Intersection cuts for single row corner relaxations

We consider the problem of generating inequalities that are valid for one-row relaxations of a simplex tableau, with the integrality constraints preserved for one or more non-basic variables. These relaxations are interesting because they can be used to generate cutting planes for general mixed-integer problems. We first consider the case of a single non-basic integer variable. This relaxation is related to a simple knapsack set with two integer variables and two continuous variables. We study its facial structure by rewriting it as a constrained two-row model, and prove that all its facets arise from a finite number of maximal \(\left( \mathbb {Z}\times \mathbb {Z}_+\right) \)-free splits and wedges. The resulting cuts generalize both MIR and 2-step MIR inequalities. Then, we describe an algorithm for enumerating all the maximal \(\left( \mathbb {Z}\times \mathbb {Z}_+\right) \)-free sets corresponding to facet-defining inequalities, and we provide an upper bound on the split rank of those inequalities. Finally, we run computational experiments to compare the strength of wedge cuts against MIR cuts. In our computations, we use the so-called trivial fill-in function to exploit the integrality of more non-basic variables. To that end, we present a practical algorithm for computing the coefficients of this lifting function.     

n-step mingling inequalities: new facets for the mixed-integer knapsack set

The n-step mixed integer rounding (MIR) inequalities of Kianfar and Fathi (Math Program 120(2):313–346, 2009) are valid inequalities for the mixed-integer knapsack set that are derived by using periodic n-step MIR functions and define facets for group problems. The mingling and 2-step mingling inequalities of Atamtürk and Günlük (Math Program 123(2):315–338, 2010) are also derived based on MIR and they incorporate upper bounds on the integer variables. It has been shown that these inequalities are facet-defining for the mixed integer knapsack set under certain conditions and generalize several well-known valid inequalities. In this paper, we introduce new classes of valid inequalities for the mixed-integer knapsack set with bounded integer variables, which we call n-step mingling inequalities (for positive integer n). These inequalities incorporate upper bounds on integer variables into n-step MIR and, therefore, unify the concepts of n-step MIR and mingling in a single class of inequalities. Furthermore, we show that for each n, the n-step mingling inequality defines a facet for the mixed integer knapsack set under certain conditions. For n?=?2, we extend the results of Atamtürk and Günlük on facet-defining properties of 2-step mingling inequalities. For n ≥ 3, we present new facets for the mixed integer knapsack set. As a special case we also derive conditions under which the n-step MIR inequalities define facets for the mixed integer knapsack set. In addition, we show that n-step mingling can be used to generate new valid inequalities and facets based on covers and packs defined for mixed integer knapsack sets.     

Improved penalty calculations for a mixed integer branch-and-bound algorithm

This paper presents an extension of Tomlin's penalties for the branch-and-bound linear mixed integer programming algorithm of Beale and Small. Penalties which are uniformly stronger are obtained by jointly conditioning on a basic variable and the non-basic variable yielding the Tomlin penalty. It is shown that this penalty can be computed with a little additional arithmetic and some extra bookkeeping. The improvement is easy to incorporate for the normal case as well as when the variables are grouped into ordered sets with generalized upper bounds. Computational experience bears out the usefulness of the extra effort for predominantly integer problems.     

On the facets of mixed integer programs with two integer variables and two constraints

In this paper we consider an infinite relaxation of the mixed integer linear program with two integer variables, nonnegative continuous variables and two equality constraints, and we give a complete characterization of its facets. We also derive an analogous characterization of the facets of the underlying finite integer program.     

Lozenge tilings of hexagons with arbitrary dents

Eisenkölbl gave a formula for the number of lozenge tilings of a hexagon on the triangular lattice with three unit triangles removed from along alternating sides. In earlier work, the first author extended this to the situation when an arbitrary set of unit triangles is removed from along alternating sides of the hexagon. In this paper we address the general case when an arbitrary set of unit triangles is removed from along the boundary of the hexagon.     

Lifted inequalities for 0-1 mixed integer programming: Superlinear lifting

We study the mixed 0-1 knapsack polytope, which is defined by a single knapsack constraint that contains 0-1 and bounded continuous variables, through the lifting of continuous variables fixed at their upper bounds. We introduce the concept of a superlinear inequality and show that, in this case, lifting is significantly simpler than for general inequalities. We use the superlinearity theory, together with the traditional lifting of 0-1 variables, to describe families of facets of the mixed 0-1 knapsack polytope. Finally, we show that superlinearity results can be extended to nonsuperlinear inequalities when the coefficients of the variables fixed at their upper bounds are large.This research was supported by NSF grants DMI-0100020 and DMI-0121495Mathematics Subject Classification (1991): 90C11, 90C27     

Extremal problems on triangle areas in two and three dimensions

The study of extremal problems on triangle areas was initiated in a series of papers by Erd?s and Purdy in the early 1970s. In this paper we present new results on such problems, concerning the number of triangles of the same area that are spanned by finite point sets in the plane and in 3-space, and the number of distinct areas determined by the triangles.In the plane, our main result is an O(n44/19)=O(n^2.3158) upper bound on the number of unit-area triangles spanned by n points, which is the first breakthrough improving the classical bound of O(n7/3) from 1992. We also make progress in a number of important special cases. We show that: (i) For points in convex position, there exist n-element point sets that span Ω(nlogn) triangles of unit area. (ii) The number of triangles of minimum (nonzero) area determined by n points is at most ; there exist n-element point sets (for arbitrarily large n) that span (6/π²−o(1))n² minimum-area triangles. (iii) The number of acute triangles of minimum area determined by n points is O(n); this is asymptotically tight. (iv) For n points in convex position, the number of triangles of minimum area is O(n); this is asymptotically tight. (v) If no three points are allowed to be collinear, there are n-element point sets that span Ω(nlogn) minimum-area triangles (in contrast to (ii), where collinearities are allowed and a quadratic lower bound holds).In 3-space we prove an O(n17/7β(n))=O(n^2.4286) upper bound on the number of unit-area triangles spanned by n points, where β(n) is an extremely slowly growing function related to the inverse Ackermann function. The best previous bound, O(n8/3), is an old result of Erd?s and Purdy from 1971. We further show, for point sets in 3-space: (i) The number of minimum nonzero area triangles is at most n²+O(n), and this is worst-case optimal, up to a constant factor. (ii) There are n-element point sets that span Ω(n4/3) triangles of maximum area, all incident to a common point. In any n-element point set, the maximum number of maximum-area triangles incident to a common point is O(n4/3+ε), for any ε>0. (iii) Every set of n points, not all on a line, determines at least Ω(n2/3/β(n)) triangles of distinct areas, which share a common side.     

Sequence Independent Lifting for Mixed Integer Programs with Variable Upper Bounds

We investigate the convex hull of the set defined by a single inequality with continuous and binary variables with variable upper bound constraints. We extend the traditional flow cover inequality, and show that it is valid for a restriction of the set in which some variables are fixed. We also give conditions under which this inequality is facet-defining and, when it is not, we show how it can be lifted to obtain valid inequalities for the entire set using sequence independent lifting. In general, computing the lifting function is NP-hard, but under an additional restriction on the cover we obtain a closed form. Finally, we show how these results imply and extend known results about the single node fixed charge flow polyhedron. This material is based upon work supported by the National Science Foundation under Grant No. 0084826. Received: April 2004     

Two row mixed-integer cuts via lifting

Recently Andersen et al. [1], Borozan and Cornuéjols [6] and Cornuéjols and Margot [9] have characterized the extreme valid inequalities of a mixed integer set consisting of two equations with two free integer variables and non-negative continuous variables. These inequalities are either split cuts or intersection cuts derived using maximal lattice-free convex sets. In order to use these inequalities to obtain cuts from two rows of a general simplex tableau, one approach is to extend the system to include all possible non-negative integer variables (giving the two row mixed-integer infinite-group problem), and to develop lifting functions giving the coefficients of the integer variables in the corresponding inequalities. In this paper, we study the characteristics of these lifting functions. We show that there exists a unique lifting function that yields extreme inequalities when starting from a maximal lattice-free triangle with multiple integer points in the relative interior of one of its sides, or a maximal lattice-free triangle with integral vertices and one integer point in the relative interior of each side. In the other cases (maximal lattice-free triangles with one integer point in the relative interior of each side and non-integral vertices, and maximal lattice-free quadrilaterals), non-unique lifting functions may yield distinct extreme inequalities. For the latter family of triangles, we present sufficient conditions to yield an extreme inequality for the two row mixed-integer infinite-group problem.     

On Reduced Triangles in Normed Planes

A convex body is reduced if it does not properly contain a convex body of the same minimal width. In this paper we present new results on reduced triangles in normed (or Minkowski) planes, clearly showing how basic seemingly elementary notions from Euclidean geometry (like that of the regular triangle) spread when we extend them to arbitrary normed planes. Via the concept of anti-norms, we study the rich geometry of reduced triangles for arbitrary norms giving bounds on their side-lengths and on their vertex norms. We derive results on the existence and uniqueness of reduced triangles, and also we obtain characterizations of the Euclidean norm by means of reduced triangles. In the introductory part we discuss different topics from Banach Space Theory, Discrete Geometry, and Location Science which, unexpectedly, benefit from results on reduced triangles.     

Critical Facets of the Stable Set Polytope

Dedicated to the memory of Paul Erdős A facet of the stable set polytope of a graph G can be viewed as a generalization of the notion of an -critical graph. We extend several results from the theory of -critical graphs to facets. The defect of a nontrivial, full-dimensional facet of the stable set polytope of a graph G is defined by . We prove the upper bound for the degree of any node u in a critical facet-graph, and show that can occur only when . We also give a simple proof of the characterization of critical facet-graphs with defect 2 proved by Sewell [11]. As an application of these techniques we sharpen a result of Surányi [13] by showing that if an -critical graph has defect and contains nodes of degree , then the graph is an odd subdivision of . Received October 23, 1998     

Non-Unit Free Triangle Orders

A Free Triangle order is a partially ordered set in which every element can be represented by a triangle. All triangles lie between two parallel baselines, with each triangle intersecting each baseline in exactly one point. Two elements in the partially ordered set are incomparable if and only if their corresponding triangles intersect. A unit free triangle order is one with such a representation in which all triangles have the same area. In this paper, we present an example of a non-unit free triangle order.     

Area functions on affine planes

Oriented area functions are functions defined on the set of ordered triangles of an affine plane which are antisymmetric under odd permutations of the vertices and which behave additively when triangles are cut into two. We compare several elementary properties which such an area function may have (roughly speaking shear invariance, equality of area of the two triangles obtained by cutting a parallelogram along a diagonal, and equality of area of the two triangles obtained by cutting a triangle along a median). It turns out purely by arguments of elementary affine geometry (if cleverly arranged) that these properties are grosso modo equivalent, although one has to be careful about “pathological” situations. Furthermore, all oriented area functions satisfying these properties are explicitly determined. Finally they are compared with so-called geometric valuations.     

Generating Hard Test Instances with Known Optimal Solution for the Rectilinear Quadratic Assignment Problem

In this paper we consider the rectilinear version of the quadratic assignment problem (QAP). We define a class of edge-weighted graphs with nonnegatively valued bisections. For one important type of such graphs we provide a characterization of point sets on the plane for which the optimal value of the related QAP is zero. These graphs are used in the algorithms for generating rectilinear QAP instances with known provably optimal solutions. The basic algorithm of such type uses only triangles. Making a reduction from 3-dimensional matching, it is shown that the set of instances which can be generated by this algorithm is hard. The basic algorithm is extended to process graphs larger than triangles. We give implementation details of this extension and of four other variations of the basic algorithm. We compare these five and also two existing generators experimentally employing multi-start descent heuristic for the QAP as an examiner. The graphs with nonnegatively valued bisections can also be used in the construction of lower bounds on the optimal value for the rectilinear QAP.     

Scheduling of power generation via large-scale nonlinear optimization

We investigate methods for solving high-dimensional nonlinear optimization problems which typically occur in the daily scheduling of electricity production: problems with a nonlinear, separable cost function, lower and upper bounds on the variables, and an equality constraint to satisfy the demand. If the cost function is quadratic, we use a modified Lagrange multiplier technique. For a nonquadratic cost function (a penalty function combining the original cost function and certain fuel constraints, so that it is generally not separable), we compare the performance of the gradient-projection method and the reduced-gradient method, both with conjugate search directions within facets of the feasible set. Numerical examples at the end of the paper demonstrate the effectiveness of the gradient-projection method to solve problems with hundreds of variables by exploitation of the special structure.     

Choosing weights from alternative optimal solutions of dual multiplier models in DEA

In this paper we propose a two-step procedure to be used for the selection of the weights that we obtain from the multiplier model in a DEA efficiency analysis. It is well known that optimal solutions of the envelopment formulation for extreme efficient units are often highly degenerate and, consequently, have alternate optima for the weights. Different optimal weights may then be obtained depending, for instance, on the software used. The idea behind the procedure we present is to explore the set of alternate optima in order to help make a choice of optimal weights. The selection of weights for a given extreme efficient point is connected with the dimension of the efficient facets of the frontier. Our approach makes it possible to select the weights associated with the facets of higher dimension that this unit generates and, in particular, it selects those weights associated with a full dimensional efficient facet (FDEF) if any. In this sense the weights provided by our procedure will have the maximum support from the production possibility set. We also look for weights that maximize the relative value of the inputs and outputs included in the efficiency analysis in a sense to be described in this article.     

Model-based clustering of high-dimensional data: Variable selection versus facet determination

Variable selection is an important problem for cluster analysis of high-dimensional data. It is also a difficult one. The difficulty originates not only from the lack of class information but also the fact that high-dimensional data are often multifaceted and can be meaningfully clustered in multiple ways. In such a case the effort to find one subset of attributes that presumably gives the “best” clustering may be misguided. It makes more sense to identify various facets of a data set (each being based on a subset of attributes), cluster the data along each one, and present the results to the domain experts for appraisal and selection. In this paper, we propose a generalization of the Gaussian mixture models and demonstrate its ability to automatically identify natural facets of data and cluster data along each of those facets simultaneously. We present empirical results to show that facet determination usually leads to better clustering results than variable selection.     

The triangle closure is a polyhedron

Recently, cutting planes derived from maximal lattice-free convex sets have been studied intensively by the integer programming community. An important question in this research area has been to decide whether the closures associated with certain families of lattice-free sets are polyhedra. For a long time, the only result known was the celebrated theorem of Cook, Kannan and Schrijver who showed that the split closure is a polyhedron. Although some fairly general results were obtained by Andersen et al. (Math Oper Res 35(1):233–256, 2010) and Averkov (Discret Optimiz 9(4):209–215, 2012), some basic questions have remained unresolved. For example, maximal lattice-free triangles are the natural family to study beyond the family of splits and it has been a standing open problem to decide whether the triangle closure is a polyhedron. In this paper, we show that when the number of integer variables $m=2$ the triangle closure is indeed a polyhedron and its number of facets can be bounded by a polynomial in the size of the input data. The techniques of this proof are also used to give a refinement of necessary conditions for valid inequalities being facet-defining due to Cornuéjols and Margot (Math Program 120:429–456, 2009) and obtain polynomial complexity results about the mixed integer hull.     

A theorem concerning uniform estimates of oscillatory integrals when the phase is a function of two variables

In the article it is shown that an oscillatory integral with phase depending on two variables has an upper estimate for small parameters which is proportional to the value of the integral when the parameters are zero. An analogous uniform estimate is obtained for volumes. V. I. Arnold's conjecture about the semicontinuity of the height for functions of two variables is also proved.Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 10, pp. 150–169, 1984.The author is grateful to V. I. Arnol'd for posing the problem and for his advice with the work, and also to A. N. Varchenko for numerous valuable discussions.