Branching on hyperplane methods for mixed integer linear and convex programming using adjoint lattices

  • Authors:
  • Sanjay Mehrotra;Zhifeng Li

  • Affiliations:
  • Department of Industrial Engineering and Management Sciences, Robert R. McCormick School of Engineering, Northwestern University, Evanston, USA 60208;Department of Industrial Engineering and Management Sciences, Robert R. McCormick School of Engineering, Northwestern University, Evanston, USA 60208

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

We present branching-on-hyperplane methods for solving mixed integer linear and mixed integer convex programs. In particular, we formulate the problem of finding a good branching hyperplane using a novel concept of adjoint lattice. We also reformulate the problem of rounding a continuous solution to a mixed integer solution. A worst case complexity of a Lenstra-type algorithm is established using an approximate log-barrier center to obtain an ellipsoidal rounding of the feasible set. The results for the mixed integer convex programming also establish a complexity result for the mixed integer second order cone programming and mixed integer semidefinite programming feasibility problems as a special case. Our results motivate an alternative reformulation technique and a branching heuristic using a generalized (e.g., ellipsoidal) norm reduced basis available at the root node.