English

Submodular maximization and its generalization through an intersection cut lens

Optimization and Control 2023-02-28 v1

Abstract

We study a mixed-integer set S:={(x,t){0,1}n×R:f(x)t}S:=\{(x,t) \in \{0,1\}^n \times \mathbb{R}: f(x) \ge t\} arising in the submodular maximization problem, where ff is a submodular function defined over {0,1}n\{0,1\}^n. We use intersection cuts to tighten a polyhedral outer approximation of SS. We construct a continuous extension FF of ff, which is convex and defined over the entire space Rn\mathbb{R}^n. We show that the epigraph of FF is an SS-free set, and characterize maximal SS-free sets including the epigraph. We propose a hybrid discrete Newton algorithm to compute an intersection cut efficiently and exactly. Our results are generalized to the hypograph or the superlevel set of a submodular-supermodular function, which is a model for discrete nonconvexity. A consequence of these results is intersection cuts for Boolean multilinear constraints. We evaluate our techniques on max cut, pseudo Boolean maximization, and Bayesian D-optimal design problems within a MIP solver.

Keywords

Cite

@article{arxiv.2302.14020,
  title  = {Submodular maximization and its generalization through an intersection cut lens},
  author = {Liding Xu and Leo Liberti},
  journal= {arXiv preprint arXiv:2302.14020},
  year   = {2023}
}
R2 v1 2026-06-28T08:50:55.259Z