Cuts for Conic Mixed-Integer Programming
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IPCO'08 Proceedings of the 13th international conference on Integer programming and combinatorial optimization
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Mathematics of Operations Research
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IPCO'11 Proceedings of the 15th international conference on Integer programming and combinatoral optimization
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IPCO'11 Proceedings of the 15th international conference on Integer programming and combinatoral optimization
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IPCO'13 Proceedings of the 16th international conference on Integer Programming and Combinatorial Optimization
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In this we paper we study techniques for generating valid convex constraints for mixed 0-1 conic programs. We show that many of the techniques developed for generating linear cuts for mixed 0-1 linear programs, such as the Gomory cuts, the lift-and-project cuts, and cuts from other hierarchies of tighter relaxations, extend in a straightforward manner to mixed 0-1 conic programs. We also show that simple extensions of these techniques lead to methods for generating convex quadratic cuts. Gomory cuts for mixed 0-1 conic programs have interesting implications for comparing the semidefinite programming and the linear programming relaxations of combinatorial optimization problems, e.g. we show that all the subtour elimination inequalities for the traveling salesman problem are rank-1 Gomory cuts with respect to a single semidefinite constraint. We also include results from our preliminary computational experiments with these cuts.