Yayınlanmış 1 Ocak 2019
| Sürüm v1
Dergi makalesi
Açık
Minimal conic quadratic reformulations and an optimization model
Oluşturanlar
- 1. Bilkent Univ, Dept Management, TR-06800 Ankara, Turkey
- 2. Bilkent Univ, Dept Ind Engn, TR-06800 Ankara, Turkey
Açıklama
In this paper, we consider a particular form of inequalities which involves product of multiple variables with rational exponents. These inequalities can equivalently be represented by a number of conic quadratic forms called cone constraints. We propose an integer programming model and a heuristic algorithm to obtain the minimum number of cone constraints which equivalently represent the original inequality. The performance of the proposed algorithm and the computational effect of reformulations are numerically illustrated. (C) 2019 Elsevier B.V. All rights reserved.
Dosyalar
bib-a90f5749-fce6-4bac-8bae-798cfa8df746.txt
Dosyalar
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