On the implementation and strengthening of intersection cuts for QCQPs

被引:4
|
作者
Chmiela, Antonia [1 ]
Munoz, Gonzalo [2 ]
Serrano, Felipe [1 ]
机构
[1] Zuse Inst Berlin, Takustr 7, D-14195 Berlin, Germany
[2] Univ OHiggins, Rancagua, Chile
关键词
Intersection cuts; QCQP; Quadratic-free sets; MINIMAL VALID INEQUALITIES; CONVEXITY CUTS; INTEGER; PROGRAMS; SETS;
D O I
10.1007/s10107-022-01808-5
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
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.
引用
收藏
页码:549 / 586
页数:38
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