Polyhedral approximation in mixed-integer convex optimization

  title={Polyhedral approximation in mixed-integer convex optimization},
  author={Miles Lubin and Emre Yamangil and Russell Bent and Juan Pablo Vielma},
  journal={Mathematical Programming},
Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we intend to provide a broadly accessible introduction to our recent work in developing algorithms and software for this problem class. Our approach is based on constructing polyhedral outer approximations of the convex constraints, resulting in a global… 
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  • 2021


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