A STRONG DUAL FOR CONIC MIXED-INTEGER PROGRAMS

作者：Moran R Diego A; Dey Santanu S; Vielma Juan Pablo

来源：SIAM Journal on Optimization, 2012, 22(3): 1136-1150.

DOI：10.1137/110840868

• mixed-integer nonlinear programming
• conic programming
• duality
• cutting planes

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 (see [M. Guzelsoy and T. K. Ralphs, Int. J. Oper. Res. (Taichung), 4 (2007), pp. 118-137], [G. L. Nemhauser and L. A. Wolsey, Integer and Combinatorial Optimization, Wiley-Interscience, New York, 1988]) 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 show that strong duality holds.

• 出版日期2012