A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes

Authors:
A. Frangioni;C. Gentile
Affiliations:
Dipartimento di Informatica, Universití di Pisa, Polo Universitario della Spezia, Via dei Colli 90, 19121 La Spezia, Italy;Istituto di Analisi dei Sistemi ed Informatica "Antonio Ruberti", C.N.R., Viale Manzoni 30, 00185 Roma, Italy
Venue:
Operations Research Letters
Year:
2009

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Abstract

The Perspective Reformulation generates tight approximations to MINLP problems with semicontinuous variables. It can be implemented either as a Second-Order Cone Program, or as a Semi-Infinite Linear Program. We compare the two reformulations on two MIQPs in the context of exact or approximate Branch-and-Cut algorithms.