Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes

This paper is about the minimization of Lipschitz-continuous and strongly convex functions over integer points in polytopes. Our results are related to the rate of convergence of a black-box algorithm that iteratively solves special quadratic integer problems with a constant approximation factor. Despite the generality of the underlying problem, we prove that we can find efficiently, with respect to our assumptions regarding the encoding of the problem, a feasible solution whose objective function value is close to the optimal value. We also show that this proximity result is the best possible up to a factor polynomial in the encoding length of the problem.

[1]  Yurii Nesterov,et al.  Introductory Lectures on Convex Optimization - A Basic Course , 2014, Applied Optimization.

[2]  Raymond Hemmecke,et al.  A polynomial oracle-time algorithm for convex integer minimization , 2007, Math. Program..

[3]  Sven Leyffer,et al.  Solving mixed integer nonlinear programs by outer approximation , 1994, Math. Program..

[4]  Jon Lee,et al.  Approximate Nonlinear Optimization over Weighted Independence Systems , 2009, SIAM J. Discret. Math..

[5]  Jon Lee,et al.  Parametric nonlinear discrete optimization over well-described sets and matroid intersections , 2010, Math. Program..

[6]  Leonid Khachiyan,et al.  Integer Optimization on Convex Semialgebraic Sets , 2000, Discret. Comput. Geom..

[7]  Sebastian Heinz,et al.  Complexity of integer quasiconvex polynomial optimization , 2005, J. Complex..

[8]  Christodoulos A. Floudas Generalized Benders Decomposition , 2009, Encyclopedia of Optimization.

[9]  T. Westerlund,et al.  An extended cutting plane method for solving convex MINLP problems , 1995 .

[10]  Eva Riccomagno,et al.  Nonlinear Matroid Optimization and Experimental Design , 2007, SIAM J. Discret. Math..

[11]  Gérard Cornuéjols,et al.  An algorithmic framework for convex mixed integer nonlinear programs , 2008, Discret. Optim..

[12]  Sanjay Mehrotra,et al.  A branch-and-cut method for 0-1 mixed convex programming , 1999, Math. Program..

[13]  J. E. Kelley,et al.  The Cutting-Plane Method for Solving Convex Programs , 1960 .

[14]  Jesús A. De Loera,et al.  N-fold integer programming , 2006, Discret. Optim..

[15]  Ignacio E. Grossmann,et al.  An outer-approximation algorithm for a class of mixed-integer nonlinear programs , 1987, Math. Program..