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.
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| 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 |
| Volume: | 11480 |
| First Page: | 385 |
| Last Page: | 398 |
| Series: | LNCS |
| Year of first publication: | 2019 |
| Preprint: | urn:nbn:de:0297-zib-71105 |
| DOI: | https://doi.org/10.1007/978-3-030-17953-3_29 |
