
arXiv: 2404.07010
MINLO (mixed-integer nonlinear optimization) formulations of the disjunction between the origin and a polytope via a binary indicator variable is broadly used in nonlinear combinatorial optimization for modeling a fixed cost associated with carrying out a group of activities and a convex cost function associated with the levels of the activities. The perspective relaxation of such models is often used to solve to global optimality in a branch-and-bound context, but it typically requires suitable conic solvers and is not compatible with general-purpose NLP software in the presence of other classes of constraints. This motivates the investigation of when simpler but weaker relaxations may be adequate. Comparing the volume (i.e., Lebesgue measure) of the relaxations as a measure of tightness, we lift some of the results related to the simplex case to the box case. In order to compare the volumes of different relaxations in the box case, it is necessary to find an appropriate concave upper bound that preserves the convexity and is minimal, which is more difficult than in the simplex case. To address the challenge beyond the simplex case, the triangulation approach is used.
To appear in Mathematical Programming, Series B
Convex programming, volume, convex relaxation, global optimization, integration, mixed integer nonlinear optimization, Nonconvex programming, global optimization, perspective relaxation, Mixed integer programming, Nonlinear programming, Optimization and Control (math.OC), polytope, FOS: Mathematics, Mathematics - Optimization and Control
Convex programming, volume, convex relaxation, global optimization, integration, mixed integer nonlinear optimization, Nonconvex programming, global optimization, perspective relaxation, Mixed integer programming, Nonlinear programming, Optimization and Control (math.OC), polytope, FOS: Mathematics, Mathematics - Optimization and Control
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