Related papers: Convexification of bilinear terms over network pol…
In Speakman and Lee (2017), we analytically developed the idea of using volume as a measure for comparing relaxations in the context of spatial branch-and-bound. Specifically, for trilinear monomials, we analytically compared the three…
The pooling problem is a classical NP-hard problem in the chemical process and petroleum industries. This problem is modeled as a nonlinear, nonconvex network flow problem in which raw materials with different specifications are blended in…
This article describes a method to compute successive convex approximations of the convex hull of a set of points in R^n that are the solutions to a system of polynomial equations over the reals. The method relies on sums of squares of…
We study the natural extended-variable formulation for the disjunction of $n+1$ polytopes in $\mathbb{R}^d$. We demonstrate that the convex hull $D$ in the natural extended-variable space $\mathbb{R}^{d+n}$ is given by full optimal big-M…
We consider the bipartite boolean quadric polytope (BQP) with multiple-choice constraints and analyse its combinatorial properties. The well-studied BQP is defined as the convex hull of all quadric incidence vectors over a bipartite graph.…
We consider an $n$-variate monomial function that is restricted both in value by lower and upper bounds and in domain by two homogeneous linear inequalities. Such functions are building blocks of several problems found in practical…
Speakman and Lee (2017) gave a formula for the volume of the convex hull of the graph of a trilinear monomial, $y=x_1x_2x_3$, over a box in the nonnegative orthant, in terms of the upper and lower bounds on the variables. This was done in…
We efficiently treat bilinear forms in the context of global optimization, by applying McCormick convexification and by extending an approach of Saxena, Bonami and Lee for symmetric quadratic forms to bilinear forms. A key application of…
We present a new approach to learning the structure and parameters of a Bayesian network based on regularized estimation in an exponential family representation. Here we show that, given a fixed variable order, the optimal structure and…
McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer…
With the goal of obtaining strong relaxations for binary polynomial optimization problems, we introduce the pseudo-Boolean polytope defined as the convex hull of the set of binary points satisfying a collection of equations containing…
This paper introduces novel relaxation hierarchies for concavo-convex programs (CXP), a class of problems that includes disjoint bilinear programming (DBP) and concave minimization (CM) as special cases. At the core of these hierarchies is…
Let T be the unit circle in the complex plane C. This paper proves the existence of analytic structure in a compact subset K of T X C^n, where K has so-called "lineally convex" or "hypoconvex" fibers over T. It also addresses a related…
Seeking the convex hull of an object is a very fundamental problem arising from various tasks. In this work, we propose two variational convex hull models using level set representation for 2-dimensional data. The first one is an exact…
We study the generalization of deep learning models in relation to the convex hull of their training sets. A trained image classifier basically partitions its domain via decision boundaries and assigns a class to each of those partitions.…
This two-part paper is concerned with the problem of minimizing a linear objective function subject to a bilinear matrix inequality (BMI) constraint. In this part, we first consider a family of convex relaxations which transform BMI…
A new algorithm for the determination of the relative convex hull in the plane of a simple polygon A with respect to another simple polygon B which contains A, is proposed. The relative convex hull is also known as geodesic convex hull, and…
We introduce a general framework for flow problems over hypergraphs. In our problem formulation, which we call the convex flow problem, we have a concave utility function for the net flow at every node and a concave utility function for…
The convex hull of N independent random points chosen on the boundary of a simple polytope in R^n is investigated. Asymptotic formulas for the expected number of vertices and facets, and for the expectation of the volume difference are…
We say that a subset of C^n is hypoconvex if its complement is the union of complex hyperplanes. Let D be the closed unit disk in C, T the unit circle. We prove two conjectures of Helton and Marshall. (See ``Frequency domain design and…