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| Format: | Preprint |
| Veröffentlicht: |
2025
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| Online-Zugang: | https://arxiv.org/abs/2511.00452 |
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| _version_ | 1866914129817632768 |
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| author | Du, Guxin Chen, Rui Wei, Linchuan |
| author_facet | Du, Guxin Chen, Rui Wei, Linchuan |
| contents | We investigate mixed-integer second-order conic (SOC) sets with a nonlinear right-hand side in the SOC constraint, a structure frequently arising in mixed-integer quadratically constrained programming (MIQCP). Under mild assumptions, we show that the convex hull can be exactly described by replacing the right-hand side with its concave envelope. This characterization enables strong relaxations for MIQCPs via reformulations and cutting planes. Computational experiments on distributionally robust chance-constrained knapsack variants demonstrate the efficacy of our reformulation techniques. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_00452 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the Convexification of a Class of Mixed-Integer Conic Sets Du, Guxin Chen, Rui Wei, Linchuan Optimization and Control We investigate mixed-integer second-order conic (SOC) sets with a nonlinear right-hand side in the SOC constraint, a structure frequently arising in mixed-integer quadratically constrained programming (MIQCP). Under mild assumptions, we show that the convex hull can be exactly described by replacing the right-hand side with its concave envelope. This characterization enables strong relaxations for MIQCPs via reformulations and cutting planes. Computational experiments on distributionally robust chance-constrained knapsack variants demonstrate the efficacy of our reformulation techniques. |
| title | On the Convexification of a Class of Mixed-Integer Conic Sets |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2511.00452 |