Motivation
Mixed-integer programs often contain general integer variables x∈{0,…,k}. A standard modelling device replaces such a variable by d binary variables y∈{0,1}d linked to x through a polytope, a binarization. Examples are the unary encoding, the "full" encoding with one indicator per value, and the logarithmic encoding x=∑i2i−1yi. Binarizations let cutting-plane and branching techniques built for 0/1 variables, such as lift-and-project and sequential convexification, act on general integer programs. Computational experience with such encodings is mixed. A logarithmic encoding uses the fewest variables, but it is not obvious that it should help or hurt the strength of the relaxation. Dash, Günlük and Hildebrand (Mathematical Programming 170, 2018) studied split cuts in binary extended formulations. Aprile, Conforti and Di Summa (arXiv:2106.00354, Mathematics of Operations Research, 2024) introduced a rank that measures how many convexification steps on the binary variables are needed to remove fractional values of x, and compared binarizations by it.
The underlying operation is Balas's sequential convexification (Balas, Discrete Applied Mathematics 89, 1998; doi:10.1016/S0166-218X(98)00136-X): for a polytope Q⊆[0,1]h×Rn−h, replacing Q by conv({x∈Q:xi=0}∪{x∈Q:xi=1}) for i=1,…,h in turn yields the convex hull of the mixed 0/1 points.
Setting
A point is written (x,y)∈R×Rd. A polytope is the convex hull of finitely many points; V(P) is its vertex set and two vertices are adjacent when the segment joining them is a face of P. The skeleton sk(P) is the resulting graph.
For a polytope Q with some coordinates H restricted to [0,1], write Qxi=conv({x∈Q:xi=0}∪{x∈Q:xi=1}). The lift-and-project rank lpr(Q) is the least k such that some indices i1,…,ik∈H satisfy ((Qxi1)…)xik=conv{x∈Q:xi∈{0,1} ∀i∈H}.
A polytope B⊆R×[0,1]d is a binarization of x in the range {0,…,k}, k≥1, if the x-values of its points with y∈{0,1}d are exactly {0,…,k}. For a number f let B(f)={(x,y)∈B:x=f}. Given integers α1,…,αℓ and points αj<xˉj<αj+1, the rank of B is
rkB(α1,…,αℓ)=lpr(conv(j⋃B(xˉj))),
with the lift-and-project rank taken with respect to y1,…,yd. It counts the y-convexifications needed to cut off every point of B whose x-value lies strictly between αj and αj+1 for some j.
B is a d-hypercube binarization if its vertices project onto {0,1}d in the y-space and onto {0,…,2d−1} in the x-space, so that the vertices of B correspond one-to-one to those of the d-cube, each with its own integer x-value. The logarithmic binarization is
BL(d)={(x,y)∈R×[0,1]d:x=i=1∑d2i−1yi}.
Formalization targets
Goal: Theorem 4.23
For every d-hypercube binarization B and all α1,…,αℓ∈{0,…,2d−2},
rkB(α1,…,αℓ) ≥ rkBL(α1,…,αℓ).
Milestones
The milestones follow the paper's development:
- Balas's theorem (Theorem 2.1) and the set covering form of lpr (Observation 2.2).
- The basic facts on binarizations: binary points are vertices (Observation 2.3), and the vertices of a fractional slice lie on edges crossing the slice (Lemma 4.3).
- The set covering form of rkB over the αj-edges of sk(B) (Observation 4.8), and the comparison of sk(B) with sk(πy(B)) (Corollary 4.15).
- For hypercube binarizations, the hypercube graph G(B) and its cuts give
rkB(α1,…,αℓ)=d−fB(α1,…,αℓ)(Lemma 4.18, Corollary 4.19),
where fB counts coordinate directions in which no edge of G(B) crosses any level αj.
- The arithmetic bound 2fB(α1,…,αℓ)∣αj+1 (Lemma 4.20).
- The exact value fBL(α1,…,αℓ)=max{t:2t∣αj+1 ∀j} (Lemma 4.21, Corollary 4.22).
Significance
The theorem gives a precise sense in which the logarithmic encoding is the best among all encodings of an integer variable whose binarization has the combinatorics of a cube. It is not only the most compact one: it also requires the fewest sequential convexification steps on the binary variables to remove any prescribed family of fractional x-intervals. Combined with Corollaries 4.19 and 4.22, it yields the explicit formula rkBL(α1,…,αℓ)=d−max{t:2t∣αj+1 ∀j}. In particular, rkBL(α)=d for every even α. By Theorem 4.23 this extends to every hypercube binarization a result of Owen and Mehrotra (Operations Research 50, 2002) on the logarithmic encoding: convexifying all but one of the y-variables of BL(d) does not ensure integrality of x.
The result is proved in the paper. No machine-checked version exists. The mission formalizes the vertex-and-edge view of sequential convexification that the paper's proofs rest on: Balas's theorem for V-polytopes, lift-and-project rank as a hitting set, and the hypercube graph of a binarization with its cut structure. Mathlib has convex hulls, extreme points and extreme subsets, but no face lattice of polytopes, no skeleton graph and no hypercube graph. Platform results on Balas's theorem exist only for H-polyhedra with explicit bound rows.
Difficulty
The comparison is between an arbitrary hypercube binarization and a specific one. Direct computation of lpr for an arbitrary B is not possible, because the polytope conv(⋃jB(xˉj)) depends on the whole edge structure of B, and the skeleton of a hypercube binarization need not be the cube graph: it can contain extra edges. The step that has to be bridged is from the lift-and-project rank of a polytope to a statement about cuts in the hypercube graph G(B). That requires the vertex description of sequential convexification, the location of vertices of fractional slices on edges of B, and the reduction from the skeleton sk(B) to the subgraph G(B). A natural first idea, comparing the polytopes B and BL through an affine map, fails: a general hypercube binarization is not affine, and by Lemma 4.16 of the paper BL is, up to symmetry, the only affine one.
Formalization scope
The Lean development fixes the following conventions.
- A point (x,y) is
p : Fin (d+1) → ℝ, with x = p 0 and yi = p i.succ. Coordinates of y are indexed from 0, so the weight 2i−1 of BL(d) is 2 ^ (i : ℕ).
- Polytopes are convex hulls of finite sets, vertices are
Set.extremePoints, and edges are the published Hirsch.Adj.
- One convexification step and its iteration are the published
Disjunctive.HigherDim.SplitConvexify and IteratedSplit.
lpr Q H is defined for any set H of 0/1 coordinates, with repetitions allowed in the sequence of convexified variables, as an sInf that Theorem 2.1 shows is attained.
- The rank
rk B xbar takes the fractional points xˉj as an argument. Every statement about it quantifies over all admissible choices, and in the goal the choices for B and BL are independent.
- The range {0,…,2d−2} is written αj+2≤2d, avoiding natural-number subtraction.
- The cut condition δ(V0i)∩⋃jδ(Vαj)=∅ is expressed through pairs of vertices of B whose y-parts differ exactly in component i.
- Corollary 4.22 adds ℓ≥1, since for ℓ=0 the maximum it names does not exist.
- Only the second sentence of Observation 4.8 is formalized.
A formalization in which the rank of BL is a junk value 0 (an empty set under sInf, or convexification over the wrong coordinates) would make the goal trivial. The definitions were checked against this: a sorry-free verification file proves rkBL(1)(0)=1 and that BL(1) is a 1-hypercube binarization.
A complete development needs:
- the vertex description of Qxi for V-polytopes;
- faces and edges of polytopes, and the intersection of a polytope with a hyperplane;
- the hypercube graph and its perfect matchings;
- binary expansions and 2-adic valuations.
The polytope and edge results, including the vertex form of Balas's theorem, are reusable well beyond this paper. Contributions proving any milestone, or general lemmas on vertices of hyperplane sections and on projections of polytopes, are welcome.
Selected references
- M. Aprile, M. Conforti, M. Di Summa, Binary extended formulations and sequential convexification, Mathematics of Operations Research, 2024; preprint arXiv:2106.00354v1. https://arxiv.org/abs/2106.00354
- E. Balas, Disjunctive programming: Properties of the convex hull of feasible points, Discrete Applied Mathematics 89, 3–44, 1998. https://doi.org/10.1016/S0166-218X(98)00136-X
- S. Dash, O. Günlük, R. Hildebrand, Binary extended formulations of polyhedral mixed-integer sets, Mathematical Programming 170(1), 207–236, 2018.
- J. H. Owen, S. Mehrotra, On the value of binary expansions for general mixed-integer linear programs, Operations Research 50(5), 810–819, 2002.
- M. Conforti, G. Cornuéjols, G. Zambelli, Integer Programming, Springer, 2014. https://doi.org/10.1007/978-3-319-11008-0