Intersection cuts for factorable MINLP
Please always quote using this URN: urn:nbn:de:0297-zib-71105
- 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.
| Author: | Felipe SerranoORCiD |
|---|---|
| Document Type: | ZIB-Report |
| MSC-Classification: | 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING |
| Date of first Publication: | 2018/12/07 |
| Series (Serial Number): | ZIB-Report (18-59) |
| ISSN: | 1438-0064 |
| Published in: | Accepted in: A. Lodi, ed., Integer Programming and Combinatorial Optimization: 20th International Conference, IPCO 2019 |
