English

Binary extended formulations and sequential convexification

Optimization and Control 2021-06-02 v1 Discrete Mathematics

Abstract

A binarization of a bounded variable xx is a linear formulation with variables xx and additional binary variables y1,,yky_1,\dots, y_k, so that integrality of xx is implied by the integrality of y1,,yky_1,\dots, y_k. A binary extended formulation of a polyhedron PP is obtained by adding to the original description of PP binarizations of some of its variables. In the context of mixed-integer programming, imposing integrality on 0/1 variables rather than on general integer variables has interesting convergence properties and has been studied both from the theoretical and from the practical point of view. We propose a notion of \emph{natural} binarizations and binary extended formulations, encompassing all the ones studied in the literature. We give a simple characterization of the vertices of such formulations, which allows us to study their behavior with respect to sequential convexification. %0/1 disjunctions. In particular, given a binary extended formulation and % a binarization BB of one of its variables xx, we study a parameter that measures the progress made towards ensuring the integrality of xx via application of sequential convexification. We formulate this parameter, which we call rank, as the solution of a set covering problem and express it exactly for the classical binarizations from the literature.

Keywords

Cite

@article{arxiv.2106.00354,
  title  = {Binary extended formulations and sequential convexification},
  author = {Manuel Aprile and Michele Conforti and Marco Di Summa},
  journal= {arXiv preprint arXiv:2106.00354},
  year   = {2021}
}