Minimal conic quadratic reformulations and an optimization model

Kian, R. ORCID: 0000-0001-8786-6349, Berk, E. and Gürler, Ü., 2019. Minimal conic quadratic reformulations and an optimization model. Operations Research Letters, 47 (6), pp. 489-493. ISSN 0167-6377

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In this paper, we consider a particular form of inequalities which involves product of multiple variables with rational exponents. These inequalities can equivalently be represented by a number of conic quadratic forms called cone constraints. We propose an integer programming model and a heuristic algorithm to obtain the minimum number of cone constraints which equivalently represent the original inequality. The performance of the proposed algorithm and the computational effect of reformulations are numerically illustrated.

Item Type: Journal article
Publication Title: Operations Research Letters
Creators: Kian, R., Berk, E. and Gürler, Ü.
Publisher: Elsevier
Date: November 2019
Volume: 47
Number: 6
ISSN: 0167-6377
S0167637718301925Publisher Item Identifier
Rights: © 2019 Elsevier B.V. All rights reserved.
Divisions: Schools > Nottingham Business School
Record created by: Linda Sullivan
Date Added: 18 Sep 2019 13:45
Last Modified: 18 Sep 2019 13:59

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