This paper provides the convex hull description for the following basic operating constraints of a single power generation unit in Unit Commitment (UC) problems: 1) generation limits, 2) startup and shutdown capabilities, and 3) minimum up and down times. Although the model does not consider some crucial constraints, such as ramping, the proposed constraints can … Read more
A recent series of papers has examined the extension of disjunctive-programming techniques to mixed-integer second-order-cone programming. For example, it has been shown—by several authors using different techniques—that the convex hull of the intersection of an ellipsoid, $\E$, and a split disjunction, $(l – x_j)(x_j – u) \le 0$ with $l < u$, equals the intersection ... Read more
We consider bounded integer knapsacks where the weights and variable upper bounds together form a superincreasing sequence. The elements of this superincreasing knapsack are exactly those vectors that are lexicographically smaller than the greedy solution to optimizing over this knapsack. We describe the convex hull of this n-dimensional set with O(n) facets. We also establish … Read more
The paper describes a new primal relaxation (PR) for computing bounds on nonlinear integer programming (NLIP) problems. It is a natural extension to NLIP problems of the geometric interpretation of Lagrangean relaxation presented by Geoffrion (1974) for linear problems, and it is based on the same assumption that some constraints are complicating and are treated … Read more
The convex hull relaxation (CHR) method (Albornoz 1998, Ahlatçıoğlu 2007, Ahlatçıoğlu and Guignard 2010) provides lower bounds and feasible solutions (thus upper bounds) on convex 0-1 nonlinear programming problems with linear constraints. In the quadratic case, these bounds may often be improved by a preprocessing step that adds to the quadratic objective function terms which … Read more
Following [13] we provide new formulas for the Fenchel subdifferential of the conjugate of functions defined on locally convex spaces. In particular, this allows deriving expressions for the minimizers set of the lower semicontinuous convex hull of such functions. These formulas are written by means of primal objects related to the subdifferential of the initial … Read more
Let P be a pointed, polyhedral cone in R_n. In this paper, we study the cone C = cone{xx^T: x \in P} of quadratic forms. Understanding the structure of C is important for globally solving NP-hard quadratic programs over P. We establish key characteristics of C and construct a separation algorithm for C provided one … Read more
In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed-integer linear programs (MILP) with bounded integer variables. We propose a finitely convergent convex hull tree algorithm which constructs a linear program that has the same optimal solution as the associated MILP. In addition, we combine the standard … Read more
The article proves sufficient conditions and necessary conditions for SDP representability of convex sets and convex hulls by proposing a new approach to construct SDP representations. The contributions of this paper are: (i) For bounded SDP representable sets $W_1,\cdots,W_m$, we give an explicit construction of an SDP representation for $conv(\cup_{k=1}^mW_k)$. This provides a technique for … Read more