Extended formulations for convex hulls of some bilinear functions

被引:13
作者
Gupte, Akshay [1 ,2 ]
Kalinowski, Thomas [3 ,4 ]
Rigterink, Fabian [4 ]
Waterer, Hamish [4 ]
机构
[1] Clemson Univ, Sch Math & Stat Sci, Clemson, SC 29634 USA
[2] Univ Edinburgh, Sch Math, Edinburgh, Midlothian, Scotland
[3] Univ New England, Sch Sci & Technol, Armidale, NSW, Australia
[4] Univ Newcastle, Sch Math & Phys Sci, Callaghan, NSW, Australia
基金
澳大利亚研究理事会;
关键词
Extended formulation; Convex hull; Bilinear; Quadratic; Boolean quadric polytope; RELAXATIONS; ALGORITHM; PROGRAMS; POLYTOPE;
D O I
10.1016/j.disopt.2020.100569
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider the problem of characterizing the convex hull of the graph of a bilinear function f on the n-dimensional unit cube [0,1](n). Extended formulations for this convex hull are obtained by taking subsets of the facets of the Boolean Quadric Polytope (BQP). Extending existing results, we propose a systematic study of properties of f that guarantee that certain classes of BQP facets are sufficient for an extended formulation. We use a modification of Zuckerberg's geometric method for proving convex hull characterizations (Zuckerberg, 2016) to prove some initial results in this direction. In particular, we provide small-sized extended formulations for bilinear functions whose corresponding graph is either a cycle with arbitrary edge weights or a clique or an almost clique with unit edge weights. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页数:34
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