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math.OC2025
Parametric Disjunctive Cuts for Sequences of Mixed Integer Linear Optimization Problems
Shannon Kelley, Aleksandr M. Kazachkov, Ted Ralphs
Many applications require solving sequences of related mixed-integer linear programs. We introduce a class of parametric disjunctive inequalities (PDIs), obtained by reusing the di…
math.OC2025
Approximating value functions via corner Benders' cuts
Matheus J. Ota, Ricardo Fukasawa, Aleksandr M. Kazachkov
We introduce a novel technique to generate Benders' cuts from a conic relaxation ("corner") derived from a basis of a higher-dimensional polyhedron that we aim to outer approximate…