Convexification of bilinear forms through non-symmetric lifting

摘要

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.