Extended Formulations in Mixed-integer Convex Programming

We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer approximation algorithms and generally faster solution times. First, we observe that all MICP instances from the MINLPLIB2 benchmark library are conic representable with standard symmetric and nonsymmetric cones. Conic reformulations are shown to be effective extended formulations themselves because they encode separability structure. For mixed-integer conic-representable problems, we provide the first outer approximation algorithm with finite-time convergence guarantees, opening a path for the use of conic solvers for continuous relaxations. We then connect the popular modeling framework of disciplined convex programming (DCP) to the existence of extended formulations independent of conic representability. We present evidence that our approach can yield significant gains in practice, with the solution of a number of open instances from the MINLPLIB2 benchmark library.Comment: To be presented at IPCO 201

A new exact closest lattice point search algorithm using linear constraints

The problem of finding the closest lattice point arises in several communications scenarios and is known to be NP-hard. We propose a new closest lattice point search algorithm which utilizes a set of new linear inequality constraints to reduce the search of the closest lattice point to the intersection of a polyhedron and a sphere. This set of linear constraints efficiently leverage the geometric structure of the lattice to reduce considerably the number of points that must be visited. Simulation results verify that this algorithm offers substantial computational savings over standard sphere decoding when the dimension of the problem is large

Polynomial tuning of multiparametric combinatorial samplers

Boltzmann samplers and the recursive method are prominent algorithmic frameworks for the approximate-size and exact-size random generation of large combinatorial structures, such as maps, tilings, RNA sequences or various tree-like structures. In their multiparametric variants, these samplers allow to control the profile of expected values corresponding to multiple combinatorial parameters. One can control, for instance, the number of leaves, profile of node degrees in trees or the number of certain subpatterns in strings. However, such a flexible control requires an additional non-trivial tuning procedure. In this paper, we propose an efficient polynomial-time, with respect to the number of tuned parameters, tuning algorithm based on convex optimisation techniques. Finally, we illustrate the efficiency of our approach using several applications of rational, algebraic and P\'olya structures including polyomino tilings with prescribed tile frequencies, planar trees with a given specific node degree distribution, and weighted partitions.Comment: Extended abstract, accepted to ANALCO2018. 20 pages, 6 figures, colours. Implementation and examples are available at [1] https://github.com/maciej-bendkowski/boltzmann-brain [2] https://github.com/maciej-bendkowski/multiparametric-combinatorial-sampler