| Article ID: | iaor20003728 |
| Country: | Germany |
| Volume: | 86 |
| Issue: | 3 |
| Start Page Number: | 515 |
| End Page Number: | 532 |
| Publication Date: | Jan 1999 |
| Journal: | Mathematical Programming |
| Authors: | Stubbs Robert A., Mehrotra S. |
| Keywords: | branch-and-cut |
We generalize the disjunctive approach of Balas, Ceria, and Cornuéjols and develop a branch-and-cut method for solving 0–1 convex programming problems. We show that cuts can be generated by solving a single convex program. We show how to construct regions similar to those of Sherali and Adams, and Lovász and Schrijver for the convex case. Finally, we give some preliminary computational results for our method.