Variable Aggregation-based Perspective Reformulation for Mixed-Integer Convex Optimization with Symmetry

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Authors: Junhao Wu, Shaoze Li, Cheng Lu, Zhibin Deng, Shu‐Cherng Fang
Cited by: 0

Abstract

This paper addresses the challenging issue of symmetry in mixed-integer convex optimization problems, which frequently arise in real-world applications such as the unit commitment problem. Although variable aggregation techniques have been employed to mitigate symmetry, their impact on tightening the corresponding continuous relaxation has not been thoroughly investigated. In this work, we propose a new formulation that integrates the perspective reformulation method into the variable aggregation framework, yielding a tighter continuous relaxation for mixed-integer convex optimization problems with symmetric structures. We prove that, in the presence of symmetry, the convex hull of the feasible region associated with each set of aggregated variables can be exactly characterized. These results demonstrate the effectiveness of the proposed reformulation and establish new theoretical foundations for achieving tightness in variable aggregation-based mixed-integer programming formulations.

Fields of Study & Subjects

Advanced Optimization Algorithms Research Electric Power System Optimization Risk and Portfolio Optimization

Publication details

Journal / source
arXiv (Cornell University)
Publication date
4 February 2026
Document type
Preprint