A simple Introduction to higher order liftings for binary problems

\(\) A short, simple, and self-contained proof is presented showing that $n$-th lifting for the max-cut-polytope is exact. The proof re-derives the known observations that the max-cut-polytope is the projection of a higher-dimensional regular simplex and that this simplex coincides with the $n$-th semidefinite lifting. An extension to reduce the dimension of higher order liftings … 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