A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes

A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes

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Article ID: iaor20102960
Volume: 37
Issue: 3
Start Page Number: 206
End Page Number: 210
Publication Date: May 2009
Journal: Operations Research Letters
Authors: ,
Keywords: cutting plane algorithms
Abstract:

The Perspective Reformulation generates tight approximations to MINLP problems with semicontinuous variables. It can be implemented either as a Second-Order Cone Program (SOCP), or as a Semi-Infinite Linear Program. We compare the two reformulations on two MIQPs in the context of exact or approximate Branch-and-Cut algorithms.

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