Solving Sparse Separable Bilinear Programs Using Lifted Bilinear Cover Inequalities
Xiaoyi Gu,
Santanu S. Dey,
Jean-Philippe P. Richard
Abstract:Recently a class of second-order cone representable convex inequalities called lifted bilinear cover inequalities were introduced, which are valid for a set described by a separable bilinear constraint together with bounds on variables. In this paper, we study the computational potential of these inequalities for separable bilinear optimization problems. We first prove that the semidefinite programming relaxation provides no benefit over the McCormick relaxation for such problems. We then design a simple rando… Show more
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