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arxiv: 2111.05225 · v3 · pith:IMCLFBOI · submitted 2021-11-09 · math.OC · cs.CC

Helly systems and certificates in optimization

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classification math.OC cs.CC
keywords certificatesoptimizationgeneralhellypartsystemsapproachbehind
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Inspired by branch-and-bound and cutting plane proofs in mixed-integer optimization and proof complexity, we develop a general approach via Hoffman's Helly systems. This helps to distill the main ideas behind optimality and infeasibility certificates in optimization. The first part of the paper formalizes the notion of a certificate and its size in this general setting. The second part of the paper establishes lower and upper bounds on the sizes of these certificates in various different settings. We show that some important techniques existing in the literature are purely combinatorial in nature and do not depend on any underlying geometric notions.

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  1. Sample Complexity of Stochastic Optimization with Integer Variables

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    Stochastic integer optimization has sample complexity that matches, undercuts, or exceeds the continuous case based on objective structure, with new tight bounds for nonconvex continuous problems.