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We develop a class of mixed-integer formulations for disjunctive constraints intermediate to the big-M and convex hull formulations in terms of relaxation strength. The main idea is to capture the best of both the big-M and convex hull…

Optimization and Control · Mathematics 2025-05-20 Jan Kronqvist , Ruth Misener , Calvin Tsay

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…

Optimization and Control · Mathematics 2018-03-09 James Luedtke , Claudia D'Ambrosio , Jeff Linderoth , Jonas Schweiger

In this paper, we develop new discrete relaxations for nonlinear expressions in factorable programming. We utilize specialized convexification results as well as composite relaxations to develop mixed-integer programming (MIP) relaxations.…

Optimization and Control · Mathematics 2024-06-18 Taotao He , Mohit Tawarmalani

In this paper, we cope with the following problem: compute the size of the convex hull of a configuration C, where the given data is the number of separating lines between any two points of the configuration (where the lines are generated…

Combinatorics · Mathematics 2007-09-18 Elie Feder , David Garber

We study mixed-integer programming formulations for the piecewise linear lower and upper bounds (in other words, piecewise linear relaxations) of nonlinear functions that can be modeled by a new class of combinatorial disjunctive…

Optimization and Control · Mathematics 2023-05-01 Bochuan Lyu , Illya V. Hicks , Joey Huchette

Although many convex relaxations of clustering have been proposed in the past decade, current formulations remain restricted to spherical Gaussian or discriminative models and are susceptible to imbalanced clusters. To address these…

Machine Learning · Computer Science 2013-09-27 Hao Cheng , Xinhua Zhang , Dale Schuurmans

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

Optimization and Control · Mathematics 2022-09-07 Andres Gomez , Weijun Xie

An elementary, but fundamental, operation in disjunctive programming is a basic step, which is the intersection of two disjunctions to form a new disjunction. Basic steps bring a disjunctive set in regular form closer to its disjunctive…

Optimization and Control · Mathematics 2025-01-28 Dimitri J. Papageorgiou , Francisco Trespalacios

In modern data analysis, one is frequently faced with statistical inference problems involving massive datasets. Processing such large datasets is usually viewed as a substantial computational challenge. However, if data are a…

Statistics Theory · Mathematics 2015-06-12 Venkat Chandrasekaran , Michael I. Jordan

The p-center problem consists in selecting p centers among M to cover N clients, such that the maximal distance between a client and its closest selected center is minimized. For this problem we propose two new and compact integer…

Optimization and Control · Mathematics 2023-02-10 Zacharie Ales , Sourour Elloumi

In this paper, we study the strength of convex relaxations obtained by convexification of aggregation of constraints for a set $S$ described by two bilinear bipartite equalities. Aggregation is the process of rescaling the original…

Optimization and Control · Mathematics 2024-10-21 Santanu S Dey , Dahye Han , Yang Wang

A new relaxation approach is proposed which allows for the description of stress- and strain-softening at finite strains. The model is based on the construction of a convex hull replacing the originally non-convex incremental stress…

Computational Engineering, Finance, and Science · Computer Science 2023-02-08 Maximilian Köhler , Daniel Balzani

We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…

Optimization and Control · Mathematics 2022-11-29 Linchuan Wei , Alper Atamtürk , Andrés Gómez , Simge Küçükyavuz

We introduce the ratio-cut polytope defined as the convex hull of ratio-cut vectors corresponding to all partitions of $n$ points in $\mathbb R^m$ into at most $K$ clusters. This polytope is closely related to the convex hull of the…

Optimization and Control · Mathematics 2024-02-05 Antonio De Rosa , Aida Khajavirad

One of the most fundamental ingredients in mixed-integer nonlinear programming solvers is the well-known McCormick relaxation for a product of two variables x and y over a box-constrained domain. The starting point of this paper is the fact…

Optimization and Control · Mathematics 2020-01-13 Benjamin Müller , Felipe Serrano , Ambros Gleixner

We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…

Optimization and Control · Mathematics 2023-09-19 Shaoning Han , Andrés Gómez

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study…

Optimization and Control · Mathematics 2019-02-20 Harsha Nagarajan , Kaarthik Sundar , Hassan Hijazi , Russell Bent

In this paper, we propose some new semidefinite relaxations for a class of nonconvex complex quadratic programming problems, which widely appear in the areas of signal processing and power system. By deriving new valid constraints to the…

Optimization and Control · Mathematics 2023-05-18 Yingzhe Xu , Cheng Lu , Zhibin Deng , Ya-Feng Liu

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…

Computational Engineering, Finance, and Science · Computer Science 2017-09-20 David Rey , Hassan Hijazi

This paper develops a correspondence relating convex hulls of fractional functions with those of polynomial functions over the same domain. Using this result, we develop a number of new reformulations and relaxations for fractional…

Optimization and Control · Mathematics 2024-06-18 Taotao He , Siyue Liu , Mohit Tawarmalani
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