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 language | English (US) |
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Pages (from-to) | 515-532 |
Number of pages | 18 |
Journal | Mathematical Programming, Series B |
Volume | 86 |
Issue number | 3 |
DOIs | |
State | Published - Dec 1999 |
Keywords
- Convex programming
- Mixed integer programming
ASJC Scopus subject areas
- Software
- Mathematics(all)