Minimal conic quadratic reformulations and an optimization model
Embargo Lift Date: 2021-11-01
Operations Research Letters
489 - 493
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In this paper, we consider a particular form of inequalities which involves product of multiple variables with rational exponents. These inequalities can equivalently be represented by a number of conic quadratic forms called cone constraints. We propose an integer programming model and a heuristic algorithm to obtain the minimum number of cone constraints which equivalently represent the original inequality. The performance of the proposed algorithm and the computational effect of reformulations are numerically illustrated.