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Daniel Bienstock (danocolumbia.edu) Abstract: Motivated by mixedinteger, nonlinear optimization problems, we derive linear inequality characterizations for sets of the form conv{(x, q ) \in R^d × R : q \in Q(x), x \in R^d  int(P )} where Q is convex and differentiable and P \subset R^d . We show that in several cases our characterization leads to polynomialtime separation algorithms that operate in the original space of variables, in particular when Q is a positivedefinite quadratic and P is a polyhedron or an ellipsoid. Keywords: mixedinteger nonlinear programming, polynomialtime cuttingplane algorithms Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming ) Category 2: Convex and Nonsmooth Optimization Category 3: Integer Programming (Cutting Plane Approaches ) Citation: May 2013 Download: [PDF] Entry Submitted: 05/19/2013 Modify/Update this entry  
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