Intermediate integer programming representations using value disjunctions

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Publication:951104

DOI10.1016/J.DISOPT.2006.12.003zbMATH Open1151.90502arXivmath/0603311OpenAlexW3100383456MaRDI QIDQ951104FDOQ951104

Quentin Louveaux, Robert Weismantel, Matthias Köppe

Publication date: 29 October 2008

Published in: Discrete Optimization (Search for Journal in Brave)

Abstract: 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.


Full work available at URL: https://arxiv.org/abs/math/0603311




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