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Some cut-generating functions for second-order conic sets

Asteroide Santana (asteroide.santana***at***gatech.edu)
Santanu Dey (santanu.dey***at***isye.gatech.edu)

Abstract: In 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 introduce a new class of cut generating functions which are non-decreasing with respect to second-order cone. We show that, under some minor technical conditions, these functions together with integer linear programming-based functions are sufficient to yield the integer hull of intersections of conic sections in R2.


Category 1: Integer Programming

Category 2: Integer Programming (Cutting Plane Approaches )


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Entry Submitted: 06/01/2016
Entry Accepted: 06/01/2016
Entry Last Modified: 11/11/2016

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