The polytope of binary sequences with bounded variation

We investigate the problem of optimizing a linear objective function over the set of all binary vectors of length n with bounded variation, where the latter is defined as the number of pairs of consecutive entries with different value. This problem arises naturally in many applications, e.g., in unit commitment problems or when discretizing binary optimal control problems subject to a bounded total variation. We study two variants of the problem. In the first one, the variation of the binary vector is penalized in the objective function, while in the second one, it is bounded by a hard constraint. We show that the first variant is easy to deal with while the second variant turns out to be more complex, but still tractable. For the latter case, we present a complete polyhedral description of the convex hull of feasible solutions by facet-inducing inequalities and devise an exact linear-time separation algorithm. The proof of completeness also yields a new exact primal algorithm, which is significantly faster than the straightforward dynamic programming approach. Finally, we devise a compact extended formulation.

A preliminary version of this article has been published in the Proceedings of the 7th International Symposium on Combinatorial Optimization (ISCO 2022).


To appear in Discrete Optimization