Name
Title | ||
|---|---|---|
A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes |
Abstract | ||
|---|---|---|
The Perspective Reformulation generates tight approximations to MINLP problems with semicontinuous variables. It can be implemented either as a Second-Order Cone Program, or as a Semi-Infinite Linear Program. We compare the two reformulations on two MIQPs in the context of exact or approximate Branch-and-Cut algorithms. |
Year | DOI | Venue |
|---|---|---|
2009 | 10.1016/j.orl.2009.02.003 | Operations Research Letters |
Keywords | DocType | Volume |
semicontinuous variable,reformulations,mixed-integer non linear programs,tight approximation,unit commitment problem,perspective relaxation,semi-infinite linear program,valid inequalities,computational comparison,approximate branch-and-cut algorithm,second-order cone programs,second-order cone program,minlp problem,portfolio optimization,perspective reformulation | Journal | 37 |
Issue | ISSN | Citations |
3 | Operations Research Letters | 11 |
PageRank | References | Authors |
0.66 | 8 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| A. Frangioni | 1 | 110 | 7.54 |
| C. Gentile | 2 | 104 | 7.94 |