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Extended formulations for convex hulls of some bilinear functions

Akshay Gupte, Thomas Kalinowski, Fabian Rigterink, Hamish Waterer

Discrete Optimization · 36:1–34 · 2020 · DOI: 10.1016/j.disopt.2020.100569

Discrete Optimization coverExtended formulations for convex hulls of some bilinear functions first page

We consider the problem of characterizing the convex hull of the graph of a bilinear function ff on the nn-dimensional unit cube [0,1]n[0, 1]^n. Extended formulations for this convex hull are obtained by taking subsets of the facets of the Boolean Quadric Polytope (BQP). Extending existing results, we propose a systematic study of properties of ff that guarantee that certain classes of BQP facets are sufficient for an extended formulation. We use a modification of Zuckerberg's geometric method for proving convex hull characterizations (Zuckerberg, 2016) to prove some initial results in this direction. In particular, we provide small-sized extended formulations for bilinear functions whose corresponding graph is either a cycle with arbitrary edge weights or a clique or an almost clique with unit edge weights.