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On the implementation and strengthening of intersection cuts for QCQPs (2021)

Chmiela, Antonia ; Muñoz, Gonzalo ; Serrano, Felipe

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Publikationsdatum: 2023-03-20

Beschreibung: 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.

Sprache: Englisch

Materialart: reportzib , doc-type:preprint

Format: application/pdf

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