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Solving Sparse Separable Bilinear Programs Using Lifted Bilinear Cover Inequalities

Author

Listed:
  • Xiaoyi Gu

    (School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332)

  • Santanu S. Dey

    (School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia 30332)

  • Jean-Philippe P. Richard

    (Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis, Minnesota 55455)

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 randomized separation heuristic for lifted bilinear cover inequalities. In our computational experiments, we separate many rounds of these inequalities starting from McCormick’s relaxation of instances where each constraint is a separable bilinear constraint set. We demonstrate that there is a significant improvement in the performance of a state-of-the-art global solver in terms of gap closed, when these inequalities are added at the root node compared with when they are not.

Suggested Citation

  • Xiaoyi Gu & Santanu S. Dey & Jean-Philippe P. Richard, 2024. "Solving Sparse Separable Bilinear Programs Using Lifted Bilinear Cover Inequalities," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 884-899, May.
    • Handle: RePEc:inm:orijoc:v:36:y:2024:i:3:p:884-899
    DOI: 10.1287/ijoc.2022.0230
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    References listed on IDEAS

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