Mixed-integer convex representability

DOI10.1007/978-3-319-59250-3_32MaRDI QIDQ2401178zbMATH OpenOpenAlexFDO

Authors Miles Lubin, Ilias Zadik, J. P. Vielma

Publication date 31 August 2017

Full work available at URL https://arxiv.org/abs/1611.07491, http://hdl.handle.net/1721.1/121062

Mathematics Subject Classification ID

Convex programming (90C25) Mixed integer programming (90C11)

Abstract: We consider the question of which nonconvex sets can be represented exactly as the feasible sets of mixed-integer convex optimization problems. We state the first complete characterization for the case when the number of possible integer assignments is finite. We develop a characterization for the more general case of unbounded integer variables together with a simple necessary condition for representability which we use to prove the first known negative results. Finally, we study representability of subsets of the natural numbers, developing insight towards a more complete understanding of what modeling power can be gained by using convex sets instead of polyhedral sets; the latter case has been completely characterized in the context of mixed-integer linear optimization.

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Cited in

(16)

• Characterizations of mixed binary convex quadratic representable sets
• On the Mixed Binary Representability of Ellipsoidal Regions
• Representability in mixed integer programming. I: Characterization results
• Unbounded convex sets for non-convex mixed-integer quadratic programming
• Convexity of integer veto and elimination procedures
• Mixed-integer linear representability, disjunctions, and Chvátal functions -- modeling implications
• Stochastic Lipschitz dynamic programming
• Ideal, non-extended formulations for disjunctive constraints admitting a network representation
• A geometric way to build strong mixed-integer programming formulations
• Mixed-integer linear representability, disjunctions, and variable elimination
• Mixed-integer convex representability
• Ellipsoidal mixed-integer representability
• Mixed-integer bilevel representability
• Convex mixed-integer nonlinear programs derived from generalized disjunctive programming using cones
• Outer approximation with conic certificates for mixed-integer convex problems
• Shapes and recession cones in mixed-integer convex representability

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