We present a general framework that can be applied to a wide range of binary optimization problems and show its applicability for second-order conic inequalities. We identify conditions for which our lifted inequalities are facet-defining and derive a new BDD-based cut generation linear program. ...
Product-form cholesky factorization in interior point methods for second-order cone programming. Mathematical Programming, 103(1):153–179, 2005. [6] Luo, Zhi-Quan, Jos F. Sturm, and Shuzhong Zhang. Duality and Self-Duality for Conic Convex Programming. (1996). [7] Mehrotra, Sanjay. “On...
ECOS is a numerical software for solving convex second-order cone programs (SOCPs) of type min c'*x s.t. A*x = b G*x <=_K h where the last inequality is generalized, i.e. h - G*x belongs to the cone K. ECOS supports the positive orthant R_+, second-order cones Q_n de...
This paper is concerned with a multiobjective convex polynomial problem, where the objective and constraint functions are first-order scaled diagonally dom
Second-order coneIn this paper, we study cut generating functions for conic sets. Our first main result shows that if the conic set is bounded, then cut generating functions for integer linear programs can easily be adapted to give the integer hull of the conic integer program. Then we ...
Conic Optimization of Electric Power Systems While =-=[46]-=- studies a linear approximation of this model, various relaxations based on second-order cone programming (SOCP) have been studied in ... JA Taylor 被引量: 30发表: 2011年 An efficient second-order cone programming approach for opti...
It is also shown that the Wasserstein-moment ambiguity set-based distributionally robust portfolio optimization can be reduced to a semidefinite program and second-order conic programming. We use a cutting plane to solve our second-order stochastic dominance constraint portfolio optimization problem with ...
"The proposed method has two main advantages: firstly, a flexible classifier is constructed that extends the advantages of the soft-margin LP-SVM problem to the second-order cone; secondly, due to the elimination of a conic restriction, only two SOCP problems containing second-order cone constrai...
Lower bound finite element limit analysis in conjunction with second-order cone programming is developed and employed to investigate the stability of retai
We identify and study the cases where these valid inequalities can equivalently be expressed in conic quadratic form and where a single inequality from this family is sufficient to describe the convex hull. In particular, our results on two-term disjunctions on the second-order cone generalize ...