Relaxations and Cutting Planes for Linear Programs with Complementarity Constraints

We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based on identifying vertex covers of the conflict graph of the instance and generalizes the extended reformulation-linearization technique of Nguyen, Richard, and Tawarmalani to instances with general complementarity conditions between variables. We demonstrate … Read more

The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints

We consider the bipartite boolean quadric polytope (BQP) with multiple-choice constraints and analyse its combinatorial properties. The well-studied BQP is defined as the convex hull of all quadric incidence vectors over a bipartite graph. In this work, we study the case where there is a partition on one of the two bipartite node sets such … Read more

Mining for diamonds – matrix generation algorithms for binary quadratically constrained quadratic problems

In this paper, we consider binary quadratically constrained quadratic problems and propose a new approach to generate stronger bounds than the ones obtained using the Semidefinite Programming relaxation. The new relaxation is based on the Boolean Quadric Polytope and is solved via a Dantzig-Wolfe Reformulation in matrix space. For block-decomposable problems, we extend the relaxation … Read more

Extended formulations for convex hulls of some bilinear functions

We consider the problem of characterizing the convex hull of the graph of a bilinear function $f$ on the $n$-dimensional unit cube $[0,1]^n$. Extended formulations for this convex hull are obtained by taking subsets of the facets of the Boolean Quadric Polytope (BQP). Extending existing results, we propose the systematic study of properties of $f$ … Read more

Maximum-Entropy Sampling and the Boolean Quadric Polytope

We consider a bound for the maximum-entropy sampling problem (MESP) that is based on solving a max-det problem over a relaxation of the Boolean Quadric Polytope (BQP). This approach to MESP was first suggested by Christoph Helmberg over 15 years ago, but has apparently never been further elaborated or computationally investigated. We find that the … Read more

Packing circles in a square: a theoretical comparison of various convexification techniques

We consider the problem of packing congruent circles with the maximum radius in a unit square. As a mathematical program, this problem is a notoriously difficult nonconvex quadratically constrained optimization problem which possesses a large number of local optima. We study several convexification techniques for the circle packing problem, including polyhedral and semi-definite relaxations and … Read more

Tight cycle relaxations for the cut polytope

We study the problem of optimizing an arbitrary weight function w’z over the metric polytope of a graph G=(V,E), a well-known relaxation of the cut polytope. We define the signed graph (G, E^-), where E^- consists of the edges of G having negative weight. We characterize the sign patterns of the weight vector w such … Read more

A new family of facet defining inequalities for the maximum edge-weighted clique problem

This paper considers a family of cutting planes, recently developed for mixed 0-1 polynomial programs and shows that they define facets for the maximum edge-weighted clique problem. There exists a polynomial time exact separation algorithm for these in- equalities. The result of this paper may contribute to the development of more efficient algorithms for the … Read more