFR) problem with guarantees on the quality of the solution. Integrating renewable generation into the distribution network and its associated variability renders stochastic OFR, which simultaneously considers ...
Valid Inequalities for Mixed-Integer Linear and Mixed-Integer Conic ProgramsMixed-integer programming provides a natural framework for modeling optimization problems which require discrete decisions. Valid inequalities, used as cutting-planes and cuttingsurfaces in integer programming solvers, are an ess...
Mixed Integer Conic Quadratic ProgrammingWe study split cuts and extended formulations for Mixed Integer Conic Quadratic Programming (MICQP) and their relation to Conic Mixed Integer Rounding (CMIR) cuts. We show that CMIR is a linear split cut for the polyhedral portion of an extended formulation...