On the implementation and strengthening of intersection cuts for QCQPs
Please always quote using this URN: urn:nbn:de:0297-zib-79994
- The generation of strong linear inequalities for QCQPs has been recently tackled by a number of authors using the intersection cut paradigm - a highly studied tool in integer programming whose flexibility has triggered these renewed efforts in non-linear settings. In this work, we consider intersection cuts using the recently proposed construction of maximal quadratic-free sets. Using these sets, we derive closed-form formulas to compute intersection cuts which allow for quick cut-computations by simply plugging-in parameters associated to an arbitrary quadratic inequality being violated by a vertex of an LP relaxation. Additionally, we implement a cut-strengthening procedure that dates back to Glover and evaluate these techniques with extensive computational experiments.
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| Author: | Antonia ChmielaORCiD, Gonzalo MuñozORCiD, Felipe SerranoORCiD |
|---|---|
| Document Type: | ZIB-Report |
| Tag: | Intersection cuts; QCQPs; Quadratic-free sets |
| MSC-Classification: | 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C20 Quadratic programming |
| 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C26 Nonconvex programming, global optimization | |
| 90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C30 Nonlinear programming | |
| Year of first publication: | 2021 |
| Published in: | Integer Programming and Combinatorial Optimization: 22nd International Conference, IPCO 2021, pp. 134-147, Vol.22, 2021 |
| DOI: | https://doi.org/10.1007/978-3-030-73879-2_10 |
