53 citations · 292 across the 29 of their papers we have counts for
4 papers · 1 filter
Extended Formulations in Mixed-integer Convex Programming
Miles Lubin, Emre Yamangil, Russell Bent +1
We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extende…
Two-sided linear chance constraints and extensions
Miles Lubin, Daniel Bienstock, Juan Pablo Vielma
We examine the convexity and tractability of the two-sided linear chance constraint model under Gaussian uncertainty. We show that these constraints can be applied directly to mode…
Embedding Formulations and Complexity for Unions of Polyhedra
Juan Pablo Vielma
It is well known that selecting a good Mixed Integer Programming (MIP) formulation is crucial for an effective solution with state-of-the art solvers. While best practices and guid…
Extended Formulations in Mixed Integer Conic Quadratic Programming
Juan Pablo Vielma, Iain Dunning, Joey Huchette +1
In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vie…