Lifting Linear Extension Complexity Bounds to the Mixed-Integer Setting
نویسندگان
چکیده
Mixed-integer mathematical programs are among the most commonly used models for a wide set of problems in Operations Research and related fields. However, there is still very little known about what can be expressed by small mixed-integer programs. In particular, prior to this work, it was open whether some classical problems, like the minimum odd-cut problem, can be expressed by a compact mixedinteger program with few (even constantly many) integer variables. This is in stark contrast to linear formulations, where recent breakthroughs in the field of extended formulations have shown that many polytopes associated to classical combinatorial optimization problems do not even admit approximate extended formulations of sub-exponential size. We provide a general framework for lifting inapproximability results of extended formulations to the setting of mixed-integer extended formulations, and obtain almost tight lower bounds on the number of integer variables needed to describe a variety of classical combinatorial optimization problems. Among the implications we obtain, we show that any mixed-integer extended formulation of sub-exponential size for the matching polytope, cut polytope, traveling salesman polytope or dominant of the odd-cut polytope, needs Ω(n/ logn)many integer variables, where n is the number of vertices of the underlying graph. Conversely, the above-mentioned polyhedra admit polynomial-size mixed-integer formulations with only O(n) or O(n logn) (for the traveling salesman polytope) many integer variables. Our results build upon a new decomposition technique that, for any convex set C, allows for approximating any mixed-integer description of C by the intersection of C with the union of a small number of affine subspaces.
منابع مشابه
A Non-radial Approach for Setting Integer-valued Targets in Data Envelopment Analysis
Data Envelopment Analysis (DEA) has been widely studied in the literature since its inception with Charnes, Cooper and Rhodes work in 1978. The methodology behind the classical DEA method is to determine how much improvements in the outputs (inputs) dimensions is necessary in order to render them efficient. One of the underlying assumptions of this methodology is that the units consume and prod...
متن کاملOptimal Setting Sor Under Frequency Load Shedding Relays Using Mixed Integer Linear Programming
After occurrence of some disturbances in power system that causes the sever imbalance between generation power and electrical load, the power system frequency begins to decrease. To prevent power system frequency instability and stop the frequency decay below the power system allowable frequency limitation, load shedding schemes should be utilized by applying under frequency load shedding relay...
متن کاملOn the facets of the mixed-integer knapsack polyhedron
We study the mixed–integer knapsack polyhedron, that is, the convex hull of the mixed–integer set defined by an arbitrary linear inequality and the bounds on the variables. We describe facet–defining inequalities of this polyhedron that can be obtained through sequential lifting of inequalities containing a single integer variable. These inequalities strengthen and/or generalize known inequalit...
متن کاملSequence Independent Lifting for Mixed-Integer Programming
Lifting is a procedure for deriving strong valid inequalities for a closed set from inequalities that are valid for its lower dimensional restrictions. It is arguably one of the most effective ways of strengthening linear programming relaxations of 0–1 programming problems. Wolsey (1977) and Gu et al. (2000) show that superadditive lifting functions lead to sequence independent lifting of valid...
متن کاملMingling: mixed-integer rounding with bounds
Mixed-integer rounding (MIR) is a simple, yet powerful procedure for generating valid inequalities for mixed-integer programs. When used as cutting planes, MIR inequalities are very effective for mixed-integer programming problems with unbounded integer variables. For problems with bounded integer variables, however, cutting planes based on lifting techniques appear to be more effective. This i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2018