Convexification of bilinear forms through non-symmetric lifting

Marcia Fampa () and Jon Lee ()
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Marcia Fampa: Universidade Federal do Rio de Janeiro
Jon Lee: University of Michigan

Journal of Global Optimization, 2021, vol. 80, issue 2, No 3, 287-305

Abstract: Abstract 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.

Keywords: Global optimization; Quadratic; Bilinear; Mixing (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s10898-020-00975-z

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