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A branch-and-cut method for 0-1 mixed convex programming. (English) Zbl 0946.90054
Summary: We generalize the disjunctive approach of Balas, Ceria, and Cornuéjols and develop 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 and Lovász and Schrijver for the convex case. Finally, we give some preliminary computational results for our method.

MSC:
90C10 Integer programming
90C11 Mixed integer programming
90C25 Convex programming
Software:
MINOS
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