Integrality of Linearizations of Polynomials over Binary Variables using Additional Monomials

Polynomial optimization problems over binary variables can be expressed as integer programs using a linearization with extra monomials in addition to those arising in the given polynomial. We characterize when such a linearization yields an integral relaxation polytope, generalizing work by Del Pia and Khajavirad (SIAM Journal on Optimization, 2018) and Buchheim, Crama and Rodr\'iguez-Heck (European Journal of Operations Research, 2019). We also present an algorithm that finds these extra monomials for a given polynomial to yield an integral relaxation polytope or determines that no such set of extra monomials exists. In the former case, our approach yields an algorithm to solve the given polynomial optimization problem as a compact LP, and we complement this with a purely combinatorial algorithm.Comment: 27 pages, 11 figure

Nonlinear Integer Programming

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject to integrality requirements for the variables. This chapter is dedicated to this topic. The primary goal is a study of a simple version of general nonlinear integer problems, where all constraints are still linear. Our focus is on the computational complexity of the problem, which varies significantly with the type of nonlinear objective function in combination with the underlying combinatorial structure. Numerous boundary cases of complexity emerge, which sometimes surprisingly lead even to polynomial time algorithms. We also cover recent successful approaches for more general classes of problems. Though no positive theoretical efficiency results are available, nor are they likely to ever be available, these seem to be the currently most successful and interesting approaches for solving practical problems. It is our belief that the study of algorithms motivated by theoretical considerations and those motivated by our desire to solve practical instances should and do inform one another. So it is with this viewpoint that we present the subject, and it is in this direction that we hope to spark further research.Comment: 57 pages. To appear in: M. J\"unger, T. Liebling, D. Naddef, G. Nemhauser, W. Pulleyblank, G. Reinelt, G. Rinaldi, and L. Wolsey (eds.), 50 Years of Integer Programming 1958--2008: The Early Years and State-of-the-Art Surveys, Springer-Verlag, 2009, ISBN 354068274

Proceedings of the XIII Global Optimization Workshop: GOW'16

[Excerpt] Preface: Past Global Optimization Workshop shave been held in Sopron (1985 and 1990), Szeged (WGO, 1995), Florence (GO’99, 1999), Hanmer Springs (Let’s GO, 2001), Santorini (Frontiers in GO, 2003), San José (Go’05, 2005), Mykonos (AGO’07, 2007), Skukuza (SAGO’08, 2008), Toulouse (TOGO’10, 2010), Natal (NAGO’12, 2012) and Málaga (MAGO’14, 2014) with the aim of stimulating discussion between senior and junior researchers on the topic of Global Optimization. In 2016, the XIII Global Optimization Workshop (GOW’16) takes place in Braga and is organized by three researchers from the University of Minho. Two of them belong to the Systems Engineering and Operational Research Group from the Algoritmi Research Centre and the other to the Statistics, Applied Probability and Operational Research Group from the Centre of Mathematics. The event received more than 50 submissions from 15 countries from Europe, South America and North America. We want to express our gratitude to the invited speaker Panos Pardalos for accepting the invitation and sharing his expertise, helping us to meet the workshop objectives. GOW’16 would not have been possible without the valuable contribution from the authors and the International Scientific Committee members. We thank you all. This proceedings book intends to present an overview of the topics that will be addressed in the workshop with the goal of contributing to interesting and fruitful discussions between the authors and participants. After the event, high quality papers can be submitted to a special issue of the Journal of Global Optimization dedicated to the workshop. [...

A polynomial-size extended formulation for the multilinear polytope of beta-acyclic hypergraphs

We consider the multilinear polytope defined as the convex hull of the set of binary points satisfying a collection of multilinear equations. The complexity of the facial structure of the multilinear polytope is closely related to the acyclicity degree of the underlying hypergraph. We obtain a polynomial-size extended formulation for the multilinear polytope of beta-acyclic hypergraphs, hence characterizing the acyclic hypergraphs for which such a formulation can be constructed

Representations of Partition Problems and the Method of Moments

The thesis follows two main goals. The first is to formulate, explain and link representations of partitions that can be used to model partition problems. The second is to use the method of moments, an approach from polynomial optimization, to bound the global optima of the corresponding partition problems by constructing convex relaxations of these representations. For problems like Euclidean k-clustering, this is a stark contrast to their usual treatment, which mostly involves heuristics that are content with local optima. Since the method of moments results in a convex approach, the focus lies on finding and exploiting representations that lack a non-trivial symmetry-invariant solution space in order to be able to round the relaxations to feasible solutions. The representations considered in the thesis are assignment matrices, partition matrices, projection matrices and simplicial covers for a generalized version of Euclidean k-clustering. Connections and transformations between the matrix classes are established and compared to the literature, and it is explicitly shown how partition matrices arise naturally from assignment matrices through the method of moments. Using projection matrices, we are able to give a new formulation of the colouring number, and the resulting relaxations from the method of moments are compared to the Lovász theta number. We characterize under which circumstances the relaxations agree and explain when they do not, indicating our first main result that in this case, relaxing binary matrix entries yields better results than relaxing binary eigenvalues. The final part of the thesis is devoted to what we call the affine Euclidean k-clustering problem, which is a more general version of the Euclidean k-clustering problem. As our second main result of the thesis, we introduce a new method for this challenging problem, utilizing simplicial covers of the feasible region to formulate unique representations of the optimal solutions of the underlying problem. In contrast to applying the method of moments directly, applying it to our formulation yields a slower growth in size, better parallelizability and enables us to recover information that can be used for rounding, which is not possible for the standard formulation due to symmetry

The many faces of positivity to approximate structured optimization problems

The PhD dissertation proposes tractable linear and semidefinite relaxations for optimization problems that are hard to solve and approximate, such as polynomial or copositive problems. To do this, we exploit the structure and inherent symmetry of these problems. The thesis consists of five essays devoted to distinct problems. First, we consider the kissing number problem. The kissing number is the maximum number of non-overlapping unit spheres that can simultaneously touch another unit sphere, in n-dimensional space. In chapter two we construct a new hierarchy of upper bounds on the kissing number. To implement the hierarchy, in chapter three we propose two generalizations of Schoenberg's theorem on positive definite kernels. In the fourth chapter, we derive new certificates of non-negativity of polynomials on generic sets defined by polynomial equalities and inequalities. These certificates are based on copositive polynomials and allow obtaining new upper and lower bounds for polynomial optimization problems. In chapter five, for any given graph we look for the largest k-colorable subgraph; that is, the induced subgraph that can be colored in k colors such that no two adjacent vertices have the same color. We obtain several new semidefinite programming relaxations to this problem. In the final sixth chapter, we consider the problem of allocating tasks to unrelated parallel selfish machines to minimize the time to complete all the tasks. For this problem, we suggest new upper and lower bounds on the best approximation ratio of a class of truthful task allocation algorithms