Convex quadratic sets and the complexity of mixed integer convex quadratic programming

In pure integer linear programming it is often desirable to work with polyhedra that are full-dimensional, and it is well known that it is possible to reduce any polyhedron to a full-dimensional one in polynomial time. More precisely, using the Hermite normal form, it is possible to map a non full-dimensional polyhedron to a full-dimensional isomorphic one in a lower-dimensional space, while preserving integer vectors. In this paper, we extend the above result simultaneously in two directions. First, we consider mixed integer vectors instead of integer vectors, by leveraging on the concept of "integer reflexive generalized inverse." Second, we replace polyhedra with convex quadratic sets, which are sets obtained from polyhedra by enforcing one additional convex quadratic inequality. We study structural properties of convex quadratic sets, and utilize them to obtain polynomial time algorithms to recognize full-dimensional convex quadratic sets, and to find an affine function that maps a non full-dimensional convex quadratic set to a full-dimensional isomorphic one in a lower-dimensional space, while preserving mixed integer vectors. We showcase the applicability and the potential impact of these results by showing that they can be used to prove that mixed integer convex quadratic programming is fixed parameter tractable with parameter the number of integer variables. Our algorithm unifies and extends the known polynomial time solvability of pure integer convex quadratic programming in fixed dimension and of convex quadratic programming

Mixed-integer Quadratic Programming is in NP

Mixed-integer quadratic programming is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of mixed-integer quadratic programming is in NP, thereby showing that it is NP-complete. This is established by showing that if the decision version of mixed-integer quadratic programming is feasible, then there exists a solution of polynomial size. This result generalizes and unifies classical results that quadratic programming is in NP and integer linear programming is in NP

Minimizing Cubic and Homogeneous Polynomials over Integers in the Plane

We complete the complexity classification by degree of minimizing a polynomial over the integer points in a polyhedron in $\mathbb{R}^2$. Previous work shows that optimizing a quadratic polynomial over the integer points in a polyhedral region in $\mathbb{R}^2$ can be done in polynomial time, while optimizing a quartic polynomial in the same type of region is NP-hard. We close the gap by showing that this problem can be solved in polynomial time for cubic polynomials. Furthermore, we show that the problem of minimizing a homogeneous polynomial of any fixed degree over the integer points in a bounded polyhedron in $\mathbb{R}^2$ is solvable in polynomial time. We show that this holds for polynomials that can be translated into homogeneous polynomials, even when the translation vector is unknown. We demonstrate that such problems in the unbounded case can have smallest optimal solutions of exponential size in the size of the input, thus requiring a compact representation of solutions for a general polynomial time algorithm for the unbounded case

Relaxations of mixed integer sets from lattice-free polyhedra

This paper gives an introduction to a recently established link between the geometry of numbers and mixed integer optimization. The main focus is to provide a review of families of lattice-free polyhedra and their use in a disjunctive programming approach. The use of lattice-free polyhedra in the context of deriving and explaining cutting planes for mixed integer programs is not only mathematically interesting, but it leads to some fundamental new discoveries, such as an understanding under which conditions cutting planes algorithms converge finitel

On convergence in mixed integer programming

Let $${P \subseteq {\mathbb R}^{m+n}}$$ be a rational polyhedron, and let P I be the convex hull of $${P \cap ({\mathbb Z}^m \times {\mathbb R}^n)}$$ . We define the integral lattice-free closure of P as the set obtained from P by adding all inequalities obtained from disjunctions associated with integral lattice-free polyhedra in $${{\mathbb R}^m}$$ . We show that the integral lattice-free closure of P is again a polyhedron, and that repeatedly taking the integral lattice-free closure of P gives P I after a finite number of iterations. Such results can be seen as a mixed integer analogue of theorems by Chvátal and Schrijver for the pure integer case. One ingredient of our proof is an extension of a result by Owen and Mehrotra. In fact, we prove that for each rational polyhedron P, the split closures of P yield in the limit the set P

The pseudo-Boolean polytope and polynomial-size extended formulations for binary polynomial optimization

With the goal of obtaining strong relaxations for binary polynomial optimization problems, we introduce the pseudo-Boolean polytope defined as the convex hull of the set of binary points satisfying a collection of equations containing pseudo-Boolean functions. By representing the pseudo-Boolean polytope via a signed hypergraph, we obtain sufficient conditions under which this polytope has a polynomial-size extended formulation. Our new framework unifies and extends all prior results on the existence of polynomial-size extended formulations for the convex hull of the feasible region of binary polynomial optimization problems of degree at least three