Submodular maximization and its generalization through an intersection cut lens
Abstract
We study a mixed-integer set arising in the submodular maximization problem, where is a submodular function defined over . We use intersection cuts to tighten a polyhedral outer approximation of . We construct a continuous extension of , which is convex and defined over the entire space . We show that the epigraph of is an -free set, and characterize maximal -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.
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}
}