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A Computational Comparison of Reformulations of the Perspective Relaxation: SOCP vs. Cutting Planes

Frangioni, Antonio and Gentile, Claudio (2008) A Computational Comparison of Reformulations of the Perspective Relaxation: SOCP vs. Cutting Planes. Technical Report del Dipartimento di Informatica . Università di Pisa, Pisa, IT.

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    Abstract

    The Perspective Relaxation is a general approach for constructing tight approximations to MINLP problems with semicontinuous variables. Two different reformulations have been proposed for solving it, one resulting in a Second-Order Cone Program, the other based on representing the perspective function by (an infinite number of) cutting planes. We compare the two reformulations on two sets of test problems to determine which one is most effective in the context of exact or approximate Branch-and-Cut algorithms.

    Item Type: Book
    Uncontrolled Keywords: Mixed-Integer Non Linear Programs, Reformulations, Second-Order Cone Programs, Valid Inequalities, Unit Commitment problem, Portfolio Optimization
    Subjects: Area01 - Scienze matematiche e informatiche > INF/01 - Informatica
    Divisions: Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA
    Depositing User: dott.ssa Sandra Faita
    Date Deposited: 04 Dec 2014 14:19
    Last Modified: 04 Dec 2014 14:19
    URI: http://eprints.adm.unipi.it/id/eprint/2209

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