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Mathematical Programming

, Volume 86, Issue 3, pp 515–532 | Cite as

A branch-and-cut method for 0-1 mixed convex programming

  • Robert A. Stubbs
  • Sanjay Mehrotra

Abstract.

We generalize the disjunctive approach of Balas, Ceria, and Cornuéjols [2] and devevlop 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 [20] and Lovász and Schrijver [12] for the convex case. Finally, we give some preliminary computational results for our method.

Key words: mixed integer programming – convex programming Mathematics Subject Classification (1991): 90C10, 90C11, 90C25 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • Robert A. Stubbs
    • 1
  • Sanjay Mehrotra
    • 2
  1. 1.Department of IE/MS, MLSB, 2225 N. Campus Dr., Northwestern University, Evanston, IL 60208, e-mail: rastubbs@iems.nwu.eduUS
  2. 2.Department of IE/MS, MLSB, 2225 N. Campus Dr., Northwestern University, Evanston, IL 60208, e-mail: mehrotra@iems.nwu.eduUS

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