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Modeling disjunctive constraints with a logarithmic number of binary variables and constraints

机译:使用对数数量的二元变量和约束对析取约束进行建模

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摘要

Many combinatorial constraints over continuous variables such as SOS1 and SOS2 constraints can be interpreted as disjunctive constraints that restrict the variables to lie in the union of a finite number of specially structured polyhedra. Known mixed integer binary formulations for these constraints have a number of binary variables and extra constraints linear in the number of polyhedra. We give sufficient conditions for constructing formulations for these constraints with a number of binary variables and extra constraints logarithmic in the number of polyhedra. Using these conditions we introduce mixed integer binary formulations for SOS1 and SOS2 constraints that have a number of binary variables and extra constraints logarithmic in the number of continuous variables. We also introduce the first mixed integer binary formulations for piecewise linear functions of one and two variables that use a number of binary variables and extra constraints logarithmic in the number of linear pieces of the functions. We prove that the new formulations for piecewise linear functions have favorable tightness properties and present computational results showing that they can significantly outperform other mixed integer binary formulations.
机译:可以将诸如SOS1和SOS2约束之类的连续变量上的许多组合约束解释为析取约束,这些约束将变量限制为有限数量的特殊结构的多面体的并集。用于这些约束的已知混合整数二进制公式具有多个二进制变量,并且额外约束的数量线性多面体。我们给出了构造这些约束条件的公式的充分条件,这些约束条件具有许多二元变量,并且多面体的数量具有对数形式的对数。使用这些条件,我们为SOS1和SOS2约束引入了混合整数二进制公式,这些约束具有许多二进制变量,并且额外约束的对数连续数量。我们还介绍了第一个混合整数二进制公式,用于一个和两个变量的分段线性函数,这些分段线性函数使用多个二进制变量,并且线性函数的数量为对数的额外约束。我们证明分段线性函数的新公式具有良好的密封性,并显示了计算结果,表明它们可以大大优于其他混合整数二元公式。

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