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 |
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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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