Intersection disjunctions for reverse convex sets

17 Mar 2020 Towle Eli Luedtke James

We present a framework to obtain valid inequalities for optimization problems constrained by a reverse convex set, which is defined as the set of points in a polyhedron that lie outside a given open convex set. We are particularly interested in cases where the closure of the convex set is either non-polyhedral, or is defined by too many inequalities to directly apply disjunctive programming... (read more)

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  • OPTIMIZATION AND CONTROL