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2.

2 Comparing Formulations
Proof of Proposition 2.1
K ⊆ KC
• Let x̄ ∈ K and let C be a minimal cover. We show
P
i∈C x̄i ≤ |C| − 1.
• This follows from the definition of cover.
K ⊇ KC
• Let x̄ ∈ K C . We show ni=1 aix̄i ≤ b.
P
Pn
• Suppose for a contradiction that i=1 aix̄i > b.
P
• Let I := {i : x̄i = 1}. Then i∈I ai > b, that is, I
is a cover.
P
• Let C be a minimal subset of I s.t. i∈C ai > b.
P
• Then C is a minimal cover and i∈C x̄i = |C|.
• This contradicts the assumption x̄ ∈ K C .

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2.7 The Traveling Salesman Problem
Proof of subtour formulation
• If x is the incident vector of a Hamiltonian cycle, then
IC and SEC are satisfied.
• Let x satisfy IC and SEC.
• IC ⇒ x is the incidence vector of a set of arcs that
contains at least one cycle C. [picture proof]
• Then C is a Hamiltonian cycle, as otherwise the SEC
corresponding to all the nodes in C is violated.

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2
Proof of position formulation
• Let x be the incident vector of a Hamiltonian cycle.
Then IC are satisfied.
• Define ui to be the position of node i ≥ 2 in the
Hamiltonian cycle. Then PC are satisfied:
– xij = 1 ⇒ LHS = ui − (ui + 1) + 1, RHS = 0.
– xij = 0 ⇒ LHS = ui − uj + 1 ≤ n − 1, RHS =
n − 1.
• Conversely, let (x, u) satisfy IC and PC. If x is the
incidence vector of a Hamiltonian cycle we are done.
• Otherwise, IC ⇒ x is the incidence vector of a set of
arcs that contains a cycle C not containing node 1.
• Summing the PC ∀ij ∈ C gives the inequality |C| ≤
0, a contradiction.

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2.11 Modeling Disjunctions
Proof of Proposition 2.6
• Let P be the polytope given by (**).
• It suffices to show that any point

z̄ := (ȳ, ȳ1, . . . , ȳk , x̄1, . . . , x̄k )

in P is a convex combination of solutions to (*).


• ∀t s.t. x̄t ̸= 0, define z t = (y t, y1t , . . . , ykt , xt1, . . . , xtk ):
(
t 1 = x̄x̄tt for i = t
xi :=
0 otherwise,
(
ȳt
t for i = t
yi := x̄t
0 otherwise,
ȳt
y t := .
x̄t
• The z ts are solutions of (*).
• The vector z̄ is a convex combination of these points:
X
z̄ = x̄tz t.
t : x̄t ̸=0

Exercise: check it!

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2.12 The Quadratic Assignment Prob-
lem and Fortet’s Linearization
Proof of Proposition 2.7.
• ∀ integer exponent k ≥ 1, the 0, 1 variable xj satisfies
xkj = xj .
⇒ we can replace each xkj with xj (so that no variable
appears with exponent greater than 1).
Q
• For J ⊆ {1, . . . , n}, the product j∈J xj can be
replaced by a new 0, 1 variable yJ satisfying the linear
constraints
yJ ≤ xi ∀i ∈ J
X
yJ ≥ xj − |J| + 1.
j∈J

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