Binary extended formulations and sequential convexification
Abstract
A binarization of a bounded variable is a linear formulation with variables and additional binary variables , so that integrality of is implied by the integrality of . A binary extended formulation of a polyhedron is obtained by adding to the original description of 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 of one of its variables , we study a parameter that measures the progress made towards ensuring the integrality of 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}
}