Convexification of Bilinear Terms over Network Polytopes

• 成果类型: Article
• 署名作者: Khademnia, Erfan; Davarnia, Danial
• 署名单位: Iowa State University
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2023.0001
• 发表日期: 2025
• 关键词: convex-hull; relaxations; ENVELOPES; hierarchy; PROGRAMS

摘要

It is well-known that the McCormick relaxation for the bilinear constraint z = xy gives the convex hull over the box domains for x and y . In network applications where the domain of bilinear variables is described by a network polytope, the McCormick relaxation, also referred to as linearization, fails to provide the convex hull and often leads to poor dual bounds. We study the convex hull of the set containing bilinear constraints z i , j = xiyj i y j where xi i represents the arc -flow variable in a network polytope, and yj j is in a simplex. For the case where the simplex contains a single y variable, we introduce a systematic procedure to obtain the convex hull of the above set in the original space of variables, and show that all facet -defining inequalities of the convex hull can be obtained explicitly through identifying a special tree structure in the underlying network. For the generalization where the simplex contains multiple y variables, we design a constructive procedure to obtain an important class of facet -defining inequalities for the convex hull of the underlying bilinear set that is characterized by a special forest structure in the underlying network. Computational experiments conducted on different applications show the effectiveness of the proposed methods in improving the dual bounds obtained from alternative techniques.