Abstract
Interval-gradient cuts are (nonlinear) valid inequalities derived from continuously differentiable nonconvex constraints. In this paper we define interval-subgradient cuts, a generalization to nondifferentiable constraints, and show that no-good cuts with 1-norm are a special case of interval-subgradient cuts. We then briefly discuss what happens if other norms are used.
| Original language | English |
|---|---|
| Pages (from-to) | 341-345 |
| Number of pages | 5 |
| Journal | Operations Research Letters |
| Volume | 38 |
| Issue number | 5 |
| DOIs | |
| Publication status | Published - 1 Jan 2010 |
Keywords
- Interval-gradient/subgradient cuts
- No-good cuts
- Nondifferentiable functions