A characterization of maximal homogeneous-quadratic-free sets
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 -free set, where is the feasible region of the integer program, to derive a cut separating from a non-integral vertex of a linear relaxation of . Among all -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 is defined by a homogeneous quadratic inequality. In this 'quadratic-free' setting, every function , where is the unit disk in , generates a representation of a quadratic-free set. While not every generates a maximal quadratic free set, it is the case that every full-dimensional maximal quadratic free set is generated by some . Our main result shows that the corresponding quadratic-free set is full-dimensional and maximal if and only if is non-expansive and satisfies a technical condition. This result yields a broader class of maximal -free sets than previously known. Our result stems from a new characterization of maximal -free sets (for general beyond the quadratic setting) based on sequences that 'expose' inequalities defining the -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}
}