Computable representations for convex hulls of low-dimensional quadratic forms

被引:0
|
作者
Kurt M. Anstreicher
Samuel Burer
机构
[1] University of Iowa,Department of Management Sciences
来源
Mathematical Programming | 2010年 / 124卷
关键词
Quadratic form; Convex hull; Convex envelope; Global optimization; Semidefinite programming; 90C20; 90C22; 90C26;
D O I
暂无
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学科分类号
摘要
Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{C}}$$\end{document} be the convex hull of points \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\{{1 \choose x}{1 \choose x}^T \,|\, x\in \mathcal{F}\subset \Re^n\}}}$$\end{document}. Representing or approximating \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{C}}$$\end{document} is a fundamental problem for global optimization algorithms based on convex relaxations of products of variables. We show that if n ≤ 4 and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{F}}$$\end{document} is a simplex, then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{C}}$$\end{document} 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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{F}}$$\end{document} is a box, then \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{C}}$$\end{document} 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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\{(x_1, x_2, x_1x_2)\,|\, x\in\mathcal{F}\}}}$$\end{document} when \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{F}\subset\Re^2}$$\end{document} 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 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${{\{(x_1, x_2, x_1x_2)\,|\, x\in\mathcal{F}\}}}$$\end{document}. When n = 3 and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{F}}$$\end{document} is a box, we show that a representation for \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathcal{C}}$$\end{document} 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:10
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