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Convex hull characterizations of lexicographic orderings

Author

Listed:
  • Warren Adams

    (Clemson University)

  • Pietro Belotti

    (FICO)

  • Ruobing Shen

    (Universität Heidelberg)

Abstract

Given a p-dimensional nonnegative, integral vector $$\varvec{\alpha },$$ α , this paper characterizes the convex hull of the set S of nonnegative, integral vectors $$\varvec{x}$$ x that is lexicographically less than or equal to $$\varvec{\alpha }.$$ α . To obtain a finite number of elements in S, the vectors $$\varvec{x}$$ x are restricted to be component-wise upper-bounded by an integral vector $$\varvec{u}.$$ u . We show that a linear number of facets is sufficient to describe the convex hull. For the special case in which every entry of $$\varvec{u}$$ u takes the same value $$(n-1)$$ ( n - 1 ) for some integer $$n \ge 2,$$ n ≥ 2 , the convex hull of the set of n-ary vectors results. Our facets generalize the known family of cover inequalities for the $$n=2$$ n = 2 binary case. They allow for advances relative to both the modeling of integer variables using base-n expansions, and the solving of knapsack problems having weakly super-decreasing coefficients. Insight is gained by alternately constructing the convex hull representation in a higher-variable space using disjunctive programming arguments.

Suggested Citation

  • Warren Adams & Pietro Belotti & Ruobing Shen, 2016. "Convex hull characterizations of lexicographic orderings," Journal of Global Optimization, Springer, vol. 66(2), pages 311-329, October.
  • Handle: RePEc:spr:jglopt:v:66:y:2016:i:2:d:10.1007_s10898-016-0435-3
    DOI: 10.1007/s10898-016-0435-3
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    References listed on IDEAS

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    1. Yuri Faenza & Volker Kaibel, 2009. "Extended Formulations for Packing and Partitioning Orbitopes," Mathematics of Operations Research, INFORMS, vol. 34(3), pages 686-697, August.
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    Cited by:

    1. Letsios, Dimitrios & Mistry, Miten & Misener, Ruth, 2021. "Exact lexicographic scheduling and approximate rescheduling," European Journal of Operational Research, Elsevier, vol. 290(2), pages 469-478.

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