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Strong valid inequalities for orthogonal disjunctions and bilinear covering sets

机译:正交相交和双线性覆盖集的强有效不等式

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摘要

In this paper, we derive a closed-form characterization of the convex hull of a generic nonlinear set, when this convex hull is completely determined by orthogonal restrictions of the original set. Although the tools used in this construction include disjunctive programming and convex extensions, our characterization does not introduce additional variables. We develop and apply a toolbox of results to check the technical assumptions under which this convexification tool can be employed. We demonstrate its applicability in integer programming by providing an alternate derivation of the split cut for mixed-integer polyhedral sets and finding the convex hull of certain mixed/pure-integer bilinear sets. We then extend the utility of the convexification tool to relaxing nonconvex inequalities, which are not naturally disjunctive, by providing sufficient conditions for establishing the convex extension property over the non-negative orthant. We illustrate the utility of this result by deriving the convex hull of a continuous bilinear covering set over the non-negative orthant. Although we illustrate our results primarily on bilinear covering sets, they also apply to more general polynomial covering sets for which they yield new tight relaxations.
机译:在本文中,当该凸包完全由原始集的正交约束确定时,我们导出了该凸包的封闭形式特征。尽管在此构造中使用的工具包括析取编程和凸扩展,但我们的表征并未引入其他变量。我们开发并应用了结果工具箱,以检查可以使用此凸化工具的技术假设。我们通过提供混合整数多面体集合的分割割的替代派生并找到某些混合/纯整数双线性集的凸包来证明其在整数编程中的适用性。然后,我们通过提供足够的条件来建立非负正割上的凸扩展特性,从而将凸化工具的实用性扩展到松弛非凸不等式,该非凸不等式不是自然分离的。我们通过推导在非负正割线上设置的连续双线性覆盖的凸包来说明此结果的实用性。尽管我们主要在双线性覆盖集上说明了我们的结果,但它们也适用于可以产生新的紧松弛的更一般的多项式覆盖集。

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