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.

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Metadaten
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