Supermodular covering knapsack polytope

نویسندگان

  • Alper Atamtürk
  • Avinash Bhardwaj
چکیده

The supermodular covering knapsack set is the discrete upper level set of a non-decreasing supermodular function. Submodular and supermodular knapsack sets arise naturally when modeling utilities, risk and probabilistic constraints on discrete variables. In a recent paper Atamtürk and Narayanan [6] study the lower level set of a non-decreasing submodular function. In this complementary paper we describe pack inequalities for the supermodular covering knapsack set and investigate their separation, extensions and lifting. We give sequence-independent upper bounds and lower bounds on the lifting coefficients. Furthermore, we present a computational study on using the polyhedral results derived for solving 0-1 optimization problems over conic quadratic constraints with a branch-and-cut algorithm.

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عنوان ژورنال:
  • Discrete Optimization

دوره 18  شماره 

صفحات  -

تاریخ انتشار 2015