Epigraph

A tutorial on properties of the epigraph reformulation

  • Oliver Stein
    • Categories Nonlinear Optimization Tags , , , , , ,

    This paper systematically surveys useful properties of the epigraph reformulation for optimization problems, and complements them by some new results. We focus on the complete compatibility of the original formulation and the epigraph reformulation with respect to solvability and unsolvability, the compatibility with respect to some, but not all, basic constraint qualifications, the formulation of … Read more

    Sparse multi-term disjunctive cuts for the epigraph of a function of binary variables

  • Rui Chen
  • James R. Luedtke
    • Categories (Mixed) Integer Linear Programming, Cutting Plane Approaches Tags , , ,

    We propose a new method for separating valid inequalities for the epigraph of a function of binary variables. The proposed inequalities are disjunctive cuts defined by disjunctive terms obtained by enumerating a subset $I$ of the binary variables. We show that by restricting the support of the cut to the same set of variables $I$, … Read more