Monoidal strengthening and unique lifting in MIQCPs

Abstract

Using the recently proposed maximal quadratic-free sets and the well-known monoidal strengthening procedure, we show how to improve intersection cuts for quadratically-constrained optimization problems by exploiting integrality requirements. We provide an explicit construction that allows an efficient implementation of the strengthened cuts along with computational results showing their improvements over the standard intersection cuts. We also show that, in our setting, there is unique lifting which implies that our strengthening procedure is generating the best possible cut coefficients for the integer variables.