Mixed-Integer Convex Representability

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 m...

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Main Authors: Lubin, Miles C, Zadik, Ilias, Vielma, Juan Pablo
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Published: Springer-Verlag 2019
Online Access:http://hdl.handle.net/1721.1/121062
https://orcid.org/0000-0001-6781-9633
https://orcid.org/0000-0002-8286-881X
https://orcid.org/0000-0003-4335-7248
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author Lubin, Miles C
Zadik, Ilias
Vielma, Juan Pablo
author2 Massachusetts Institute of Technology. Operations Research Center
author_facet Massachusetts Institute of Technology. Operations Research Center
Lubin, Miles C
Zadik, Ilias
Vielma, Juan Pablo
author_sort Lubin, Miles C
collection MIT
description 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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spelling mit-1721.1/1210622023-03-01T02:08:10Z Mixed-Integer Convex Representability Lubin, Miles C Zadik, Ilias Vielma, Juan Pablo Massachusetts Institute of Technology. Operations Research Center Sloan School of Management Lubin, Miles C Zadik, Ilias Vielma Centeno, Juan Pablo 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. United States. National Science Foundation. (Grant CMMI-1351619) 2019-03-22T18:19:07Z 2019-03-22T18:19:07Z 2017-05 2017-03 2019-03-05T17:03:39Z Article http://purl.org/eprint/type/ConferencePaper 0302-9743 1611-3349 http://hdl.handle.net/1721.1/121062 Lubin, Miles et al. “Mixed-Integer Convex Representability.” International Conference on Integer Programming and Combinatorial Optimization (2017): 392–404. doi:10.1007/978-3-319-59250-3_32. © 2017 The Author(s) https://orcid.org/0000-0001-6781-9633 https://orcid.org/0000-0002-8286-881X https://orcid.org/0000-0003-4335-7248 http://dx.doi.org/10.1007/978-3-319-59250-3_32 International Conference on Integer Programming and Combinatorial Optimization Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Springer-Verlag arXiv
spellingShingle Lubin, Miles C
Zadik, Ilias
Vielma, Juan Pablo
Mixed-Integer Convex Representability
title Mixed-Integer Convex Representability
title_full Mixed-Integer Convex Representability
title_fullStr Mixed-Integer Convex Representability
title_full_unstemmed Mixed-Integer Convex Representability
title_short Mixed-Integer Convex Representability
title_sort mixed integer convex representability
url http://hdl.handle.net/1721.1/121062
https://orcid.org/0000-0001-6781-9633
https://orcid.org/0000-0002-8286-881X
https://orcid.org/0000-0003-4335-7248
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