A very simple analysis of higher order liftings for binary problems

Based on the observation that the max-cut-polytope is the projection of a higher-dimensional regular simplex, and the fact that this simplex coincides with the $n$-th semidefinite lifting, a simple proof is given that the $n$-th lifting for the max-cut polytope is exact. Two approaches to reduce the dimension of higher order liftings conclude this short … Read more

Robust Binary Optimization using a Safe Tractable Approximation

We present a robust optimization approach to 0-1 linear programming with uncertain objective coefficients based on a safe tractable approximation of chance constraints, when only the first two moments and the support of the random parameters is known. We obtain nonlinear problems with only one additional (continuous) variable, for which we discuss solution techniques. The … Read more