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Dabeen Lee (이다빈), Mixing sets, submodularity, and chance-constrained optimization

September 7 Tuesday @ 4:30 PM - 5:30 PM KST

Room B232, IBS (기초과학연구원)

Speaker

A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack constraint). In this talk, we first explain basic mixing sets by establishing a strong and previously unrecognized connection to submodularity. In particular, we show that mixing inequalities with binary variables are nothing but the polymatroid inequalities associated with a specific submodular function. This submodularity viewpoint enables us to unify and extend existing results on valid inequalities and convex hulls of the intersection of multiple mixing sets with common binary variables. Then, we study such intersections under an additional linking constraint lower bounding a linear function of the continuous variables. This is motivated from the desire to exploit the information encoded in the knapsack constraint arising in joint linear CCPs via the quantile cuts. We propose a new class of valid inequalities and characterize when this new class along with the mixing inequalities are sufficient to describe the convex hull. This is based on joint work with Fatma Fatma Kılınç-Karzan and Simge Küçükyavuz.

Details

Date:
September 7 Tuesday
Time:
4:30 PM - 5:30 PM KST
Event Category:
Event Tags:
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Venue

Room B232
IBS (기초과학연구원)

Organizer

Sang-il Oum (엄상일)
View Organizer Website
IBS 이산수학그룹 Discrete Mathematics Group
기초과학연구원 수리및계산과학연구단 이산수학그룹
대전 유성구 엑스포로 55 (우) 34126
IBS Discrete Mathematics Group (DIMAG)
Institute for Basic Science (IBS)
55 Expo-ro Yuseong-gu Daejeon 34126 South Korea
E-mail: dimag@ibs.re.kr, Fax: +82-42-878-9209
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