On the implementation and strengthening of intersection cuts for QCQPs
- 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: | In Proceedings |
| Parent Title (English): | Integer Programming and Combinatorial Optimization: 22nd International Conference, IPCO 2021 |
| Volume: | 22 |
| First Page: | 134 |
| Last Page: | 147 |
| Year of first publication: | 2021 |
| Preprint: | urn:nbn:de:0297-zib-79994 |
| DOI: | https://doi.org/10.1007/978-3-030-73879-2_10 |
