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Generating Convex Polynomial Inequalities for Mixed 0-1 Programs

Robert Stubbs (rstubbs***at***dashopt.com)
Sanjay Mehrotra (mehrotra***at***iems.nwu.edu)

Abstract: We develop a method for generating valid convex polynomial inequalities for mixed 0-1 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 Programs, Convex Polynomial Inequalities, Linearization Relaxation Techniques, Lift and Project, Disjunctive Programming

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 2: Global Optimization (Theory )

Category 3: Convex and Nonsmooth Optimization (Convex Optimization )

Citation:

Download: [Postscript]

Entry Submitted: 01/05/2001
Entry Accepted: 01/05/2001
Entry Last Modified: 01/05/2001

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