English

A characterization of maximal homogeneous-quadratic-free sets

Optimization and Control 2023-09-27 v2

Abstract

The intersection cut framework was introduced by Balas in 1971 as a method for generating cutting planes in integer optimization. In this framework, one uses a full-dimensional convex SS-free set, where SS is the feasible region of the integer program, to derive a cut separating SS from a non-integral vertex of a linear relaxation of SS. Among all SS-free sets, it is the inclusion-wise maximal ones that yield the strongest cuts. Recently, this framework has been extended beyond the integer case in order to obtain cutting planes in non-linear settings. In this work, we consider the specific setting when SS is defined by a homogeneous quadratic inequality. In this 'quadratic-free' setting, every function Γ:DmDn\Gamma: D^m \to D^n, where DkD^k is the unit disk in Rk\mathbb{R}^k, generates a representation of a quadratic-free set. While not every Γ\Gamma generates a maximal quadratic free set, it is the case that every full-dimensional maximal quadratic free set is generated by some Γ\Gamma. Our main result shows that the corresponding quadratic-free set is full-dimensional and maximal if and only if Γ\Gamma is non-expansive and satisfies a technical condition. This result yields a broader class of maximal SS-free sets than previously known. Our result stems from a new characterization of maximal SS-free sets (for general SS beyond the quadratic setting) based on sequences that 'expose' inequalities defining the SS-free set.

Keywords

Cite

@article{arxiv.2211.05185,
  title  = {A characterization of maximal homogeneous-quadratic-free sets},
  author = {Gonzalo Muñoz and Joseph Paat and Felipe Serrano},
  journal= {arXiv preprint arXiv:2211.05185},
  year   = {2023}
}