English

Extended formulations for convex hulls of graphs of bilinear functions

Optimization and Control 2020-02-18 v3

Abstract

We consider the problem of characterizing the convex hull of the graph of a bilinear function ff on the nn-dimensional unit cube [0,1]n[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 ff 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 [Geometric proofs for convex hull defining formulations, Operations Research Letters \textbf{44} (2016), 625--629] 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.

Keywords

Cite

@article{arxiv.1702.04813,
  title  = {Extended formulations for convex hulls of graphs of bilinear functions},
  author = {Akshay Gupte and Thomas Kalinowski and Fabian Rigterink and Hamish Waterer},
  journal= {arXiv preprint arXiv:1702.04813},
  year   = {2020}
}

Comments

revised based on reviewer's comments