1 code implementation • 3 May 2020 • Chris Coey, Lea Kapelevich, Juan Pablo Vielma
For optimization problems from a variety of applications, we introduce natural formulations using these exotic cones, and we show that the natural formulations are simpler and lower-dimensional than the equivalent extended formulations.
Optimization and Control 90-04, 90C22, 90C23, 90C25, 90C51