Maximal Quadratic-Free Sets

  • 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.
Metadaten
Author:Felipe SerranoORCiD, Gonzalo MuñozORCiD
Document Type:In Proceedings
Parent Title (English):Integer Programming and Combinatorial Optimization: 21th International Conference, IPCO 2020
First Page:307
Last Page:321
Year of first publication:2020
Preprint:urn:nbn:de:0297-zib-76922
DOI:https://doi.org/10.1007/978-3-030-45771-6_24