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Gonzalo Muñoz: Cutting planes for Non-Convex Quadratic Optimization

Abstract: The generation of tight approximations for Quadratically Constrained Quadratic Programs (QCQPs) through strong valid linear inequalities is an active and challenging research topic in the optimization community. Recently, the generation of such inequalities for these problems has been tackled by a number of authors using the intersection cut paradigm - a highly studied tool in integer programming whose flexibility has triggered these renewed efforts in non-linear settings. In this talk, we show how to construct intersection cuts in a quadratic setting using our proposed "maximal quadratic-free" sets. We describe the construction of these sets, show how to compute valid inequalities from them, and evaluate this approach with extensive computational experiments. This talk describes joint work with Antonia Chmiela and Felipe Serrano.

Time: Fri 2021-10-22 14.00 - 15.00

Location: Zoom room 63658381373

Language: English

Participating: Gonzalo Muñoz

The seminar will be presented via zoom and we use seminar room 3721 and the projector for those who prefer to attend the seminar together on a big screen.

Page responsible:Per Enqvist
Belongs to: Stockholm Mathematics Centre
Last changed: Oct 18, 2021