Submodular maximization and its generalization through an intersection cut lens

\(\) We study a mixed-integer set \(\mathcal{S}:=\{(x,t) \in \{0,1\}^n \times \mathbb{R}: f(x) \ge t\}\) arising in the submodular maximization problem, where \(f\) is a submodular function defined over \(\{0,1\}^n\). We use intersection cuts to tighten a polyhedral outer approximation of \(\mathcal{S}\). We construct a continuous extension \(\mathsf{F}\) of \(f\), which is convex and defined over the entire space \(\mathbb{R}^n\). We show that the epigraph of \(\mathsf{F}\) is an \(\mathcal{S}\)-free set, and characterize maximal \(\mathcal{S}\)-free sets including the epigraph. We propose a hybrid discrete Newton algorithm to compute an intersection cut efficiently and exactly. Our results are generalized to the hypograph or the superlevel set of a submodular-supermodular function, which is a model for discrete nonconvexity. A consequence of these results is intersection cuts for Boolean multilinear constraints. We evaluate our techniques on max cut, pseudo Boolean maximization, and Bayesian D-optimal design problems within a MIP solver.

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