Monday, 15:15 - 15:40 h, Room: MA 005

 

Thomas Lehmann
On the efficient construction of disjunctive cutting planes for mixed-integer quadratic optimization problems

 

Abstract:
We present an algorithmic procedure for efficiently constructing disjunctive cutting planes for non-basic solutions or proving their non-existence. The method extends an algorithm proposed by Perregaard and Balas, such that it is applicable for non-basic solutions, e.g., obtained from the continuous relaxation of a mixed-integer quadratic program.
We also present preliminary numerical results for test problems, that arise within MIQP-based solution methods for mixed-integer nonlinear optimization problems, such as MISQP proposed by Exler, Lehmann and Schittkowski. The results indicate the potential of the proposed cut generator, but they also stress the necessity of an advanced cut management.

 

Talk 1 of the invited session Mon.3.MA 005
"Tight relaxations" [...]
Cluster 14
"Mixed-integer nonlinear programming" [...]

 

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