Binary extended formulations and sequential convexification

06/01/2021 ∙ by Manuel Aprile, et al. ∙ 0

A binarization of a bounded variable x is a linear formulation with variables x and additional binary variables y_1,…, y_k, so that integrality of x is implied by the integrality of y_1,…, y_k. A binary extended formulation of a polyhedron P is obtained by adding to the original description of P binarizations of some of its variables. In the context of mixed-integer programming, imposing integrality on 0/1 variables rather than on general integer variables has interesting convergence properties and has been studied both from the theoretical and from the practical point of view. We propose a notion of natural binarizations and binary extended formulations, encompassing all the ones studied in the literature. We give a simple characterization of the vertices of such formulations, which allows us to study their behavior with respect to sequential convexification. disjunctions. In particular, given a binary extended formulation and binarization B of one of its variables x, we study a parameter that measures the progress made towards ensuring the integrality of x via application of sequential convexification. We formulate this parameter, which we call rank, as the solution of a set covering problem and express it exactly for the classical binarizations from the literature.

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