|
|
Mardi 12 Novembre
Heure: |
12:30 - 13:30 |
Lieu: |
Salle B107, bâtiment B, Université de Villetaneuse |
Résumé: |
Disjunctive conic cuts for mixed integer convex optimization |
Description: |
Pietro Belotti We study the convex hull of the intersection of a convex set E and a linear disjunction, which is at the core of solution techniques for Mixed Integer Conic Optimization. We prove that if there exists a cone K that has the same intersection with the boundary of the disjunction as E, then the convex hull is the intersection of E with K. The existence of such a cone is difficult to prove for general conic optimization. However, for the special case of Mixed Integer Second Order Cone Optimization (MISOCO), such a cone can be efficiently generated. This cone provides a conic cut for MISOCO that can be used effectively in branch-and-cut algorithms for MISOCO problems. We show some preliminary computational results that substantiate our claims. (Joint work with Julio C. Goez, Imre Polik, Ted K. Ralphs, Tamas Terlaky) |
|
|