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• W3204036718 abstract "We present a framework to obtain valid inequalities for a reverse convex set: the set of points in a polyhedron that lie outside a given open convex set. Reverse convex sets arise in many models, including bilevel optimization and polynomial optimization. An intersection cut is a well-known valid inequality for a reverse convex set that is generated from a basic solution that lies within the convex set. We introduce a framework for deriving valid inequalities for the reverse convex set from basic solutions that lie outside the convex set. We first propose an extension to intersection cuts that defines a two-term disjunction for a reverse convex set, which we refer to as an intersection disjunction. Next, we generalize this analysis to a multiterm disjunction by considering the convex set’s recession directions. These disjunctions can be used in a cut-generating linear program to obtain valid inequalities for the reverse convex set." @default.
• W3204036718 created "2021-10-11" @default.
• W3204036718 creator A5002897350 @default.
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• W3204036718 date "2022-02-01" @default.
• W3204036718 modified "2023-10-18" @default.
• W3204036718 title "Intersection Disjunctions for Reverse Convex Sets" @default.
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• W3204036718 doi "https://doi.org/10.1287/moor.2021.1132" @default.
• W3204036718 hasPublicationYear "2022" @default.
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