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arXiv · 1501.00288

LP approximations to mixed-integer polynomial optimization problems

Daniel Bienstock·Gonzalo Munoz
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Abstract

We present a class of linear programming approximations for constrained optimization problems. In the case of mixed-integer polynomial optimization problems, if the intersection graph of the constraints has bounded tree-width our construction yields a class of linear size formulations that attain any desired tolerance. As a result, we obtain an approximation scheme for the "AC-OPF" problem on graphs with bounded tree-width. We also describe a more general construction for pure binary optimization problems where individual constraints are available through a membership oracle; if the intersection graph for the constraints has bounded tree-width our construction is of linear size and exact. This improves on a number of results in the literature, both from the perspective of formulation size and generality.

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Daniel Bienstock, Gonzalo Munoz. 2015-01-01. LP approximations to mixed-integer polynomial optimization problems. https://arxiv.org/abs/1501.00288

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