Convexification of bilinear forms through non-symmetric lifting

被引：0
|
作者：
Marcia Fampa
Jon Lee
机构：
[1] Universidade Federal do Rio de Janeiro,
[2] University of Michigan,undefined
来源：
Journal of Global Optimization | 2021年 / 80卷
关键词：
Global optimization; Quadratic; Bilinear; Mixing;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：287 / 305
页数：18
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