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Convexification of bilinear forms through non-symmetric lifting
Journal of Global Optimization ( IF 1.8 ) Pub Date : 2021-01-07 , DOI: 10.1007/s10898-020-00975-z
Marcia Fampa , Jon Lee

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.



中文翻译:

通过非对称提升使双线性形式凸化

我们通过应用McCormick凸化和扩展Saxena等人的方法,在全局优化的情况下有效地处理了双线性形式。(Math Prog Ser B 124(1-2):383-411,2010),用于将对称二次形式转换为双线性形式。我们工作的关键应用是以对称的二次形式处理“结构凸度”。

更新日期:2021-01-07
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