Multilinear Sets with Two Monomials and Cardinality Constraints

Binary polynomial optimization is equivalent to the problem of minimizing a linear function over the intersection of the multilinear set with a polyhedron. Many families of valid inequalities for the multilinear set are available in the literature, though giving a polyhedral characterization of the convex hull is not tractable in general as binary polynomial optimization is NP-hard. In this paper, we study the cardinality constrained multilinear set in the special case when the number of monomials is exactly two. We give an extended formulation, with two more auxiliary variables and exponentially many inequalities, of the convex hull of solutions of the standard linearization of this problem. We also show that the separation problem can be solved efficiently. Keywords— binary polynomial optimization, cardinality constraint, polyhedral combinatorics

[1]  Jonathan Eckstein,et al.  REPR: Rule-Enhanced Penalized Regression , 2019, INFORMS Journal on Optimization.

[2]  Christoph Buchheim,et al.  Combinatorial optimization with one quadratic term: Spanning trees and forests , 2014, Discret. Appl. Math..

[3]  Hanif D. Sherali,et al.  Disjunctive Programming , 2009, Encyclopedia of Optimization.

[4]  Anuj Mehrotra Cardinality Constrained Boolean Quadratic Polytope , 1997, Discret. Appl. Math..

[5]  Sanjeeb Dash,et al.  Cardinality Constrained Multilinear Sets , 2020, ISCO.

[6]  Rui Chen,et al.  Multilinear Sets with Cardinality Constraints , 2020 .

[7]  Manfred W. Padberg,et al.  The boolean quadric polytope: Some characteristics, facets and relatives , 1989, Math. Program..

[8]  Alberto Del Pia,et al.  The Running Intersection Relaxation of the Multilinear Polytope , 2021, Math. Oper. Res..

[9]  Dimitrios Gunopulos,et al.  Computing the Maximum Bichromatic Discrepancy with Applications to Computer Graphics and Machine Learning , 1996, J. Comput. Syst. Sci..

[10]  Alberto Del Pia,et al.  The Multilinear Polytope for Acyclic Hypergraphs , 2018, SIAM J. Optim..

[11]  Ayhan Demiriz,et al.  Linear Programming Boosting via Column Generation , 2002, Machine Learning.

[12]  Alberto Del Pia,et al.  A Polyhedral Study of Binary Polynomial Programs , 2017, Math. Oper. Res..

[13]  Anja Fischer,et al.  Complete description for the spanning tree problem with one linearised quadratic term , 2013, Oper. Res. Lett..

[14]  Yves Crama,et al.  A class of valid inequalities for multilinear 0-1 optimization problems , 2017, Discret. Optim..

[15]  Noam Goldberg,et al.  An Improved Branch-and-Bound Method for Maximum Monomial Agreement , 2012, INFORMS J. Comput..

[16]  Alberto Del Pia,et al.  On decomposability of Multilinear sets , 2018, Math. Program..

[17]  S. Thomas McCormick,et al.  Matroid optimisation problems with nested non-linear monomials in the objective function , 2018, Math. Program..

[18]  Yves Crama Concave extensions for nonlinear 0–1 maximization problems , 1993, Math. Program..