相关论文: Polyhedral results for two classes of submodular s…
We study the polyhedral convex hull structure of a mixed-integer set which arises in a class of cardinality-constrained concave submodular minimization problems. This class of problems has an objective function in the form of $f(a^\top x)$,…
A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack…
The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first main result shows that, for sets described by one bipartite…
We derive a closed form description of the convex hull of mixed-integer bilinear covering set with bounds on the integer variables. This convex hull description is determined by considering some orthogonal disjunctive sets defined in a…
We study the polyhedral structure of the static probabilistic lot-sizing problem and propose valid inequalities that integrate information from the chance constraint and the binary setup variables. We prove that the proposed inequalities…
In this paper, we study the polyhedral structure of an integrated minimum-up/-down time and ramping polytope, which has broad applications in variant industries. The polytope we studied includes minimum-up/-down time, generation…
We describe strong convex valid inequalities for conic quadratic mixed 0-1 optimization. These inequalities can be utilized for solving numerous practical nonlinear discrete optimization problems from value-at-risk minimization to queueing…
In this paper, we consider the polyhedral structure of the unit commitment polytope. In particular, we provide the convex hull results for the problem under the following different settings: 1) the convex hulls for the integrated…
We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Although supermodular minimization is, in general, difficult,…
We consider minimization problems with bisubmodular objective functions. We propose valid inequalities, namely the poly-bimatroid inequalities, and provide a complete linear description of the convex hull of the epigraph of a bisubmodular…
We propose a method to generate cutting-planes from multiple covers of knapsack constraints. The covers may come from different knapsack inequalities if the weights in the inequalities form a totally-ordered set. Thus, we introduce and…
It is important to design separation algorithms of low computational complexity in mixed integer programming. We study the separation problems of the two continuous knapsack polyhedra with divisible capacities. The two polyhedra are the…
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…
Recently, we proposed a class of inequalities called lifted bilinear cover inequalities, which are second-order cone representable convex inequalities, and are valid for a set described by a separable bilinear constraint together with…
We consider a general conic mixed-binary set where each homogeneous conic constraint $j$ involves an affine function of independent continuous variables and an epigraph variable associated with a nonnegative function, $f_j$, of common…
DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints…
In this paper, we investigate the mixed-integer nonlinear set with box constraints $X = \{(w,x)\in R\times Z^n:w\leq f(a^Tx),0\leq x\leq \mu\}$, where $f$ is a univariate concave function, $a\in R^n$, and $\mu\in Z^n_{++}$. This set arises…
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…
Binary polynomial optimization is equivalent to the problem of minimizing a linear function over the intersection of the multilinear set with a polyhedron. Many families of valid inequalities for the multilinear set are available in the…
A set-system $S\subseteq \{0,1\}^n$ is cube-ideal if its convex hull can be described by capacity and generalized set covering inequalities. In this paper, we use combinatorics, convex geometry, and polyhedral theory to give exponential…