Antonio, Frangioni and Claudio, Gentile (2009) A Computational Comparison of Reformulations of the Perspective Relaxation: SOCP vs. Cutting Planes. Operations Research Letters, 37/200 (3). pp. 206-210. ISSN 0167-6377
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Official URL: http://www.sciencedirect.com/science/journal/01676...
Abstract
The Perspective Reformulation 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 MIQPs to determine which one is most effective in the context of exact or approximate Branch-and-Cut algorithms.
| Item Type: | Article |
|---|---|
| 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 > MAT/09 - Ricerca operativa |
| Divisions: | Dipartimenti (until 2012) > DIPARTIMENTO DI INFORMATICA |
| Depositing User: | Prof. Antonio Frangioni |
| Date Deposited: | 02 Jul 2009 |
| Last Modified: | 20 Dec 2010 11:51 |
| URI: | http://eprints.adm.unipi.it/id/eprint/600 |
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