Intersection cuts for factorable MINLP
Optimization and Control
2018-12-10 v1
Abstract
Given a factorable function f, we propose a procedure that constructs a concave underestimator 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.
Keywords
Cite
@article{arxiv.1812.03073,
title = {Intersection cuts for factorable MINLP},
author = {Felipe Serrano},
journal= {arXiv preprint arXiv:1812.03073},
year = {2018}
}