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

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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.

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Received January 16, 1996 / Revised version received April 23, 1999¶Published online June 28, 1999

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Stubbs, R., Mehrotra, S. A branch-and-cut method for 0-1 mixed convex programming. Math. Program. 86, 515–532 (1999).

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