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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.
Author:Felipe SerranoORCiD
Document Type:In Proceedings
Parent Title (English):A. Lodi, V. Nagarajan (eds), Integer Programming and Combinatorial Optimization: 20th International Conference, IPCO 2019
First Page:385
Last Page:398
Year of first publication:2019
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