Computable representations for convex hulls of low-dimensional quadratic forms

被引:64
作者
Anstreicher, Kurt M. [1 ]
Burer, Samuel [1 ]
机构
[1] Univ Iowa, Dept Management Sci, Iowa City, IA 52242 USA
关键词
Quadratic form; Convex hull; Convex envelope; Global optimization; Semidefinite programming; SEMIDEFINITE; ALGORITHM; PROGRAMS;
D O I
10.1007/s10107-010-0355-9
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Let C be the convex hull of points {(1 x) ((1) x)(T) [x is an element of F subset of R-n}. Representing or approximating C is a fundamental problem for global optimization algorithms based on convex relaxations of products of variables. We show that if 17 <= 4 and F is a simplex, then C has a computable representation in terms of matrices X that are doubly nonnegative (positive semidefinite and componentwise nonnegative). We also prove that if n = 2 and F is a box, then C has a representation that combines semidefiniteness with constraints on product terms obtained from the reformulation-linearization technique (RLT). The simplex result generalizes known representations for the convex hull of {(x(1), x(2), x(1)x(2)) vertical bar x is an element of F} when F subset of R-2 is a triangle, while the result for box constraints generalizes the well-known fact that in this case the RLT constraints generate the convex hull of ((x(1), x(2), x(1)x(2)) vertical bar x is an element of F}. When n = 3 and F is a box, we show that a representation for C can be obtained by utilizing the simplex result for n = 4 in conjunction with a triangulation of the 3-cube.
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页码:33 / 43
页数:11
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