Related papers: Optimizing convex functions over nonconvex sets

We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

We derive a closed form description of the convex hull of mixed-integer bilinear covering set with bounds on the integer variables. This convex hull description is determined by considering some orthogonal disjunctive sets defined in a…

We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Although supermodular minimization is, in general, difficult,…

A classical approach for obtaining valid inequalities for a set involves weighted aggregations of the inequalities that describe such set. When the set is described by linear inequalities, thanks to the Farkas lemma, we know that every…

We consider the nonconvex set $\mathcal S_n = \{(x,X,z): X = x x^T, \; x (1-z) =0,\; x \geq 0,\; z \in \{0,1\}^n\}$, which is closely related to the feasible region of several difficult nonconvex optimization problems such as the best…

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…

We study the polyhedral convex hull structure of a mixed-integer set which arises in a class of cardinality-constrained concave submodular minimization problems. This class of problems has an objective function in the form of $f(a^\top x)$,…

We examine the metrics that arise when a finite set of points is embedded in the real line, in such a way that the distance between each pair of points is at least 1. These metrics are closely related to some other known metrics in the…

A quadratically constrained quadratic program (QCQP) is an optimization problem in which the objective function is a quadratic function and the feasible region is defined by quadratic constraints. Solving non-convex QCQP to global…

We prove that linearizing certain families of polynomial optimization problems leads to new functorial operations in real convex sets. We show that under some conditions these operations can be computed or approximated in ways amenable to…

We study the convex hull property for systems of partial differential equations. This is a generalisation of the maximum principle for a single equation. We show that the convex hull property holds for a class of elliptic and parabolic…

In this paper, we establish some new inequalities for class of SX(h,I) convex functions which are supermultiplicative or superadditive and nonnegative. And we also give some applications for special means.

We study sets defined as the intersection of a rank-1 constraint with different choices of linear side constraints. We identify different conditions on the linear side constraints, under which the convex hull of the rank-1 set is polyhedral…

DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints…

We study the convex hull of a set $S\subset \mathbb{R}^n$ defined by three quadratic inequalities. A simple way of generating inequalities valid on $S$ is to take nonnegative linear combinations of the defining inequalities of $S$. We call…

We give a survey of work on the number of vertices of the convex hull of integer points defined by the system of linear inequalities. Also, we present our improvement of some of these.

We study nonconvex quadratic problems (QPs) with quadratic separable constraints, where these constraints can be defined both as inequalities or equalities. We derive sufficient conditions for these types of problems to present the…

In this article, we further explore convex functions by revealing new bounds, resulting from stronger convexity behavior. In particular, we define the so called radical convex functions and study their properties. We will see that such…

Let $P$ be a set of $n$ points in general position on the plane. A set of closed convex polygons with vertices in $P$, and with pairwise disjoint interiors is called a convex decomposition of $P$ if their union is the convex hull of $P$,…