Convexifying Multilinear Sets with Cardinality Constraints: Structural Properties, Nested Case and Extensions

The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained version of it with upper and lower bounds on the number of nonzero variables. We call the set of … Read more

Strong Formulations for Distributionally Robust Chance-Constrained Programs with Left-Hand Side Uncertainty under Wasserstein Ambiguity

Distributionally robust chance-constrained programs (DR-CCP) over Wasserstein ambiguity sets exhibit attractive out-of-sample performance and admit big-$M$-based mixed-integer programming (MIP) reformulations with conic constraints. However, the resulting formulations often suffer from scalability issues as sample size increases. To address this shortcoming, we derive stronger formulations that scale well with respect to the sample size. Our focus … Read more

Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens

A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack constraint). In this paper, we first revisit basic mixing sets by establishing a strong and previously unrecognized connection to submodularity. In particular, we … Read more

Lifting Group Inequalities and an Application to Mixing Inequalities

Given a valid inequality for the mixed integer infinite group relaxation, a lifting based approach is presented that can be used to strengthen this inequality. Bounds on the solution of the corresponding lifting problem and some necessary conditions for the lifted inequality to be minimal for the mixed integer infinite group relaxation are presented. Finally, … Read more

A Note on Split Rank of Intersection Cuts

In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is constructed. We call this subset the restricted lattice-free set. It … Read more