A Polyhedral Study of Binary Polynomial Programs
Alberto Del Pia () and
Aida Khajavirad ()
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Alberto Del Pia: Department of Industrial and Systems Engineering and Wisconsin Institute for Discovery, University of Wisconsin–Madison, Madison, Wisconsin 53706
Aida Khajavirad: Department of Chemical Engineering, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213
Mathematics of Operations Research, 2017, vol. 42, issue 2, 389-410
Abstract:
We study the polyhedral convex hull of a mixed-integer set 𝒮 defined by a collection of multilinear equations over the unit hypercube. Such sets appear frequently in the factorable reformulation of mixed-integer nonlinear optimization problems. In particular, the set 𝒮 represents the feasible region of a linearized unconstrained binary polynomial optimization problem. We define an equivalent hypergraph representation of the mixed-integer set 𝒮 , which enables us to derive several families of facet-defining inequalities, structural properties, and lifting operations for its convex hull in the space of the original variables. Our theoretical developments extend several well-known results from the Boolean quadric polytope and the cut polytope literature, paving a way for devising novel optimization algorithms for nonconvex problems containing multilinear sub-expressions.
Keywords: binary polynomial optimization; polyhedral relaxations; multilinear functions; cutting planes; lifting (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)
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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormoor:v:42:y:2017:i:2:p:389-410
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