A branch-and-cut algorithm for solving mixed-integer semidefinite optimization problems
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DOI: 10.1007/s10589-019-00153-2
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- Adelaide Cerveira & Agostinho Agra & Fernando Bastos & Joaquim Gromicho, 2013. "A new Branch and Bound method for a discrete truss topology design problem," Computational Optimization and Applications, Springer, vol. 54(1), pages 163-187, January.
- Gábor Braun & Samuel Fiorini & Sebastian Pokutta & David Steurer, 2015. "Approximation Limits of Linear Programs (Beyond Hierarchies)," Mathematics of Operations Research, INFORMS, vol. 40(3), pages 756-772, March.
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Cited by:
- Katsuhiro Tanaka & Rei Yamamoto, 2023. "Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation," Computational Management Science, Springer, vol. 20(1), pages 1-28, December.
- Ken Kobayashi & Yuichi Takano & Kazuhide Nakata, 2021. "Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization," Journal of Global Optimization, Springer, vol. 81(2), pages 493-528, October.
- Yuzhu Wang & Akihiro Tanaka & Akiko Yoshise, 2021. "Polyhedral approximations of the semidefinite cone and their application," Computational Optimization and Applications, Springer, vol. 78(3), pages 893-913, April.
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Keywords
Mixed-integer optimization; Semidefinite optimization; Cutting-plane algorithm; Branch-and-cut algorithm;All these keywords.
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