A Unified Early Termination Technique for Primal-Dual Algorithms in Mixed Integer Conic Programming
A Unified Early Termination Technique for Primal-Dual Algorithms in Mixed Integer Conic Programming
We propose an early termination technique for mixed integer conic programming within branch-and-bound based solvers. Our approach generalizes previous early termination results for ADMM-based solvers to a broader class of primaldual algorithms, including both operator splitting and interior point methods. The complexity for checking early termination is O(n) for each …