5 papers · 1 filter
A characterization of maximal inhomogeneous-quadratic-free sets
Gonzalo Muñoz, Joseph Paat, Felipe Serrano
The intersection cut framework is a versatile tool for generating valid inequalities in optimization. Its main ingredients are so-called -free sets: convex sets whose interiors…
Chvátal-Gomory Rounding of Eigenvector Inequalities for QCQPs
Santanu S. Dey, Nan Jiang, Aleksandr Kazachkov +2
We introduce and analyze a class of valid inequalities for nonconvex quadratically constrained optimization problems (QCQPs) which we call Eigen-CG inequalities. These inequalities…
On obtaining the convex hull of quadratic inequalities via aggregations
Santanu S. Dey, Gonzalo Munoz, Felipe Serrano
A classical approach for obtaining valid inequalities for a set involves weighted aggregations of the inequalities that describe such set. When the set is described by linear inequ…
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…