Intersection Cuts for Factorable MINLP [chapter]

Felipe Serrano
2019 Lecture Notes in Computer Science  
Given a factorable function f , we propose a procedure that constructs a concave underestimor 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.
doi:10.1007/978-3-030-17953-3_29 fatcat:xfpvmpuwtfdtnmqfxnbiaug7tm