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• W181437557 abstract "This paper deals with outer approximation based approaches to solve mixed integer second order cone programs. Thereby the outer approximation is based on subgradients of the second order cone constraints. Using strong duality of the subproblems that are solved during the algorithm, we are able to determine subgradients satisfying the KKT optimality conditions. This enables us to extend convergence results valid for continuously differentiable mixed integer nonlinear problems to subdifferentiable constraint functions. Furthermore, we present a version of the branch-and-bound based outer approximation that converges when relaxing the convergence assumption that every SOCP satisfies the Slater constraint qualification. We give numerical results for some application problems showing the performance of our approach." @default.
• W181437557 created "2016-06-24" @default.
• W181437557 creator A5013795084 @default.
• W181437557 creator A5081633754 @default.
• W181437557 date "2011-11-15" @default.
• W181437557 modified "2023-10-03" @default.
• W181437557 title "Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming" @default.
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• W181437557 doi "https://doi.org/10.1007/978-1-4614-1927-3_2" @default.
• W181437557 hasPublicationYear "2011" @default.
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