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3907. Mixed-Integer Semidefinite Programming by Outer Approximation
Invited abstract in session WA-4: Algorithms for Mixed-Integer Nonlinear Programming and Nonconvex Optimization, stream MINLP.
Wednesday, 8:30-10:00Room: 1001 (building: 202)
Authors (first author is the speaker)
| 1. | Jan Kronqvist
|
| Mathematics, KTH Royal Institute of Technology |
Abstract
We consider different methods for generating cuts and solving mixed-integer semidefinite programming (MISDP) instances within an outer approximation framework. In fact, the main components of the classical outer approximation algorithm for convex mixed-integer nonlinear programming can easily be tailored towards MISDP such that similar convergence properties are obtained. We propose some new methods for generating cuts that have desirable theoretical and computational properties and we present a numerical comparison.
Keywords
- Algorithms
- Combinatorial Optimization
- Programming, Mixed-Integer
Status: accepted
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