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Reformulations of mathematical programming problems as linear complementarity problems
A family of complementarity problems are defined as extensions of the well known Linear Complementarity Problem (LCP). These are
(i.) Second Linear Complementarity Problem (SLCP) which is an LCP extended by introducing further equality restrictions and unrestricted variables,
(ii.) Minimum Linear Complementarity Problem (MLCP) which is an
LCP with additional variables not required to be complementary and with a linear objective function which is to be minimized,
(iii.) Second Minimum Linear Complementarity Problem (SMLCP) which is an MLCP but the nonnegative restriction on one of each pair of complementary variables is relaxed so that it is allowed to be unrestricted in value.
A number of well known mathematical programming problems, namely quadratic programming (convex, nonconvex, pseudoconvex nonconvex), bilinear programming, game theory, zero-one integer programming, the fixed charge problem, absolute value programming, variable separable programming are reformulated as members of this family of four complementarity problems
Intermediate integer programming representations using value disjunctions
We introduce a general technique to create an extended formulation of a
mixed-integer program. We classify the integer variables into blocks, each of
which generates a finite set of vector values. The extended formulation is
constructed by creating a new binary variable for each generated value. Initial
experiments show that the extended formulation can have a more compact complete
description than the original formulation.
We prove that, using this reformulation technique, the facet description
decomposes into one ``linking polyhedron'' per block and the ``aggregated
polyhedron''. Each of these polyhedra can be analyzed separately. For the case
of identical coefficients in a block, we provide a complete description of the
linking polyhedron and a polynomial-time separation algorithm. Applied to the
knapsack with a fixed number of distinct coefficients, this theorem provides a
complete description in an extended space with a polynomial number of
variables.Comment: 26 pages, 5 figure
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
Computation with Polynomial Equations and Inequalities arising in Combinatorial Optimization
The purpose of this note is to survey a methodology to solve systems of
polynomial equations and inequalities. The techniques we discuss use the
algebra of multivariate polynomials with coefficients over a field to create
large-scale linear algebra or semidefinite programming relaxations of many
kinds of feasibility or optimization questions. We are particularly interested
in problems arising in combinatorial optimization.Comment: 28 pages, survey pape
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