A Strong Dual for Conic Mixed-Integer Programs

Diego A. Morán R., Santanu S. Dey, Juan Pablo Vielma
2012 SIAM Journal on Optimization  
Mixed-integer conic programming is a generalization of mixed-integer linear programming. In this paper, we present an extension of the duality theory for mixed-integer linear programming (see [4] , [11] ) to the case of mixed-integer conic programming. In particular, we construct a subadditive dual for mixed-integer conic programming problems. Under a simple condition on the primal problem, we are able to prove strong duality. *
doi:10.1137/110840868 fatcat:37kt7pvcfbffhd2v5wezmwtrha