6 papers
On Generalized Surrogate Duality in Mixed-Integer Nonlinear Programming
Benjamin Müller, Gonzalo Muñoz, Maxime Gasse +3
The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable…
Maximal quadratic-free sets
Gonzalo Muñoz, Felipe Serrano
The intersection cut paradigm is a powerful framework that facilitates the generation of valid linear inequalities, or cutting planes, for a potentially complex set S. The key ingr…
Visible points, the separation problem, and applications to MINLP
Felipe Serrano
In this paper we introduce a technique to produce tighter cutting planes for mixed-integer non-linear programs. Usually, a cutting plane is generated to cut off a specific infeasib…
On the Relation between the Extended Supporting Hyperplane Algorithm and Kelley's Cutting Plane Algorithm
Felipe Serrano, Robert Schwarz, Ambros Gleixner
Recently, Kronqvist et al.~\cite{KronqvistLundellWesterlund2016} rediscovered the supporting hyperplane algorithm of Veinott~\cite{Veinott1967} and demonstrated its computational b…
Using two-dimensional Projections for Stronger Separation and Propagation of Bilinear Terms
Benjamin Müller, Felipe Serrano, Ambros Gleixner
One of the most fundamental ingredients in mixed-integer nonlinear programming solvers is the well-known McCormick relaxation for a product of two variables x and y over a box-cons…
Intersection cuts for factorable MINLP
Felipe Serrano
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 in…