Convex hull characterizations of lexicographic orderings

Convex hull characterizations of lexicographic orderings

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Article ID: iaor20163645
Volume: 66
Issue: 2
Start Page Number: 311
End Page Number: 329
Publication Date: Oct 2016
Journal: Journal of Global Optimization
Authors: , ,
Keywords: combinatorial optimization
Abstract:

Given a p‐dimensional nonnegative, integral vector α , equ1 this paper characterizes the convex hull of the set S of nonnegative, integral vectors x equ2 that is lexicographically less than or equal to α . equ3 To obtain a finite number of elements in S, the vectors x equ4 are restricted to be component‐wise upper‐bounded by an integral vector u . equ5 We show that a linear number of facets is sufficient to describe the convex hull. For the special case in which every entry of u equ6 takes the same value ( n 1 ) equ7 for some integer n 2 , equ8 the convex hull of the set of n‐ary vectors results. Our facets generalize the known family of cover inequalities for the n = 2 equ9 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.

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