Sanjay Mehrotra

Generating Convex Polynomial Inequalities for Mixed 0-1 Programs

  • Sanjay Mehrotra
  • Robert Stubbs
    • Categories (Mixed) Integer Nonlinear Programming, Convex Optimization, Global Optimization Theory Tags , , , ,

    We develop a method for generating valid convex polynomial inequalities for mixed 0-1 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. Article Download View Generating Convex … Read more

    On the Value of Binary Expansions For General Mixed-Integer Linear Programs

  • Jonathan Owen
  • Sanjay Mehrotra
    • Categories (Mixed) Integer Linear Programming, Optimization Software and Modeling Systems Tags

    We study the use of binary variables in reformulating general mixed-integer linear programs. We show that binary reformulations result in problems for which almost all the binary variables replacing a general integer variable need to be explored during branching. We also give computational results on the performance of such reformulations in solving the mixed-integer programs, … Read more