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On the implementation and strengthening of intersection cuts for QCQPs
Indexado
WoS WOS:000784028400001
Scopus SCOPUS_ID:85128267153
DOI 10.1007/S10107-022-01808-5
Año 2023
Tipo artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras


Abstract



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.

Revista



Revista ISSN
Mathematical Programming 0025-5610

Métricas Externas



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Disciplinas de Investigación



WOS
Computer Science, Software Engineering
Mathematics, Applied
Operations Research & Management Science
Scopus
Mathematics (All)
Software
SciELO
Sin Disciplinas

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Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional



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Autores - Afiliación



Ord. Autor Género Institución - País
1 Chmiela, Antonia Mujer Zuse Inst Berlin - Alemania
Zuse Institute Berlin - Alemania
2 MUNOZ-ARIAS, GONZALO ALEJANDRO Hombre Universidad de O`Higgins - Chile
Universidad de O’Higgins - Chile
3 Serrano, Felipe Hombre Zuse Inst Berlin - Alemania
Zuse Institute Berlin - Alemania

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Financiamiento



Fuente
Fondo Nacional de Desarrollo Científico y Tecnológico
German Federal Ministry of Education and Research (BMBF)
Bundesministerium für Bildung und Forschung
Bundesministerium fur Wirtschaft und Energie
German Federal Ministry for Economic Affairs and Energy
government of Chile through the FONDECYT

Muestra la fuente de financiamiento declarada en la publicación.

Agradecimientos



Agradecimiento
The authors would like to thank the two anonymous reviewers for their valuable feedback. The described research activities are funded by the German Federal Ministry for Economic Affairs and Energy within the project EnBA-M (ID: 03ET1549D). The work for this article has been (partly) conducted within the Research Campus MODAL funded by the German Federal Ministry of Education and Research (BMBF grant numbers 05M14ZAM, 05M20ZBM). Financial support was also provided by the Government of Chile through the FONDECYT grant number 11190515.
The authors would like to thank the two anonymous reviewers for their valuable feedback. The described research activities are funded by the German Federal Ministry for Economic Affairs and Energy within the project EnBA-M (ID: 03ET1549D). The work for this article has been (partly) conducted within the Research Campus MODAL funded by the German Federal Ministry of Education and Research (BMBF grant numbers 05M14ZAM, 05M20ZBM). Financial support was also provided by the Government of Chile through the FONDECYT grant number 11190515.

Muestra la fuente de financiamiento declarada en la publicación.