Skip to main content
Log in

Characterizations of mixed binary convex quadratic representable sets

  • Full Length Paper
  • Series A
  • Published:
Mathematical Programming Submit manuscript

Abstract

Representability results play a fundamental role in optimization since they provide characterizations of the feasible sets that arise from optimization problems. In this paper we study the sets that appear in the feasibility version of mixed binary convex quadratic optimization problems. We provide a complete characterization of the sets that can be obtained as the projection of such feasible regions. In order to obtain this result, we first provide a complete characterization of these sets in the special cases where (1) the feasible region is bounded, (2) only binary extended variables are present, and (3) only continuous variables are present.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Fig. 1
Fig. 2
Fig. 3

Similar content being viewed by others

References

  1. Bertsimas, D., Shioda, R.: Algorithm for cardinality-constrained quadratic optimization. Comput. Optim. Appl. 43, 1–22 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  2. Bienstock, D.: Computational study of a family of mixed-integer quadratic programming problems. Math. Program. B 74, 121–140 (1996)

    MathSciNet  MATH  Google Scholar 

  3. Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)

    Book  MATH  Google Scholar 

  4. Del Pia, A., Dey, S., Molinaro, M.: Mixed-integer quadratic programming is in NP. Math. Program. Ser. A 162(1), 225–240 (2017). https://doi.org/10.1007/s10107-016-1036-0

    Article  MathSciNet  MATH  Google Scholar 

  5. Del Pia, A., Poskin, J.: On the mixed binary representability of ellipsoidal regions. In: Proceedings of IPCO, Lecture Notes in Computer Science, vol. 9682, pp. 214–225 (2016). https://doi.org/10.1007/978-3-319-33461-5_18

  6. Del Pia, A., Poskin, J.: Ellipsoidal mixed-integer representability. Math. Program. Ser. B (2017). https://doi.org/10.1007/s10107-017-1196-6

  7. Dey, S., Morán, D.: Some properties of convex hulls of integer points contained in general convex sets. Math. Program. A 141, 507–526 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  8. Helton, J., Nie, J.: Semidefinite representation of convex sets. Math. Program. A 122(2), 379–405 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  9. Helton, J., Vinnikov, V.: Linear matrix inequality representation of sets. Commun. Pure Appl. Math. LX, 654–674 (2006)

    MathSciNet  MATH  Google Scholar 

  10. Jeroslow, R.: Representability in mixed integer programming, I: characterization results. Discrete Appl. Math. 17, 223–243 (1987)

    Article  MathSciNet  MATH  Google Scholar 

  11. Jeroslow, R., Lowe, J.: Modelling with integer variables. Math. Program. Study 22, 167–184 (1984)

    Article  MathSciNet  MATH  Google Scholar 

  12. Lobo, M., Vandenberge, L., Boyd, S., Lebret, H.: Applications of second-order cone programming. Linear Algebra Appl. 284, 193–228 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  13. Lubin, M., Zadik, I., Vielma, J.: Mixed-integer convex representability. In: Proceedings of IPCO, Lecture Notes in Computer Science, vol. 10328, pp. 392–404 (2017)

  14. Nesterov, Y., Nemirovskii, A.: Interior Point Polynomial Methods in Convex Programming: Theory and Applications. SIAM, Philadelphia (1994)

    Book  MATH  Google Scholar 

  15. Rockafellar, R.: Convex Analysis. Princeton University Press, Princeton (1970)

    Book  MATH  Google Scholar 

  16. Scheiderer: Semidefinitely representable convex sets (2017). Preprint. arXiv:1612.07048v2

  17. Vavasis, S.A.: Quadratic programming is in NP. Inf. Process. Lett. 36(2), 73–77 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  18. Vielma, J.: Mixed integer linear programming formulation techniques. SIAM Rev. 57(I), 3–57 (2015)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alberto Del Pia.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Del Pia, A., Poskin, J. Characterizations of mixed binary convex quadratic representable sets. Math. Program. 177, 371–394 (2019). https://doi.org/10.1007/s10107-018-1274-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10107-018-1274-4

Keywords

Mathematics Subject Classification

Navigation