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Subgradient Based Outer Approximation for Mixed Integer Second Order Cone Programming
[chapter]
2011
IMA Volumes in Mathematics and its Applications
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
doi:10.1007/978-1-4614-1927-3_2
fatcat:mryheqfcqvb43ie5h3f6aykk64