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  <doc>
    <id>8182</id>
    <completedYear/>
    <publishedYear/>
    <thesisYearAccepted/>
    <language>eng</language>
    <pageFirst/>
    <pageLast/>
    <pageNumber/>
    <edition/>
    <issue/>
    <volume/>
    <type>reportzib</type>
    <publisherName/>
    <publisherPlace/>
    <creatingCorporation/>
    <contributingCorporation/>
    <belongsToBibliography>0</belongsToBibliography>
    <completedDate>--</completedDate>
    <publishedDate>2021-03-15</publishedDate>
    <thesisDateAccepted>--</thesisDateAccepted>
    <title language="eng">A Computational Study of Perspective Cuts</title>
    <abstract language="eng">The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study of perspective cuts within a linear programming based branch-and-cut solver for general mixed-integer nonlinear programs. Within this study, we extend the applicability of perspective cuts from convex to nonconvex nonlinearities. This generalization is achieved by applying a perspective strengthening to valid linear inequalities which separate solutions of linear relaxations. The resulting method can be applied to any constraint where all variables appearing in nonlinear terms are semi-continuous and depend on at least one common indicator variable. Our computational experiments show that adding perspective cuts for convex constraints yields a consistent improvement of performance, and adding perspective cuts for nonconvex constraints reduces branch-and-bound tree sizes and strengthens the root node relaxation, but has no significant impact on the overall mean time.</abstract>
    <identifier type="issn">1438-0064</identifier>
    <identifier type="urn">urn:nbn:de:0297-zib-81821</identifier>
    <enrichment key="opus.source">publish</enrichment>
    <author>Ksenia Bestuzheva</author>
    <submitter>Ksenia Bestuzheva</submitter>
    <author>Ambros Gleixner</author>
    <author>Stefan Vigerske</author>
    <series>
      <title>ZIB-Report</title>
      <number>21-07</number>
    </series>
    <subject>
      <language>eng</language>
      <type>uncontrolled</type>
      <value>perspective cuts, mixed-integer nonlinear programming, nonconvex optimization, computational study</value>
    </subject>
    <collection role="ccs" number="G.4">MATHEMATICAL SOFTWARE</collection>
    <collection role="msc" number="90-04">Explicit machine computation and programs (not the theory of computation or programming)</collection>
    <collection role="msc" number="90-08">Computational methods</collection>
    <collection role="msc" number="90C11">Mixed integer programming</collection>
    <collection role="msc" number="90C26">Nonconvex programming, global optimization</collection>
    <collection role="msc" number="90C30">Nonlinear programming</collection>
    <collection role="msc" number="90C57">Polyhedral combinatorics, branch-and-bound, branch-and-cut</collection>
    <collection role="persons" number="vigerske">Vigerske, Stefan</collection>
    <collection role="projects" number="MODAL-SynLab">MODAL-SynLab</collection>
    <collection role="projects" number="MODAL-Gesamt">MODAL-Gesamt</collection>
    <collection role="institutes" number="Mathematical Algorithmic Intelligence">Mathematical Algorithmic Intelligence</collection>
    <collection role="institutes" number="ais2t">AI in Society, Science, and Technology</collection>
    <file>https://opus4.kobv.de/opus4-zib/files/8182/ZR-21-07.pdf</file>
  </doc>
</export-example>
