학술논문

On the implementation and strengthening of intersection cuts for QCQPs.
Document Type
Article
Source
Mathematical Programming. Feb2023, Vol. 197 Issue 2, p549-586. 38p.
Subject
*ARBITRARY constants
*INTEGER programming
*LINEAR programming
Language
ISSN
0025-5610
Abstract
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. [ABSTRACT FROM AUTHOR]