7110
eng
reportzib
0
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2018-12-07
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Intersection cuts for factorable MINLP
Given a factorable function f, we propose a procedure that constructs a concave underestimor of f that is tight at a given point. These underestimators can be used to generate intersection cuts. A peculiarity of these underestimators is that they do not rely on a bounded domain. We propose a strengthening procedure for the intersection cuts that exploits the bounds of the domain. Finally, we propose an extension of monoidal strengthening to take advantage of the integrality of the non-basic variables.
1438-0064
urn:nbn:de:0297-zib-71105
Accepted in: A. Lodi, ed., Integer Programming and Combinatorial Optimization: 20th International Conference, IPCO 2019
Felipe Serrano
Felipe Serrano
ZIB-Report
18-59
OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Mathematical Optimization
Mathematical Optimization Methods
Serrano, Felipe
MIP-ZIBOPT
MODAL-SynLab
MODAL-Gesamt
https://opus4.kobv.de/opus4-zib/files/7110/intercuts.pdf