Lifting inequalities: A framework for generating strong cuts for nonlinear programs

Jean Philippe P. Richard, Mohit Tawarmalani

Research output: Contribution to journalArticlepeer-review

13 Scopus citations

Abstract

In this paper, we introduce the first generic lifting techniques for deriving strong globally valid cuts for nonlinear programs. The theory is geometric and provides insights into lifting-based cut generation procedures, yielding short proofs of earlier results in mixed-integer programming. Using convex extensions, we obtain conditions that allow for sequence-independent lifting in nonlinear settings, paving a way for efficient cut-generation procedures for nonlinear programs. This sequence-independent lifting framework also subsumes the superadditive lifting theory that has been used to generate many general-purpose, strong cuts for integer programs. We specialize our lifting results to derive facet-defining inequalities for mixed-integer bilinear knapsack sets. Finally, we demonstrate the strength of nonlinear lifting by showing that these inequalities cannot be obtained using a single round of traditional integer programming cut-generation techniques applied on a tight reformulation of the problem.

Original languageEnglish (US)
Pages (from-to)61-104
Number of pages44
JournalMathematical Programming
Volume121
Issue number1
DOIs
StatePublished - Jan 2010
Externally publishedYes

Keywords

  • Bilinear knapsacks
  • Convex extensions
  • Cutting planes
  • Elementary closures
  • Nonlinear mixed-integer programming
  • Sequence-independent lifting

Fingerprint

Dive into the research topics of 'Lifting inequalities: A framework for generating strong cuts for nonlinear programs'. Together they form a unique fingerprint.

Cite this