Maximal Quadratic-Free Sets

Please always quote using this URN: urn:nbn:de:0297-zib-76922
  • The intersection cut paradigm is a powerful framework that facilitates the generation of valid linear inequalities, or cutting planes, for a potentially complex set S. The key ingredients in this construction are a simplicial conic relaxation of S and an S-free set: a convex zone whose interior does not intersect S. Ideally, such S-free set would be maximal inclusion-wise, as it would generate a deeper cutting plane. However, maximality can be a challenging goal in general. In this work, we show how to construct maximal S-free sets when S is defined as a general quadratic inequality. Our maximal S-free sets are such that efficient separation of a vertex in LP-based approaches to quadratically constrained problems is guaranteed. To the best of our knowledge, this work is the first to provide maximal quadratic-free sets.

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Author:Felipe SerranoORCiD, Gonzalo MuñozORCiD
Document Type:ZIB-Report
Tag:Cutting planes
MINLP; Quadratic Optimization
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Date of first Publication:2019/11/29
Series (Serial Number):ZIB-Report (19-56)
ISSN:1438-0064