CBLIB 2014: A benchmark library for conic mixed-integer and continuous optimization

The Conic Benchmark Library (CBLIB 2014) is a collection of more than a hundred conic optimization instances under a free and open license policy. It is the first extensive benchmark library for the advancing field of conic mixed-integer and continuous optimization, which is already supported by all major commercial solvers and spans a wide range … Read more

Strong Duality and Minimal Representations for Cone Optimization

The elegant results for strong duality and strict complementarity for linear programming, \LP, can fail for cone programming over nonpolyhedral cones. One can have: unattained optimal values; nonzero duality gaps; and no primal-dual optimal pair that satisfies strict complementarity. This failure is tied to the nonclosure of sums of nonpolyhedral closed cones. We take a … Read more

On Extracting Maximum Stable Sets in Perfect Graphs Using Lovasz’s Theta Function

We study the maximum stable set problem. For a given graph, we establish several transformations among feasible solutions of different formulations of Lov{\’a}sz’s theta function. We propose reductions from feasible solutions corresponding to a graph to those corresponding to its subgraphs. We develop an efficient, polynomial-time algorithm to extract a maximum stable set in a … Read more