A branch-and-cut method for 0-1 mixed convex programming

Robert A. Stubbs*, Sanjay Mehrotra

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

167 Scopus citations

Abstract

We generalize the disjunctive approach of Balas, Ceria, and Cornuéjols [2] and devevlop a branch-and-cut method for solving 0-1 convex programming problems. We show that cuts can be generated by solving a single convex program. We show how to construct regions similar to those of Sherali and Adams [20] and Lovász and Schrijver [12] for the convex case. Finally, we give some preliminary computational results for our method.

Original languageEnglish (US)
Pages (from-to)515-532
Number of pages18
JournalMathematical Programming, Series B
Volume86
Issue number3
DOIs
StatePublished - Dec 1999

Keywords

  • Convex programming
  • Mixed integer programming

ASJC Scopus subject areas

  • Software
  • Mathematics(all)

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