Monoidal Strengthening of Simple V-Polyhedral Disjunctive Cuts

Disjunctive cutting planes can tighten a relaxation of a mixed-integer linear program. Traditionally, such cuts are obtained by solving a higher-dimensional linear program, whose additional variables cause the procedure to be computationally prohibitive. Adopting a V-polyhedral perspective is a practical alternative that enables the separation of disjunctive cuts via a linear program with only as … Read more

Integer Programming Models for Round Robin Tournaments

Round robin tournaments are omnipresent in sport competitions and beyond. We propose two new integer programming formulations for scheduling a round robin tournament, one of which we call the matching formulation. We analytically compare their linear relaxations with the linear relaxation of a well-known traditional formulation. We find that the matching formulation is stronger than … Read more

On the strength of recursive McCormick relaxations for binary polynomial optimization

Recursive McCormick relaxations have been among the most popular convexification techniques for binary polynomial optimization problems. It is well-understood that both the quality and the size of these relaxations depend on the recursive sequence and finding an optimal recursive sequence amounts to solving a difficult combinatorial optimization problem. In this paper, we prove that any … Read more

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

V-polyhedral disjunctive cuts

We introduce V-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts are applied recursively, causing numerical instability and “tailing off” of cut strength after several rounds. To mitigate these difficulties, the VPC framework offers … Read more

Learning to Use Local Cuts

An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when integrating cutting plane methods into a branch-and-bound (B&B) solver as there is always the trade-off between the efficiency of the cuts and their costs, … Read more

Partitioning through projections: strong SDP bounds for large graph partition problems

The graph partition problem (GPP) aims at clustering the vertex set of a graph into a fixed number of disjoint subsets of given sizes such that the sum of weights of edges joining different sets is minimized. This paper investigates the quality of doubly nonnegative (DNN) relaxations, i.e., relaxations having matrix variables that are both … Read more

A Finitely Convergent Cutting Plane, and a Bender’s Decomposition Algorithm for Mixed-Integer Convex and Two-Stage Convex Programs using Cutting Planes

We consider a general mixed-integer convex program. We first develop an algorithm for solving this problem, and show its nite convergence. We then develop a finitely convergent decomposition algorithm that separates binary variables from integer and continuous variables. The integer and continuous variables are treated as second stage variables. An oracle for generating a parametric … Read more

Simple odd beta-cycle inequalities for binary polynomial optimization

We consider the multilinear polytope which arises naturally in binary polynomial optimization. Del Pia and Di Gregorio introduced the class of odd beta-cycle inequalities valid for this polytope, showed that these generally have Chvátal rank 2 with respect to the standard relaxation and that, together with flower inequalities, they yield a perfect formulation for cycle … Read more

On Polytopes with Linear Rank with respect to Generalizations of the Split Closure

In this paper we study the rank of polytopes contained in the 0-1 cube with respect to $t$-branch split cuts and $t$-dimensional lattice cuts for a fixed positive integer $t$. These inequalities are the same as split cuts when $t=1$ and generalize split cuts when $t > 1$. For polytopes contained in the $n$-dimensional 0-1 … Read more