Cutting plane-based GDP reformulation.
Implements a general cutting plane-based reformulation for linear and convex GDPs.
Classes
CuttingPlane_Transformation()
CuttingPlane_Transformation
Relax convex disjunctive model by forming the bigm relaxation and then iteratively adding cuts from the hull relaxation (or the hull relaxation after some basic steps) in order to strengthen the formulation.
Functions
back_off_constraint_by_fixed_tolerance(cut, ...)
back_off_constraint_by_fixed_tolerance
Makes cut more conservative by absolute tolerance TOL
back_off_constraint_with_calculated_cut_violation(...)
back_off_constraint_with_calculated_cut_violation
Calculates the maximum violation of cut subject to the relaxed hull constraints.
create_cuts_fme(transBlock_rHull, var_info, ...)
create_cuts_fme
Returns a cut which removes x* from the relaxed bigm feasible region.
create_cuts_normal_vector(transBlock_rHull, ...)
create_cuts_normal_vector
do_not_tighten(m)
do_not_tighten