Intersection Cuts for Factorable MINLP

Serrano, F

Serrano, F (reprint author), Zuse Inst Berlin, Optimizat Dept, Takustr 7, D-14195 Berlin, Germany.

INTEGER PROGRAMMING AND COMBINATORIAL OPTIMIZATION, IPCO 2019, 2019; 11480 (): 385

Abstract

Given a factorable function f, we propose a procedure that constructs a concave underestimator of f that is tight at a given point. These underestimat......

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