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arxiv: 1812.03073 · v1 · pith:7RZ664BPnew · submitted 2018-12-07 · 🧮 math.OC

Intersection cuts for factorable MINLP

classification 🧮 math.OC
keywords cutsintersectionproposedomainfactorablegivenprocedurestrengthening
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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.

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