A convex-analysis perspective on disjunctive cuts
نویسندگان
چکیده
منابع مشابه
A convex-analysis perspective on disjunctive cuts
We treat the general problem of cutting planes with tools from convex analysis. We emphasize the case of disjunctive polyhedra and the generation of facets. We conclude with some considerations on the design of eÆcient cut generators.
متن کاملA convex - analysis perspective on disjunctive
We treat with tools from convex analysis the general problem of cutting planes, separating a point from a (closed convex) set P . Crucial for this is the computation of extreme points in the so-called reverse polar set, introduced by E. Balas in 1979. In the polyhedral case, this enables the computation of cuts that define facets of P . We exhibit three (equivalent) optimization problems to com...
متن کاملDisjunctive Cuts for Non-convex Mixed Integer Quadratically Constrained Programs
This paper addresses the problem of generating strong convex relaxations of Mixed Integer Quadratically Constrained Programming (MIQCP) problems. MIQCP problems are very difficult because they combine two kinds of non-convexities: integer variables and nonconvex quadratic constraints. To produce strong relaxations of MIQCP problems, we use techniques from disjunctive programming and the liftand...
متن کاملOn Disjunctive Cuts for Combinatorial Optimization
In the successful branch-and-cut approach to combinatorial optimization, linear inequalities are used as cutting planes within a branch-and-bound framework. Although researchers often prefer to use facet-inducing inequalities as cutting planes, good computational results have recently been obtained using disjunctive cuts, which are not guaranteed to be facet-inducing in general. A partial expla...
متن کاملOn the separation of disjunctive cuts
Disjunctive cuts for Mixed-Integer Linear Programs have been introduced by Egon Balas in the late 70’s, and successfully exploited in practice since the late 90’s. In this paper we investigate the main ingredients of a disjunctive cut separation procedure, and analyze their impact on the quality of the root-node bound for a set of instances taken from MIPLIB library. We compare alternative norm...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2005
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-005-0670-8