A p-cone sequential relaxation procedure for 0-1 integer programs

  • Authors:
  • Samuel Burer;Jieqiu Chen

  • Affiliations:
  • Department of Management Sciences, University of Iowa, Iowa City, IA, USA;Department of Management Sciences, University of Iowa, Iowa City, IA, USA

  • Venue:
  • Optimization Methods & Software - GLOBAL OPTIMIZATION
  • Year:
  • 2009

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Abstract

Several authors have introduced sequential relaxation techniques-based on linear and/or semi-definite programming-to generate the convex hull of 0-1 integer points in a polytope in at most n steps. In this paper, we introduce a sequential relaxation technique, which is based on p-order cone programming (1≤p≤∞). We prove that our technique generates the convex hull of 0-1 solutions asymptotically. In addition, we show that our method generalizes and subsumes several existing methods. For example, when p=∞, our method corresponds to the well-known procedure of Lovasz and Schrijver based on linear programming. Although the p-order cone programs in general sacrifice some strength compared to the analogous linear and semi-definite programs, we show that for p=2 they enjoy a better theoretical iteration complexity. Computational considerations of our technique are discussed.