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1. On the impact of running intersection inequalities for globally solving polynomial optimization problems

   https://doi.org/10.1007/s12532-019-00169-z  

   Del Pia, Alberto; Khajavirad, Aida; Sahinidis, Nikolaos V. (August 2019, Mathematical Programming Computation)

   We consider global optimization of nonconvex problems whose factorable reformulations contain a collection of multilinear equations. Important special cases include multilinear and polynomial optimization problems. The multilinear polytope is the convex hull of the set of binary points z satisfying the system of multilinear equations given above. Recently Del Pia and Khajavirad introduced running intersection inequalities, a family of facet-defining inequalities for the multilinear polytope. In this paper we address the separation problem for this class of inequalities. We first prove that separating flower inequalities, a subclass of running intersection inequalities, is NP-hard. Subsequently, for multilinear polytopes of fixed degree, we devise an efficient polynomial-time algorithm for separating running intersection inequalities and embed the proposed cutting-plane generation scheme at every node of the branch-and-reduce global solver BARON. To evaluate the effectiveness of the proposed method we consider two test sets: randomly generated multilinear and polynomial optimization problems of degree three and four, and computer vision instances from an image restoration problem Results show that running intersection cuts significantly improve the performance of BARON and lead to an average CPU time reduction of 50% for the random test set and of 63% for the image restoration test set. 

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2. Chvátal Rank in Binary Polynomial Optimization

   https://doi.org/10.1287/ijoo.2019.0049  

   Del Pia, Alberto; Di Gregorio, Silvia (October 2021, INFORMS Journal on Optimization)

   Recently, several classes of cutting planes have been introduced for binary polynomial optimization. In this paper, we present the first results connecting the combinatorial structure of these inequalities with their Chvátal rank. We determine the Chvátal rank of all known cutting planes and show that almost all of them have Chvátal rank 1. We observe that these inequalities have an associated hypergraph that is β-acyclic. Our second goal is to derive deeper cutting planes; to do so, we consider hypergraphs that admit β-cycles. We introduce a novel class of valid inequalities arising from odd β-cycles, that generally have Chvátal rank 2. These inequalities allow us to obtain the first characterization of the multilinear polytope for hypergraphs that contain β-cycles. Namely, we show that the multilinear polytope for cycle hypergraphs is given by the standard linearization inequalities, flower inequalities, and odd β-cycle inequalities. We also prove that odd β-cycle inequalities can be separated in linear time when the hypergraph is a cycle hypergraph. This shows that instances represented by cycle hypergraphs can be solved in polynomial time. Last, to test the strength of odd β-cycle inequalities, we perform numerical experiments that imply that they close a significant percentage of the integrality gap. 

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3. On the complexity of binary polynomial optimization over acyclic hypergraphs

   https://doi.org/10.1137/1.9781611977073.105  

   Alberto Del Pia and Silvia Di Gregorio (January 2022, Proceedings of the Annual ACMSIAM Symposium on Discrete Algorithms)

   In this work we advance the understanding of the fundamental limits of computation for Binary Polynomial Optimization (BPO), which is the problem of maximizing a given polynomial function over all binary points. In our main result we provide a novel class of BPO that can be solved efficiently both from a theoretical and computational perspective. In fact, we give a strongly polynomial-time algorithm for instances whose corresponding hypergraph is β-acyclic. We note that the β-acyclicity assumption is natural in several applications including relational database schemes and the lifted multicut problem on trees. Due to the novelty of our proving technique, we obtain an algorithm which is interesting also from a practical viewpoint. This is because our algorithm is very simple to implement and the running time is a polynomial of very low degree in the number of nodes and edges of the hypergraph. Our result completely settles the computational complexity of BPO over acyclic hypergraphs, since the problem is NP-hard on α-acyclic instances. Our algorithm can also be applied to any general BPO problem that contains β-cycles. For these problems, the algorithm returns a smaller instance together with a rule to extend any optimal solution of the smaller instance to an optimal solution of the original instance. 

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4. The Circlet Inequalities: A New, Circulant-Based, Facet-Defining Inequality for the TSP

   https://doi.org/10.1287/moor.2022.1265  

   Gutekunst, Samuel C; Williamson, David P (February 2023, Mathematics of Operations Research)

   Facet-defining inequalities of the symmetric traveling salesman problem (TSP) polytope play a prominent role in both polyhedral TSP research and state-of-the-art TSP solvers. In this paper, we introduce a new class of facet-defining inequalities, the circlet inequalities. These inequalities were first conjectured in Gutekunst and Williamson [Gutekunst SC, Williamson DP (2019) Characterizing the integrality gap of the subtour LP for the circulant traveling salesman problem. SIAM J. Discrete Math. 33(4):2452–2478] when studying the circulant TSP, and they provide a bridge between polyhedral TSP research and number-theoretic investigations of Hamiltonian cycles stemming from a conjecture from Marco Buratti in 2007. The circlet inequalities exhibit circulant symmetry by placing the same weight on all edges of a given length; our main proof exploits this symmetry to prove the validity of the circlet inequalities. We then show that the circlet inequalities are facet-defining and compute their strength following Goemans [Goemans MX (1995) Worst-case comparison of valid inequalities for the TSP. Math. Programming 69:335–349]; they achieve the same worst case strength as the similarly circulant crown inequalities of Naddef and Rinaldi [Naddef D, Rinaldi G (1992) The crown inequalities for the symmetric traveling salesman polytope. Math. Oper. Res. 17(2):308–326] but are generally stronger. Funding: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship Program [Grant DGE-1650441] and by the National Science Foundation Division of Computing and Communications Foundations [Grant CCF-1908517]. 

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5. Tractable Relaxations of Composite Functions

   https://doi.org/10.1287/moor.2021.1162  

   He, Taotao; Tawarmalani, Mohit (May 2022, Mathematics of Operations Research)

   In this paper, we introduce new relaxations for the hypograph of composite functions assuming that the outer function is supermodular and concave extendable. Relying on a recently introduced relaxation framework, we devise a separation algorithm for the graph of the outer function over P, where P is a special polytope to capture the structure of each inner function using its finitely many bounded estimators. The separation algorithm takes [Formula: see text] time, where d is the number of inner functions and n is the number of estimators for each inner function. Consequently, we derive large classes of inequalities that tighten prevalent factorable programming relaxations. We also generalize a decomposition result and devise techniques to simultaneously separate hypographs of various supermodular, concave-extendable functions using facet-defining inequalities. Assuming that the outer function is convex in each argument, we characterize the limiting relaxation obtained with infinitely many estimators as the solution of an optimal transport problem. When the outer function is also supermodular, we obtain an explicit integral formula for this relaxation. 

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