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Strong Dual for Conic Mixed-Integer Programs

Santanu S. Dey (santanu.dey***at***isye.gatech.edu)
Diego A. Moran R. (dmoran***at***gatech.edu)
Juan Pablo Vielma (jvielma***at***pitt.edu)

Abstract: Mixed-integer conic programming is a generalization of mixed-integer linear programming. In this paper, we present an extension of the duality theory for mixed-integer linear programming to the case of mixed-integer conic programming. In particular, we construct a subadditive dual for mixed-integer conic programming problems. Under a simple condition on the primal problem, we are able to prove strong duality.

Keywords: Integer non-linear programming, Conic programming, Duality, Cutting planes

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


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Entry Submitted: 07/13/2011
Entry Accepted: 07/13/2011
Entry Last Modified: 07/14/2011

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