Speaker: | Dr. Farid Alizadeh |
RUTCOR and Rutgers School of Business | |
Rutgers University |
Title: Second order Cuts for integer programming problems
Linear Programming and semidefinite programming relaxations of integer programming problems are well studied subjects. The Second order Cone Programming problem (SOCP) is a convex optimization problem that is more general than linear programming but is a specialized form of semidefinite programming. However the research on SOCP relaxations of integer programming problems is scant. Computationally SOCP problems are somewhat easier to solve in practice than semidefinite programs. Therefore there is ample incentive to look for SOCP relaxations and "SOCP inequality cuts" for integer programs. In this talk we review some schemes that extend Gomory-Chvatal type cuts to cuts that generate valid SOCP cuts for integer programs.