English

A combinatorial approach for small and strong formulations of disjunctive constraints

Optimization and Control 2018-05-25 v4

Abstract

We present a framework for constructing strong mixed-integer programming formulations for logical disjunctive constraints. Our approach is a generalization of the logarithmically-sized formulations of Vielma and Nemhauser for SOS2 constraints, and we offer a complete characterization of its expressive power. We apply the framework to a variety of disjunctive constraints, producing novel small and strong formulations for outer approximations of multilinear terms, generalizations of special ordered sets, piecewise linear functions over a variety of domains, and obstacle avoidance constraints.

Keywords

Cite

@article{arxiv.1607.04803,
  title  = {A combinatorial approach for small and strong formulations of disjunctive constraints},
  author = {Joey Huchette and Juan Pablo Vielma},
  journal= {arXiv preprint arXiv:1607.04803},
  year   = {2018}
}