609 research outputs found
An extension of disjunctive programming and its impact for compact tree formulations
In the 1970's, Balas introduced the concept of disjunctive programming, which
is optimization over unions of polyhedra. One main result of his theory is
that, given linear descriptions for each of the polyhedra to be taken in the
union, one can easily derive an extended formulation of the convex hull of the
union of these polyhedra. In this paper, we give a generalization of this
result by extending the polyhedral structure of the variables coupling the
polyhedra taken in the union. Using this generalized concept, we derive
polynomial size linear programming formulations (compact formulations) for a
well-known spanning tree approximation of Steiner trees, for Gomory-Hu trees,
and, as a consequence, of the minimum -cut problem (but not for the
associated -cut polyhedron). Recently, Kaibel and Loos (2010) introduced a
more involved framework called {\em polyhedral branching systems} to derive
extended formulations. The most parts of our model can be expressed in terms of
their framework. The value of our model can be seen in the fact that it
completes their framework by an interesting algorithmic aspect.Comment: 17 page
Branching via Cutting Plane Selection: Improving Hybrid Branching
Cutting planes and branching are two of the most important algorithms for
solving mixed-integer linear programs. For both algorithms, disjunctions play
an important role, being used both as branching candidates and as the
foundation for some cutting planes. We relate branching decisions and cutting
planes to each other through the underlying disjunctions that they are based
on, with a focus on Gomory mixed-integer cuts and their corresponding split
disjunctions. We show that selecting branching decisions based on quality
measures of Gomory mixed-integer cuts leads to relatively small
branch-and-bound trees, and that the result improves when using cuts that more
accurately represent the branching decisions. Finally, we show how the history
of previously computed Gomory mixed-integer cuts can be used to improve the
performance of the state-of-the-art hybrid branching rule of SCIP. Our results
show a 4\% decrease in solve time, and an 8\% decrease in number of nodes over
affected instances of MIPLIB 2017
Constraint qualification failure in action
This note presents a theoretical analysis of disjunctive constraints featuring unbounded variables. In this framework, classical modeling techniques, including big-M approaches, are not applicable. We introduce a lifted second-order cone formulation of such on/off constraints and discuss related constraint qualification issues. A solution is proposed to avoid solvers' failure.Financial support by grants: Digiteo Emergence ‘‘PASO’’, Digiteo
Chair 2009-14D ‘‘RMNCCO’’, Digiteo Emergence 2009-55D ‘‘ARM’’
is gratefully acknowledged
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