Efficient treatment of bilinear forms in global optimization
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Publication:6299348
arXiv1803.07625MaRDI QIDQ6299348FDOQ6299348
Publication date: 20 March 2018
Abstract: 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 our work is in treating "structural convexity" in a symmetric quadratic form.
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