Some lower bounds on sparse outer approximations of polytopes

Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid inequalities. As an extension to this work, we study the following less idealized questions in this paper: (1) Are there integer programs, such that sparse inequalities do not approximate the integer hull well even when added to a linear programming relaxation? (2) Are there polytopes, where the quality of approximation by sparse inequalities cannot be significantly improved by adding a budgeted number of arbitrary (possibly dense) valid inequalities? (3) Are there polytopes that are difficult to approximate under every rotation? (4) Are there polytopes that are difficult to approximate in all directions using sparse inequalities? We answer each of the above questions in the positive

Efficient Semidefinite Branch-and-Cut for MAP-MRF Inference

We propose a Branch-and-Cut (B&C) method for solving general MAP-MRF inference problems. The core of our method is a very efficient bounding procedure, which combines scalable semidefinite programming (SDP) and a cutting-plane method for seeking violated constraints. In order to further speed up the computation, several strategies have been exploited, including model reduction, warm start and removal of inactive constraints. We analyze the performance of the proposed method under different settings, and demonstrate that our method either outperforms or performs on par with state-of-the-art approaches. Especially when the connectivities are dense or when the relative magnitudes of the unary costs are low, we achieve the best reported results. Experiments show that the proposed algorithm achieves better approximation than the state-of-the-art methods within a variety of time budgets on challenging non-submodular MAP-MRF inference problems.Comment: 21 page

Zero-one IP problems: Polyhedral descriptions & cutting plane procedures

A systematic way for tightening an IP formulation is by employing classes of linear inequalities that define facets of the convex hull of the feasible integer points of the respective problems. Describing as well as identifying these inequalities will help in the efficiency of the LP-based cutting plane methods. In this report, we review classes of inequalities that partially described zero-one poly topes such as the 0-1 knapsack polytope, the set packing polytope and the travelling salesman polytope. Facets or valid inequalities derived from the 0-1 knapsack and the set packing polytopes are algorithmically identifie

New Formulation and Strong MISOCP Relaxations for AC Optimal Transmission Switching Problem

As the modern transmission control and relay technologies evolve, transmission line switching has become an important option in power system operators' toolkits to reduce operational cost and improve system reliability. Most recent research has relied on the DC approximation of the power flow model in the optimal transmission switching problem. However, it is known that DC approximation may lead to inaccurate flow solutions and also overlook stability issues. In this paper, we focus on the optimal transmission switching problem with the full AC power flow model, abbreviated as AC OTS. We propose a new exact formulation for AC OTS and its mixed-integer second-order conic programming (MISOCP) relaxation. We improve this relaxation via several types of strong valid inequalities inspired by the recent development for the closely related AC Optimal Power Flow (AC OPF) problem. We also propose a practical algorithm to obtain high quality feasible solutions for the AC OTS problem. Extensive computational experiments show that the proposed formulation and algorithms efficiently solve IEEE standard and congested instances and lead to significant cost benefits with provably tight bounds