A polyhedral study of multilinear programs with box constraints

نویسندگان

  • Alberto Del Pia
  • Aida Khajavirad
چکیده

We study the polyhedral convex hull of a mixed-integer set S defined by a collection of multilinear equations of the form yI = ∏ i∈I xi over the 0−1-cube. Such sets appear frequently in the factorable reformulation of mixed-integer nonlinear optimization problems. In particular, the set S represents the feasible region of a linearized unconstrained zeroone polynomial optimization problem. We define an equivalent hypergraph representation of the mixed-integer set S , which enables us to derive several families of facet-defining inequalities, structural properties, and lifting operations for its convex hull in the space of the original variables. Our theoretical developments extend several well-known results from the Boolean quadric polytope and the cut polytope literature, paving a way for devising novel optimization algorithms for nonconvex problems containing multilinear sub-expressions.

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تاریخ انتشار 2015