Convexification of bilinear forms through non-symmetric lifting

被引:1
|
作者
Fampa, Marcia [1 ]
Lee, Jon [2 ]
机构
[1] Univ Fed Rio de Janeiro, Rio De Janeiro, Brazil
[2] Univ Michigan, Ann Arbor, MI 48109 USA
关键词
Global optimization; Quadratic; Bilinear; Mixing; GLOBAL OPTIMIZATION; RELAXATION; PROGRAMS;
D O I
10.1007/s10898-020-00975-z
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 efficiently treat bilinear forms in the context of global optimization, by applying McCormick convexification and by extending an approach of Saxena et al. (Math Prog Ser B 124(1-2):383-411, 2010) for symmetric quadratic forms to bilinear forms. A key application of our work is in treating "structural convexity" in a symmetric quadratic form.
引用
收藏
页码:287 / 305
页数:19
相关论文
共 50 条