Intersection cuts for factorable MINLP [article]

Felipe Serrano
2018 arXiv   pre-print
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.
arXiv:1812.03073v1 fatcat:6ef2sy4og5gd3jrkfdtkrm3tp4