BEGIN:VCALENDAR VERSION:2.0 PRODID:researchseminars.org CALSCALE:GREGORIAN X-WR-CALNAME:researchseminars.org BEGIN:VEVENT SUMMARY:Fatma Kılınç-Karzan (Carnegie Mellon University) DTSTART:20210525T153000Z DTEND:20210525T160000Z DTSTAMP:20260414T235649Z UID:MIP2021/33 DESCRIPTION:Title: Conic Mixed-Binary Sets: Convex Hull Characterizations and Applications\nby Fatma Kılınç-Karzan (Carnegie Mellon University) as part of Mixe d Integer Programming Workshop 2021\n\n\nAbstract\nWe consider a general c onic mixed-binary set where each homogeneous conic constraint involves an affine function of independent continuous variables and an epigraph variab le associated with a nonnegative function\, $f_j$\, of common binary varia bles. Sets of this form naturally arise as substructures in a number of ap plications including mean-risk optimization\, chance-constrained problems\ , portfolio optimization\, lot-sizing and scheduling\, fractional programm ing\, variants of the best subset selection problem\, and distributionally robust chance-constrained programs. When all of the functions $f_j$s are submodular\, we give a convex hull description of this set that relies on characterizing the epigraphs of $f_j$s. Our result unifies and generalizes an existing result in two important directions. First\, it considers mult iple general convex cone constraints instead of a single second-order cone type constraint. Second\, it takes arbitrary nonnegative functions instea d of a specific submodular function obtained from the square root of an a ffine function. We close by demonstrating the applicability of our results in the context of a number of broad problem classes. This is joint work w ith Simge Kucukyavuz and Dabeen Lee.\n LOCATION:https://researchseminars.org/talk/MIP2021/33/ END:VEVENT END:VCALENDAR