1 code implementation • 3 May 2020 • Chris Coey, Lea Kapelevich, Juan Pablo Vielma
For optimization problems from a variety of applications, we introduce natural formulations using these exotic cones, and we show that the natural formulations are simpler and lower-dimensional than the equivalent extended formulations.
Optimization and Control 90-04, 90C22, 90C23, 90C25, 90C51
5 code implementations • 15 Aug 2018 • Chris Coey, Miles Lubin, Juan Pablo Vielma
Using properties of the conic certificates, we show that the $\mathcal{K}^*$ cuts imply certain practically-relevant guarantees about the quality of the polyhedral relaxations, and demonstrate how to maintain helpful guarantees when the LP solver uses a positive feasibility tolerance.
Optimization and Control
