A characterization of maximal homogeneous-quadratic-free sets

被引:0
|
作者
Munoz, Gonzalo [1 ]
Paat, Joseph [2 ]
Serrano, Felipe [3 ]
机构
[1] Univ Chile, Ind Engn Dept, Santiago, Chile
[2] Univ British Columbia, Sauder Sch Business, Vancouver, BC, Canada
[3] COPT GmbH, Berlin, Germany
基金
加拿大自然科学与工程研究理事会;
关键词
Quadratic programming; Cutting planes; Intersection cuts; S-free sets; FREE CONVEX-SETS;
D O I
10.1007/s10107-024-02092-1
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
The intersection cut framework was introduced by Balas in 1971 as a method for generating cutting planes in integer optimization. In this framework, one uses a full-dimensional convex S-free set, where S is the feasible region of the integer program, to derive a cut separating S from a non-integral vertex of a linear relaxation of S. Among all S-free sets, it is the inclusion-wise maximal ones that yield the strongest cuts. Recently, this framework has been extended beyond the integer case in order to obtain cutting planes in non-linear settings. In this work, we consider the specific setting when S is defined by a homogeneous quadratic inequality. In this 'quadratic-free' setting, every function Gamma:D-m -> D-n whrere D(k )is the unit sphere in R-k generates a maximal quadratic free set, it is the case that every full-dimensional maximal quadratic free set is generated by some Gamma. Our main result shows that the corresponding quadratic-free set is full-dimensional and maximal if and only if Gamma is non-expansive and satisfies a technical condition. This result yields a broader class of maximal S-free sets than previously known. Our result stems from a new characterization of maximal S-free sets (for general S beyond the quadratic setting) based on sequences that 'expose' inequalities defining the S-free set.
引用
收藏
页码:641 / 668
页数:28
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