Technical Note—Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications
为混合整数锥二元集的凸化建立统一框架，生成考虑多个锥约束的强有效不等式，适用于锥二次规划、分数规划、最佳子集选择、分布鲁棒优化和半正定矩阵稀疏逼近。
A Unifying Framework for the Convexification of Mixed-Integer Conic Binary Sets The paper “Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications,” by Fatma Kilinc-Karzan, Simge Kucukyavuz, Dabeen Lee, and Soroosh Shafieezadeh-Abadeh, develops a unifying framework for convexifying mixed-integer conic binary sets. Many applications in machine-learning and operations research give rise to integer programming models with nonlinear structures and binary variables. The paper develops general methods for generating strong valid inequalities that take into account multiple conic constraints at the same time. The authors demonstrate that their framework applies to conic quadratic programming with binary variables, fractional programming, best subset selection, distributionally robust optimization, and sparse approximation of positive semidefinite matrices.