Abstract
This is an overview of the significance and main uses of projection, lifting and extended formulation in integer and combinatorial optimization. Its first two sections deal with those basic properties of projection that make it such an effective and useful bridge between problem formulations in different spaces, i.e. different sets of variables. They discuss topics like projection and restriction, the integrality-preserving property of projection, the dimension of projected polyhedra, conditions for facets of a polyhedron to project into facets of its projections, and so on. The next two sections describe the use of projection for comparing the strength of different formulations of the same problem, and for proving the integrality of polyhedra by using extended formulations or lifting. Section 5 deals with disjunctive programming, or optimization over unions of polyhedra, whose most important incarnation are mixed 0-1 programs and their partial relaxations. It discusses the compact representation of the convex hull of a union of polyhedra through extended formulation, the connection between the projection of the latter and the polar of the convex hull, as well as the sequential convexification of facial disjunctive programs, among them mixed 0-1 programs, with the related concept of disjunctive rank. Section 6 reviews lift-and-project cuts, the construction of cut generating linear programs, and techniques for lifting and for strengthening disjunctive cuts. Section 7 discusses the recently discovered possibility of solving the higher dimensional cut generating linear program without explicitly constructing it, by a sequence of properly chosen pivots in the simplex tableau of the linear programming relaxation. Finally, section 8 deals with different ways of combining cuts with branch and bound, and briefly discusses computational experience with lift-and-project cuts.
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Research was supported by the National Science Foundation through grant #DMI-9802773 and by the Office of Naval Research through contract N00014-97-1-0196.
This is an updated and extended version of the paper published in LNCS 2241, Springer, 2001 (as given in Balas, 2001).
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Balas, E. Projection, Lifting and Extended Formulation in Integer and Combinatorial Optimization. Ann Oper Res 140, 125–161 (2005). https://doi.org/10.1007/s10479-005-3969-1
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DOI: https://doi.org/10.1007/s10479-005-3969-1