Scenario-based cuts for structured two-stage stochastic and distributionally robust p-order conic mixed integer programs

In this paper, we derive (partial) convex hull for deterministic multi-constraint polyhedral conic mixed integer sets with multiple integer variables using conic mixed integer rounding (CMIR) cut-generation procedure of Atamtürk and Narayanan (Math Prog 122:1–20, 2008), thereby extending their result for a simple polyhedral conic mixed integer set with single constraint and one integer variable. … Read more