Generating Convex Polynomial Inequalities for Mixed 0–1 Programs

  • Authors:
  • Robert A. Stubbs;Sanjay Mehrotra

  • Affiliations:
  • Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60208-3119, USA (e-mail: rstubbs@dashopt.com);Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL 60208-3119, USA (e-mail: mehrotra@iems.nwu.edu)

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2002

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Abstract

We develop a method for generating valid convex quadratic inequalities for mixed0–1 convex programs. We also show how these inequalities can be generated in the linear case by defining cut generation problems using a projection cone. The basic results for quadratic inequalities are extended to generate convex polynomial inequalities.