Constructing separating hyperplanes for non-convex quadratic problem.

Abstract: 

In 1971, Balas introduced the intersection cut framework as a method for generating separating hyperplanes (or “cuts”) in integer optimization. These cuts are derived from convex S-free sets, and inclusion-wise maximal S-free sets yield the strongest intersection cuts. When S is a lattice, maximal S-free sets are well-studied from theoretical and computational standpoints. In this talk, we focus on the case when S is defined by a non-convex quadratic inequality and show how to construct basic maximal quadratic-free sets. Additionally, we explore how to generalize the basic procedure to construct a plethora of new maximal quadratic-free sets for homogeneous quadratics. Joint work with Antonia Chmiela, Joseph Paat, and Felipe Serrano.

Posted on Aug 22, 2023 in ACGO, Seminars